Trading Metrics calculated at close of trading on 10-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,734.0 |
3,685.0 |
-49.0 |
-1.3% |
3,690.0 |
High |
3,736.0 |
3,746.0 |
10.0 |
0.3% |
3,752.0 |
Low |
3,699.0 |
3,685.0 |
-14.0 |
-0.4% |
3,654.0 |
Close |
3,707.0 |
3,743.0 |
36.0 |
1.0% |
3,709.0 |
Range |
37.0 |
61.0 |
24.0 |
64.9% |
98.0 |
ATR |
55.1 |
55.5 |
0.4 |
0.8% |
0.0 |
Volume |
2,904 |
2,740 |
-164 |
-5.6% |
20,034 |
|
Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,907.7 |
3,886.3 |
3,776.6 |
|
R3 |
3,846.7 |
3,825.3 |
3,759.8 |
|
R2 |
3,785.7 |
3,785.7 |
3,754.2 |
|
R1 |
3,764.3 |
3,764.3 |
3,748.6 |
3,775.0 |
PP |
3,724.7 |
3,724.7 |
3,724.7 |
3,730.0 |
S1 |
3,703.3 |
3,703.3 |
3,737.4 |
3,714.0 |
S2 |
3,663.7 |
3,663.7 |
3,731.8 |
|
S3 |
3,602.7 |
3,642.3 |
3,726.2 |
|
S4 |
3,541.7 |
3,581.3 |
3,709.5 |
|
|
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 |
3,685.0 |
77.0 |
2.1% |
36.8 |
1.0% |
75% |
False |
True |
4,478 |
10 |
3,762.0 |
3,587.0 |
175.0 |
4.7% |
40.3 |
1.1% |
89% |
False |
False |
2,700 |
20 |
3,762.0 |
3,360.0 |
402.0 |
10.7% |
46.7 |
1.2% |
95% |
False |
False |
5,658 |
40 |
3,762.0 |
3,334.0 |
428.0 |
11.4% |
49.4 |
1.3% |
96% |
False |
False |
5,544 |
60 |
3,815.0 |
3,334.0 |
481.0 |
12.9% |
41.4 |
1.1% |
85% |
False |
False |
3,955 |
80 |
3,833.0 |
3,334.0 |
499.0 |
13.3% |
32.8 |
0.9% |
82% |
False |
False |
4,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,005.3 |
2.618 |
3,905.7 |
1.618 |
3,844.7 |
1.000 |
3,807.0 |
0.618 |
3,783.7 |
HIGH |
3,746.0 |
0.618 |
3,722.7 |
0.500 |
3,715.5 |
0.382 |
3,708.3 |
LOW |
3,685.0 |
0.618 |
3,647.3 |
1.000 |
3,624.0 |
1.618 |
3,586.3 |
2.618 |
3,525.3 |
4.250 |
3,425.8 |
|
|
Fisher Pivots for day following 10-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,733.8 |
3,736.5 |
PP |
3,724.7 |
3,730.0 |
S1 |
3,715.5 |
3,723.5 |
|