Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,685.0 |
3,755.0 |
70.0 |
1.9% |
3,690.0 |
High |
3,746.0 |
3,755.0 |
9.0 |
0.2% |
3,752.0 |
Low |
3,685.0 |
3,733.0 |
48.0 |
1.3% |
3,654.0 |
Close |
3,743.0 |
3,744.0 |
1.0 |
0.0% |
3,709.0 |
Range |
61.0 |
22.0 |
-39.0 |
-63.9% |
98.0 |
ATR |
55.5 |
53.1 |
-2.4 |
-4.3% |
0.0 |
Volume |
2,740 |
5,387 |
2,647 |
96.6% |
20,034 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,810.0 |
3,799.0 |
3,756.1 |
|
R3 |
3,788.0 |
3,777.0 |
3,750.1 |
|
R2 |
3,766.0 |
3,766.0 |
3,748.0 |
|
R1 |
3,755.0 |
3,755.0 |
3,746.0 |
3,749.5 |
PP |
3,744.0 |
3,744.0 |
3,744.0 |
3,741.3 |
S1 |
3,733.0 |
3,733.0 |
3,742.0 |
3,727.5 |
S2 |
3,722.0 |
3,722.0 |
3,740.0 |
|
S3 |
3,700.0 |
3,711.0 |
3,738.0 |
|
S4 |
3,678.0 |
3,689.0 |
3,731.9 |
|
|
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% |
77% |
False |
False |
2,273 |
10 |
3,762.0 |
3,654.0 |
108.0 |
2.9% |
35.2 |
0.9% |
83% |
False |
False |
3,127 |
20 |
3,762.0 |
3,406.0 |
356.0 |
9.5% |
45.2 |
1.2% |
95% |
False |
False |
4,982 |
40 |
3,762.0 |
3,334.0 |
428.0 |
11.4% |
48.5 |
1.3% |
96% |
False |
False |
5,678 |
60 |
3,815.0 |
3,334.0 |
481.0 |
12.8% |
41.2 |
1.1% |
85% |
False |
False |
4,044 |
80 |
3,815.0 |
3,334.0 |
481.0 |
12.8% |
33.0 |
0.9% |
85% |
False |
False |
4,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,848.5 |
2.618 |
3,812.6 |
1.618 |
3,790.6 |
1.000 |
3,777.0 |
0.618 |
3,768.6 |
HIGH |
3,755.0 |
0.618 |
3,746.6 |
0.500 |
3,744.0 |
0.382 |
3,741.4 |
LOW |
3,733.0 |
0.618 |
3,719.4 |
1.000 |
3,711.0 |
1.618 |
3,697.4 |
2.618 |
3,675.4 |
4.250 |
3,639.5 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,744.0 |
3,736.0 |
PP |
3,744.0 |
3,728.0 |
S1 |
3,744.0 |
3,720.0 |
|