Trading Metrics calculated at close of trading on 26-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,670.0 |
3,685.0 |
15.0 |
0.4% |
3,709.0 |
High |
3,691.0 |
3,692.0 |
1.0 |
0.0% |
3,709.0 |
Low |
3,649.0 |
3,565.0 |
-84.0 |
-2.3% |
3,565.0 |
Close |
3,662.0 |
3,590.0 |
-72.0 |
-2.0% |
3,590.0 |
Range |
42.0 |
127.0 |
85.0 |
202.4% |
144.0 |
ATR |
52.2 |
57.6 |
5.3 |
10.2% |
0.0 |
Volume |
21,484 |
27,997 |
6,513 |
30.3% |
134,873 |
|
Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,996.7 |
3,920.3 |
3,659.9 |
|
R3 |
3,869.7 |
3,793.3 |
3,624.9 |
|
R2 |
3,742.7 |
3,742.7 |
3,613.3 |
|
R1 |
3,666.3 |
3,666.3 |
3,601.6 |
3,641.0 |
PP |
3,615.7 |
3,615.7 |
3,615.7 |
3,603.0 |
S1 |
3,539.3 |
3,539.3 |
3,578.4 |
3,514.0 |
S2 |
3,488.7 |
3,488.7 |
3,566.7 |
|
S3 |
3,361.7 |
3,412.3 |
3,555.1 |
|
S4 |
3,234.7 |
3,285.3 |
3,520.2 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,053.3 |
3,965.7 |
3,669.2 |
|
R3 |
3,909.3 |
3,821.7 |
3,629.6 |
|
R2 |
3,765.3 |
3,765.3 |
3,616.4 |
|
R1 |
3,677.7 |
3,677.7 |
3,603.2 |
3,649.5 |
PP |
3,621.3 |
3,621.3 |
3,621.3 |
3,607.3 |
S1 |
3,533.7 |
3,533.7 |
3,576.8 |
3,505.5 |
S2 |
3,477.3 |
3,477.3 |
3,563.6 |
|
S3 |
3,333.3 |
3,389.7 |
3,550.4 |
|
S4 |
3,189.3 |
3,245.7 |
3,510.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,709.0 |
3,565.0 |
144.0 |
4.0% |
67.8 |
1.9% |
17% |
False |
True |
26,974 |
10 |
3,810.0 |
3,565.0 |
245.0 |
6.8% |
54.2 |
1.5% |
10% |
False |
True |
17,286 |
20 |
3,810.0 |
3,565.0 |
245.0 |
6.8% |
47.0 |
1.3% |
10% |
False |
True |
10,566 |
40 |
3,810.0 |
3,334.0 |
476.0 |
13.3% |
50.1 |
1.4% |
54% |
False |
False |
7,987 |
60 |
3,814.0 |
3,334.0 |
480.0 |
13.4% |
48.3 |
1.3% |
53% |
False |
False |
7,046 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.4% |
40.7 |
1.1% |
53% |
False |
False |
5,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,231.8 |
2.618 |
4,024.5 |
1.618 |
3,897.5 |
1.000 |
3,819.0 |
0.618 |
3,770.5 |
HIGH |
3,692.0 |
0.618 |
3,643.5 |
0.500 |
3,628.5 |
0.382 |
3,613.5 |
LOW |
3,565.0 |
0.618 |
3,486.5 |
1.000 |
3,438.0 |
1.618 |
3,359.5 |
2.618 |
3,232.5 |
4.250 |
3,025.3 |
|
|
Fisher Pivots for day following 26-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,628.5 |
3,628.5 |
PP |
3,615.7 |
3,615.7 |
S1 |
3,602.8 |
3,602.8 |
|