| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,760.6 |
1,750.0 |
-10.6 |
-0.6% |
1,818.9 |
| High |
1,762.1 |
1,767.5 |
5.4 |
0.3% |
1,818.9 |
| Low |
1,740.2 |
1,743.1 |
2.9 |
0.2% |
1,759.1 |
| Close |
1,748.4 |
1,761.2 |
12.8 |
0.7% |
1,762.9 |
| Range |
21.9 |
24.4 |
2.5 |
11.4% |
59.8 |
| ATR |
22.5 |
22.6 |
0.1 |
0.6% |
0.0 |
| Volume |
142,857 |
145,260 |
2,403 |
1.7% |
633,018 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,830.5 |
1,820.2 |
1,774.6 |
|
| R3 |
1,806.1 |
1,795.8 |
1,767.9 |
|
| R2 |
1,781.7 |
1,781.7 |
1,765.7 |
|
| R1 |
1,771.4 |
1,771.4 |
1,763.4 |
1,776.6 |
| PP |
1,757.3 |
1,757.3 |
1,757.3 |
1,759.8 |
| S1 |
1,747.0 |
1,747.0 |
1,759.0 |
1,752.2 |
| S2 |
1,732.9 |
1,732.9 |
1,756.7 |
|
| S3 |
1,708.5 |
1,722.6 |
1,754.5 |
|
| S4 |
1,684.1 |
1,698.2 |
1,747.8 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.7 |
1,921.1 |
1,795.8 |
|
| R3 |
1,899.9 |
1,861.3 |
1,779.3 |
|
| R2 |
1,840.1 |
1,840.1 |
1,773.9 |
|
| R1 |
1,801.5 |
1,801.5 |
1,768.4 |
1,790.9 |
| PP |
1,780.3 |
1,780.3 |
1,780.3 |
1,775.0 |
| S1 |
1,741.7 |
1,741.7 |
1,757.4 |
1,731.1 |
| S2 |
1,720.5 |
1,720.5 |
1,751.9 |
|
| S3 |
1,660.7 |
1,681.9 |
1,746.5 |
|
| S4 |
1,600.9 |
1,622.1 |
1,730.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,796.6 |
1,740.2 |
56.4 |
3.2% |
20.1 |
1.1% |
37% |
False |
False |
137,793 |
| 10 |
1,824.6 |
1,740.2 |
84.4 |
4.8% |
20.2 |
1.1% |
25% |
False |
False |
131,563 |
| 20 |
1,824.6 |
1,727.0 |
97.6 |
5.5% |
22.0 |
1.3% |
35% |
False |
False |
138,594 |
| 40 |
1,855.1 |
1,696.1 |
159.0 |
9.0% |
23.7 |
1.3% |
41% |
False |
False |
95,498 |
| 60 |
1,900.8 |
1,696.1 |
204.7 |
11.6% |
24.7 |
1.4% |
32% |
False |
False |
65,845 |
| 80 |
1,941.6 |
1,696.1 |
245.5 |
13.9% |
25.5 |
1.4% |
27% |
False |
False |
50,026 |
| 100 |
2,024.3 |
1,696.1 |
328.2 |
18.6% |
25.3 |
1.4% |
20% |
False |
False |
40,439 |
| 120 |
2,091.4 |
1,696.1 |
395.3 |
22.4% |
27.3 |
1.5% |
16% |
False |
False |
33,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,871.2 |
|
2.618 |
1,831.4 |
|
1.618 |
1,807.0 |
|
1.000 |
1,791.9 |
|
0.618 |
1,782.6 |
|
HIGH |
1,767.5 |
|
0.618 |
1,758.2 |
|
0.500 |
1,755.3 |
|
0.382 |
1,752.4 |
|
LOW |
1,743.1 |
|
0.618 |
1,728.0 |
|
1.000 |
1,718.7 |
|
1.618 |
1,703.6 |
|
2.618 |
1,679.2 |
|
4.250 |
1,639.4 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,759.2 |
1,759.7 |
| PP |
1,757.3 |
1,758.2 |
| S1 |
1,755.3 |
1,756.8 |
|