Trading Metrics calculated at close of trading on 12-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,755.0 |
3,700.0 |
-55.0 |
-1.5% |
3,732.0 |
High |
3,755.0 |
3,790.0 |
35.0 |
0.9% |
3,790.0 |
Low |
3,733.0 |
3,700.0 |
-33.0 |
-0.9% |
3,685.0 |
Close |
3,744.0 |
3,770.0 |
26.0 |
0.7% |
3,770.0 |
Range |
22.0 |
90.0 |
68.0 |
309.1% |
105.0 |
ATR |
53.1 |
55.8 |
2.6 |
5.0% |
0.0 |
Volume |
5,387 |
7,380 |
1,993 |
37.0% |
18,441 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,023.3 |
3,986.7 |
3,819.5 |
|
R3 |
3,933.3 |
3,896.7 |
3,794.8 |
|
R2 |
3,843.3 |
3,843.3 |
3,786.5 |
|
R1 |
3,806.7 |
3,806.7 |
3,778.3 |
3,825.0 |
PP |
3,753.3 |
3,753.3 |
3,753.3 |
3,762.5 |
S1 |
3,716.7 |
3,716.7 |
3,761.8 |
3,735.0 |
S2 |
3,663.3 |
3,663.3 |
3,753.5 |
|
S3 |
3,573.3 |
3,626.7 |
3,745.3 |
|
S4 |
3,483.3 |
3,536.7 |
3,720.5 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,063.3 |
4,021.7 |
3,827.8 |
|
R3 |
3,958.3 |
3,916.7 |
3,798.9 |
|
R2 |
3,853.3 |
3,853.3 |
3,789.3 |
|
R1 |
3,811.7 |
3,811.7 |
3,779.6 |
3,832.5 |
PP |
3,748.3 |
3,748.3 |
3,748.3 |
3,758.8 |
S1 |
3,706.7 |
3,706.7 |
3,760.4 |
3,727.5 |
S2 |
3,643.3 |
3,643.3 |
3,750.8 |
|
S3 |
3,538.3 |
3,601.7 |
3,741.1 |
|
S4 |
3,433.3 |
3,496.7 |
3,712.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,790.0 |
3,685.0 |
105.0 |
2.8% |
48.0 |
1.3% |
81% |
True |
False |
3,688 |
10 |
3,790.0 |
3,654.0 |
136.0 |
3.6% |
39.7 |
1.1% |
85% |
True |
False |
3,847 |
20 |
3,790.0 |
3,468.0 |
322.0 |
8.5% |
46.8 |
1.2% |
94% |
True |
False |
4,964 |
40 |
3,790.0 |
3,334.0 |
456.0 |
12.1% |
49.9 |
1.3% |
96% |
True |
False |
5,861 |
60 |
3,815.0 |
3,334.0 |
481.0 |
12.8% |
42.1 |
1.1% |
91% |
False |
False |
4,167 |
80 |
3,815.0 |
3,334.0 |
481.0 |
12.8% |
34.2 |
0.9% |
91% |
False |
False |
4,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,172.5 |
2.618 |
4,025.6 |
1.618 |
3,935.6 |
1.000 |
3,880.0 |
0.618 |
3,845.6 |
HIGH |
3,790.0 |
0.618 |
3,755.6 |
0.500 |
3,745.0 |
0.382 |
3,734.4 |
LOW |
3,700.0 |
0.618 |
3,644.4 |
1.000 |
3,610.0 |
1.618 |
3,554.4 |
2.618 |
3,464.4 |
4.250 |
3,317.5 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,761.7 |
3,759.2 |
PP |
3,753.3 |
3,748.3 |
S1 |
3,745.0 |
3,737.5 |
|