| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,750.0 |
1,761.3 |
11.3 |
0.6% |
1,818.9 |
| High |
1,767.5 |
1,769.5 |
2.0 |
0.1% |
1,818.9 |
| Low |
1,743.1 |
1,754.8 |
11.7 |
0.7% |
1,759.1 |
| Close |
1,761.2 |
1,761.5 |
0.3 |
0.0% |
1,762.9 |
| Range |
24.4 |
14.7 |
-9.7 |
-39.8% |
59.8 |
| ATR |
22.6 |
22.1 |
-0.6 |
-2.5% |
0.0 |
| Volume |
145,260 |
112,645 |
-32,615 |
-22.5% |
633,018 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.0 |
1,798.5 |
1,769.6 |
|
| R3 |
1,791.3 |
1,783.8 |
1,765.5 |
|
| R2 |
1,776.6 |
1,776.6 |
1,764.2 |
|
| R1 |
1,769.1 |
1,769.1 |
1,762.8 |
1,772.9 |
| PP |
1,761.9 |
1,761.9 |
1,761.9 |
1,763.8 |
| S1 |
1,754.4 |
1,754.4 |
1,760.2 |
1,758.2 |
| S2 |
1,747.2 |
1,747.2 |
1,758.8 |
|
| S3 |
1,732.5 |
1,739.7 |
1,757.5 |
|
| S4 |
1,717.8 |
1,725.0 |
1,753.4 |
|
|
| 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 |
1,786.3 |
1,740.2 |
46.1 |
2.6% |
18.5 |
1.1% |
46% |
False |
False |
132,756 |
| 10 |
1,819.1 |
1,740.2 |
78.9 |
4.5% |
19.5 |
1.1% |
27% |
False |
False |
127,368 |
| 20 |
1,824.6 |
1,740.2 |
84.4 |
4.8% |
21.2 |
1.2% |
25% |
False |
False |
138,391 |
| 40 |
1,855.1 |
1,696.1 |
159.0 |
9.0% |
23.8 |
1.4% |
41% |
False |
False |
98,147 |
| 60 |
1,900.8 |
1,696.1 |
204.7 |
11.6% |
24.7 |
1.4% |
32% |
False |
False |
67,695 |
| 80 |
1,933.5 |
1,696.1 |
237.4 |
13.5% |
25.4 |
1.4% |
28% |
False |
False |
51,415 |
| 100 |
2,024.3 |
1,696.1 |
328.2 |
18.6% |
25.2 |
1.4% |
20% |
False |
False |
41,538 |
| 120 |
2,091.4 |
1,696.1 |
395.3 |
22.4% |
27.3 |
1.5% |
17% |
False |
False |
34,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,832.0 |
|
2.618 |
1,808.0 |
|
1.618 |
1,793.3 |
|
1.000 |
1,784.2 |
|
0.618 |
1,778.6 |
|
HIGH |
1,769.5 |
|
0.618 |
1,763.9 |
|
0.500 |
1,762.2 |
|
0.382 |
1,760.4 |
|
LOW |
1,754.8 |
|
0.618 |
1,745.7 |
|
1.000 |
1,740.1 |
|
1.618 |
1,731.0 |
|
2.618 |
1,716.3 |
|
4.250 |
1,692.3 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,762.2 |
1,759.3 |
| PP |
1,761.9 |
1,757.1 |
| S1 |
1,761.7 |
1,754.9 |
|