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 |
4,228.00 |
4,232.25 |
4.25 |
0.1% |
4,160.00 |
High |
4,278.00 |
4,301.25 |
23.25 |
0.5% |
4,301.25 |
Low |
4,221.00 |
4,225.00 |
4.00 |
0.1% |
4,131.00 |
Close |
4,227.50 |
4,299.25 |
71.75 |
1.7% |
4,299.25 |
Range |
57.00 |
76.25 |
19.25 |
33.8% |
170.25 |
ATR |
73.88 |
74.05 |
0.17 |
0.2% |
0.00 |
Volume |
9,036 |
5,096 |
-3,940 |
-43.6% |
36,198 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.00 |
4,477.75 |
4,341.25 |
|
R3 |
4,427.75 |
4,401.50 |
4,320.25 |
|
R2 |
4,351.50 |
4,351.50 |
4,313.25 |
|
R1 |
4,325.25 |
4,325.25 |
4,306.25 |
4,338.50 |
PP |
4,275.25 |
4,275.25 |
4,275.25 |
4,281.75 |
S1 |
4,249.00 |
4,249.00 |
4,292.25 |
4,262.00 |
S2 |
4,199.00 |
4,199.00 |
4,285.25 |
|
S3 |
4,122.75 |
4,172.75 |
4,278.25 |
|
S4 |
4,046.50 |
4,096.50 |
4,257.25 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.50 |
4,697.25 |
4,393.00 |
|
R3 |
4,584.25 |
4,527.00 |
4,346.00 |
|
R2 |
4,414.00 |
4,414.00 |
4,330.50 |
|
R1 |
4,356.75 |
4,356.75 |
4,314.75 |
4,385.50 |
PP |
4,243.75 |
4,243.75 |
4,243.75 |
4,258.25 |
S1 |
4,186.50 |
4,186.50 |
4,283.75 |
4,215.00 |
S2 |
4,073.50 |
4,073.50 |
4,268.00 |
|
S3 |
3,903.25 |
4,016.25 |
4,252.50 |
|
S4 |
3,733.00 |
3,846.00 |
4,205.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,301.25 |
4,131.00 |
170.25 |
4.0% |
66.50 |
1.5% |
99% |
True |
False |
7,239 |
10 |
4,301.25 |
4,097.75 |
203.50 |
4.7% |
62.50 |
1.5% |
99% |
True |
False |
4,874 |
20 |
4,301.25 |
3,837.75 |
463.50 |
10.8% |
70.00 |
1.6% |
100% |
True |
False |
3,314 |
40 |
4,301.25 |
3,654.50 |
646.75 |
15.0% |
80.00 |
1.9% |
100% |
True |
False |
3,171 |
60 |
4,301.25 |
3,654.50 |
646.75 |
15.0% |
88.50 |
2.1% |
100% |
True |
False |
2,330 |
80 |
4,525.75 |
3,654.50 |
871.25 |
20.3% |
95.25 |
2.2% |
74% |
False |
False |
1,880 |
100 |
4,646.25 |
3,654.50 |
991.75 |
23.1% |
89.00 |
2.1% |
65% |
False |
False |
1,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,625.25 |
2.618 |
4,500.75 |
1.618 |
4,424.50 |
1.000 |
4,377.50 |
0.618 |
4,348.25 |
HIGH |
4,301.25 |
0.618 |
4,272.00 |
0.500 |
4,263.00 |
0.382 |
4,254.25 |
LOW |
4,225.00 |
0.618 |
4,178.00 |
1.000 |
4,148.75 |
1.618 |
4,101.75 |
2.618 |
4,025.50 |
4.250 |
3,901.00 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,287.25 |
4,271.75 |
PP |
4,275.25 |
4,244.25 |
S1 |
4,263.00 |
4,216.50 |
|