| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,761.3 |
1,764.4 |
3.1 |
0.2% |
1,818.9 |
| High |
1,769.5 |
1,778.8 |
9.3 |
0.5% |
1,818.9 |
| Low |
1,754.8 |
1,763.0 |
8.2 |
0.5% |
1,759.1 |
| Close |
1,761.5 |
1,771.4 |
9.9 |
0.6% |
1,762.9 |
| Range |
14.7 |
15.8 |
1.1 |
7.5% |
59.8 |
| ATR |
22.1 |
21.7 |
-0.3 |
-1.5% |
0.0 |
| Volume |
112,645 |
117,570 |
4,925 |
4.4% |
633,018 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.5 |
1,810.7 |
1,780.1 |
|
| R3 |
1,802.7 |
1,794.9 |
1,775.7 |
|
| R2 |
1,786.9 |
1,786.9 |
1,774.3 |
|
| R1 |
1,779.1 |
1,779.1 |
1,772.8 |
1,783.0 |
| PP |
1,771.1 |
1,771.1 |
1,771.1 |
1,773.0 |
| S1 |
1,763.3 |
1,763.3 |
1,770.0 |
1,767.2 |
| S2 |
1,755.3 |
1,755.3 |
1,768.5 |
|
| S3 |
1,739.5 |
1,747.5 |
1,767.1 |
|
| S4 |
1,723.7 |
1,731.7 |
1,762.7 |
|
|
| 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 |
1,778.8 |
1,740.2 |
38.6 |
2.2% |
18.2 |
1.0% |
81% |
True |
False |
131,406 |
| 10 |
1,819.1 |
1,740.2 |
78.9 |
4.5% |
19.5 |
1.1% |
40% |
False |
False |
126,999 |
| 20 |
1,824.6 |
1,740.2 |
84.4 |
4.8% |
20.8 |
1.2% |
37% |
False |
False |
134,627 |
| 40 |
1,846.8 |
1,696.1 |
150.7 |
8.5% |
23.6 |
1.3% |
50% |
False |
False |
100,846 |
| 60 |
1,900.8 |
1,696.1 |
204.7 |
11.6% |
24.5 |
1.4% |
37% |
False |
False |
69,585 |
| 80 |
1,933.5 |
1,696.1 |
237.4 |
13.4% |
25.0 |
1.4% |
32% |
False |
False |
52,874 |
| 100 |
2,024.3 |
1,696.1 |
328.2 |
18.5% |
25.1 |
1.4% |
23% |
False |
False |
42,705 |
| 120 |
2,091.4 |
1,696.1 |
395.3 |
22.3% |
27.1 |
1.5% |
19% |
False |
False |
35,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.0 |
|
2.618 |
1,820.2 |
|
1.618 |
1,804.4 |
|
1.000 |
1,794.6 |
|
0.618 |
1,788.6 |
|
HIGH |
1,778.8 |
|
0.618 |
1,772.8 |
|
0.500 |
1,770.9 |
|
0.382 |
1,769.0 |
|
LOW |
1,763.0 |
|
0.618 |
1,753.2 |
|
1.000 |
1,747.2 |
|
1.618 |
1,737.4 |
|
2.618 |
1,721.6 |
|
4.250 |
1,695.9 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,771.2 |
1,767.9 |
| PP |
1,771.1 |
1,764.4 |
| S1 |
1,770.9 |
1,761.0 |
|