Trading Metrics calculated at close of trading on 23-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,709.0 |
3,649.0 |
-60.0 |
-1.6% |
3,775.0 |
High |
3,709.0 |
3,664.0 |
-45.0 |
-1.2% |
3,810.0 |
Low |
3,628.0 |
3,617.0 |
-11.0 |
-0.3% |
3,713.0 |
Close |
3,642.0 |
3,636.0 |
-6.0 |
-0.2% |
3,715.0 |
Range |
81.0 |
47.0 |
-34.0 |
-42.0% |
97.0 |
ATR |
54.4 |
53.9 |
-0.5 |
-1.0% |
0.0 |
Volume |
17,485 |
11,690 |
-5,795 |
-33.1% |
37,988 |
|
Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,780.0 |
3,755.0 |
3,661.9 |
|
R3 |
3,733.0 |
3,708.0 |
3,648.9 |
|
R2 |
3,686.0 |
3,686.0 |
3,644.6 |
|
R1 |
3,661.0 |
3,661.0 |
3,640.3 |
3,650.0 |
PP |
3,639.0 |
3,639.0 |
3,639.0 |
3,633.5 |
S1 |
3,614.0 |
3,614.0 |
3,631.7 |
3,603.0 |
S2 |
3,592.0 |
3,592.0 |
3,627.4 |
|
S3 |
3,545.0 |
3,567.0 |
3,623.1 |
|
S4 |
3,498.0 |
3,520.0 |
3,610.2 |
|
|
Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,037.0 |
3,973.0 |
3,768.4 |
|
R3 |
3,940.0 |
3,876.0 |
3,741.7 |
|
R2 |
3,843.0 |
3,843.0 |
3,732.8 |
|
R1 |
3,779.0 |
3,779.0 |
3,723.9 |
3,762.5 |
PP |
3,746.0 |
3,746.0 |
3,746.0 |
3,737.8 |
S1 |
3,682.0 |
3,682.0 |
3,706.1 |
3,665.5 |
S2 |
3,649.0 |
3,649.0 |
3,697.2 |
|
S3 |
3,552.0 |
3,585.0 |
3,688.3 |
|
S4 |
3,455.0 |
3,488.0 |
3,661.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,810.0 |
3,617.0 |
193.0 |
5.3% |
52.6 |
1.4% |
10% |
False |
True |
11,885 |
10 |
3,810.0 |
3,617.0 |
193.0 |
5.3% |
50.4 |
1.4% |
10% |
False |
True |
8,267 |
20 |
3,810.0 |
3,575.0 |
235.0 |
6.5% |
44.8 |
1.2% |
26% |
False |
False |
5,847 |
40 |
3,810.0 |
3,334.0 |
476.0 |
13.1% |
48.7 |
1.3% |
63% |
False |
False |
6,480 |
60 |
3,814.0 |
3,334.0 |
480.0 |
13.2% |
45.6 |
1.3% |
63% |
False |
False |
5,285 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.2% |
38.1 |
1.0% |
63% |
False |
False |
4,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,863.8 |
2.618 |
3,787.0 |
1.618 |
3,740.0 |
1.000 |
3,711.0 |
0.618 |
3,693.0 |
HIGH |
3,664.0 |
0.618 |
3,646.0 |
0.500 |
3,640.5 |
0.382 |
3,635.0 |
LOW |
3,617.0 |
0.618 |
3,588.0 |
1.000 |
3,570.0 |
1.618 |
3,541.0 |
2.618 |
3,494.0 |
4.250 |
3,417.3 |
|
|
Fisher Pivots for day following 23-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,640.5 |
3,685.0 |
PP |
3,639.0 |
3,668.7 |
S1 |
3,637.5 |
3,652.3 |
|