| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,824.7 |
1,819.8 |
-4.9 |
-0.3% |
1,793.1 |
| High |
1,836.7 |
1,827.3 |
-9.4 |
-0.5% |
1,824.6 |
| Low |
1,816.8 |
1,811.8 |
-5.0 |
-0.3% |
1,783.0 |
| Close |
1,826.7 |
1,820.3 |
-6.4 |
-0.4% |
1,804.2 |
| Range |
19.9 |
15.5 |
-4.4 |
-22.1% |
41.6 |
| ATR |
23.2 |
22.6 |
-0.5 |
-2.4% |
0.0 |
| Volume |
4,717 |
2,025 |
-2,692 |
-57.1% |
16,510 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.3 |
1,858.8 |
1,828.8 |
|
| R3 |
1,850.8 |
1,843.3 |
1,824.6 |
|
| R2 |
1,835.3 |
1,835.3 |
1,823.1 |
|
| R1 |
1,827.8 |
1,827.8 |
1,821.7 |
1,831.6 |
| PP |
1,819.8 |
1,819.8 |
1,819.8 |
1,821.7 |
| S1 |
1,812.3 |
1,812.3 |
1,818.9 |
1,816.1 |
| S2 |
1,804.3 |
1,804.3 |
1,817.5 |
|
| S3 |
1,788.8 |
1,796.8 |
1,816.0 |
|
| S4 |
1,773.3 |
1,781.3 |
1,811.8 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,928.7 |
1,908.1 |
1,827.1 |
|
| R3 |
1,887.1 |
1,866.5 |
1,815.6 |
|
| R2 |
1,845.5 |
1,845.5 |
1,811.8 |
|
| R1 |
1,824.9 |
1,824.9 |
1,808.0 |
1,835.2 |
| PP |
1,803.9 |
1,803.9 |
1,803.9 |
1,809.1 |
| S1 |
1,783.3 |
1,783.3 |
1,800.4 |
1,793.6 |
| S2 |
1,762.3 |
1,762.3 |
1,796.6 |
|
| S3 |
1,720.7 |
1,741.7 |
1,792.8 |
|
| S4 |
1,679.1 |
1,700.1 |
1,781.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,836.7 |
1,793.5 |
43.2 |
2.4% |
20.0 |
1.1% |
62% |
False |
False |
2,925 |
| 10 |
1,836.7 |
1,781.0 |
55.7 |
3.1% |
20.5 |
1.1% |
71% |
False |
False |
2,960 |
| 20 |
1,836.7 |
1,708.3 |
128.4 |
7.1% |
20.9 |
1.1% |
87% |
False |
False |
2,033 |
| 40 |
1,891.8 |
1,708.3 |
183.5 |
10.1% |
22.8 |
1.2% |
61% |
False |
False |
1,390 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.1% |
22.1 |
1.2% |
55% |
False |
False |
1,079 |
| 80 |
1,999.8 |
1,708.3 |
291.5 |
16.0% |
20.9 |
1.1% |
38% |
False |
False |
960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,893.2 |
|
2.618 |
1,867.9 |
|
1.618 |
1,852.4 |
|
1.000 |
1,842.8 |
|
0.618 |
1,836.9 |
|
HIGH |
1,827.3 |
|
0.618 |
1,821.4 |
|
0.500 |
1,819.6 |
|
0.382 |
1,817.7 |
|
LOW |
1,811.8 |
|
0.618 |
1,802.2 |
|
1.000 |
1,796.3 |
|
1.618 |
1,786.7 |
|
2.618 |
1,771.2 |
|
4.250 |
1,745.9 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,820.1 |
1,824.3 |
| PP |
1,819.8 |
1,822.9 |
| S1 |
1,819.6 |
1,821.6 |
|