| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
3,732.0 |
3,734.0 |
2.0 |
0.1% |
3,690.0 |
| High |
3,762.0 |
3,736.0 |
-26.0 |
-0.7% |
3,752.0 |
| Low |
3,732.0 |
3,699.0 |
-33.0 |
-0.9% |
3,654.0 |
| Close |
3,746.0 |
3,707.0 |
-39.0 |
-1.0% |
3,709.0 |
| Range |
30.0 |
37.0 |
7.0 |
23.3% |
98.0 |
| ATR |
55.7 |
55.1 |
-0.6 |
-1.1% |
0.0 |
| Volume |
30 |
2,904 |
2,874 |
9,580.0% |
20,034 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,825.0 |
3,803.0 |
3,727.4 |
|
| R3 |
3,788.0 |
3,766.0 |
3,717.2 |
|
| R2 |
3,751.0 |
3,751.0 |
3,713.8 |
|
| R1 |
3,729.0 |
3,729.0 |
3,710.4 |
3,721.5 |
| PP |
3,714.0 |
3,714.0 |
3,714.0 |
3,710.3 |
| S1 |
3,692.0 |
3,692.0 |
3,703.6 |
3,684.5 |
| S2 |
3,677.0 |
3,677.0 |
3,700.2 |
|
| S3 |
3,640.0 |
3,655.0 |
3,696.8 |
|
| S4 |
3,603.0 |
3,618.0 |
3,686.7 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,999.0 |
3,952.0 |
3,762.9 |
|
| R3 |
3,901.0 |
3,854.0 |
3,736.0 |
|
| R2 |
3,803.0 |
3,803.0 |
3,727.0 |
|
| R1 |
3,756.0 |
3,756.0 |
3,718.0 |
3,779.5 |
| PP |
3,705.0 |
3,705.0 |
3,705.0 |
3,716.8 |
| S1 |
3,658.0 |
3,658.0 |
3,700.0 |
3,681.5 |
| S2 |
3,607.0 |
3,607.0 |
3,691.0 |
|
| S3 |
3,509.0 |
3,560.0 |
3,682.1 |
|
| S4 |
3,411.0 |
3,462.0 |
3,655.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,762.0 |
3,690.0 |
72.0 |
1.9% |
32.4 |
0.9% |
24% |
False |
False |
4,041 |
| 10 |
3,762.0 |
3,575.0 |
187.0 |
5.0% |
39.1 |
1.1% |
71% |
False |
False |
3,428 |
| 20 |
3,762.0 |
3,360.0 |
402.0 |
10.8% |
46.4 |
1.3% |
86% |
False |
False |
5,825 |
| 40 |
3,762.0 |
3,334.0 |
428.0 |
11.5% |
48.8 |
1.3% |
87% |
False |
False |
5,546 |
| 60 |
3,815.0 |
3,334.0 |
481.0 |
13.0% |
40.7 |
1.1% |
78% |
False |
False |
3,909 |
| 80 |
3,833.0 |
3,334.0 |
499.0 |
13.5% |
32.0 |
0.9% |
75% |
False |
False |
4,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,893.3 |
|
2.618 |
3,832.9 |
|
1.618 |
3,795.9 |
|
1.000 |
3,773.0 |
|
0.618 |
3,758.9 |
|
HIGH |
3,736.0 |
|
0.618 |
3,721.9 |
|
0.500 |
3,717.5 |
|
0.382 |
3,713.1 |
|
LOW |
3,699.0 |
|
0.618 |
3,676.1 |
|
1.000 |
3,662.0 |
|
1.618 |
3,639.1 |
|
2.618 |
3,602.1 |
|
4.250 |
3,541.8 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,717.5 |
3,730.5 |
| PP |
3,714.0 |
3,722.7 |
| S1 |
3,710.5 |
3,714.8 |
|