Trading Metrics calculated at close of trading on 15-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,700.0 |
3,775.0 |
75.0 |
2.0% |
3,732.0 |
High |
3,790.0 |
3,795.0 |
5.0 |
0.1% |
3,790.0 |
Low |
3,700.0 |
3,770.0 |
70.0 |
1.9% |
3,685.0 |
Close |
3,770.0 |
3,777.0 |
7.0 |
0.2% |
3,770.0 |
Range |
90.0 |
25.0 |
-65.0 |
-72.2% |
105.0 |
ATR |
55.8 |
53.6 |
-2.2 |
-3.9% |
0.0 |
Volume |
7,380 |
161 |
-7,219 |
-97.8% |
18,441 |
|
Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,855.7 |
3,841.3 |
3,790.8 |
|
R3 |
3,830.7 |
3,816.3 |
3,783.9 |
|
R2 |
3,805.7 |
3,805.7 |
3,781.6 |
|
R1 |
3,791.3 |
3,791.3 |
3,779.3 |
3,798.5 |
PP |
3,780.7 |
3,780.7 |
3,780.7 |
3,784.3 |
S1 |
3,766.3 |
3,766.3 |
3,774.7 |
3,773.5 |
S2 |
3,755.7 |
3,755.7 |
3,772.4 |
|
S3 |
3,730.7 |
3,741.3 |
3,770.1 |
|
S4 |
3,705.7 |
3,716.3 |
3,763.3 |
|
|
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 |
3,795.0 |
3,685.0 |
110.0 |
2.9% |
47.0 |
1.2% |
84% |
True |
False |
3,714 |
10 |
3,795.0 |
3,654.0 |
141.0 |
3.7% |
39.2 |
1.0% |
87% |
True |
False |
3,854 |
20 |
3,795.0 |
3,468.0 |
327.0 |
8.7% |
45.9 |
1.2% |
94% |
True |
False |
4,952 |
40 |
3,795.0 |
3,334.0 |
461.0 |
12.2% |
50.5 |
1.3% |
96% |
True |
False |
5,864 |
60 |
3,815.0 |
3,334.0 |
481.0 |
12.7% |
42.5 |
1.1% |
92% |
False |
False |
4,169 |
80 |
3,815.0 |
3,334.0 |
481.0 |
12.7% |
34.5 |
0.9% |
92% |
False |
False |
4,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,901.3 |
2.618 |
3,860.5 |
1.618 |
3,835.5 |
1.000 |
3,820.0 |
0.618 |
3,810.5 |
HIGH |
3,795.0 |
0.618 |
3,785.5 |
0.500 |
3,782.5 |
0.382 |
3,779.6 |
LOW |
3,770.0 |
0.618 |
3,754.6 |
1.000 |
3,745.0 |
1.618 |
3,729.6 |
2.618 |
3,704.6 |
4.250 |
3,663.8 |
|
|
Fisher Pivots for day following 15-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,782.5 |
3,767.2 |
PP |
3,780.7 |
3,757.3 |
S1 |
3,778.8 |
3,747.5 |
|