| 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 |
1,772.4 |
1,761.2 |
-11.2 |
-0.6% |
1,831.4 |
| High |
1,773.9 |
1,780.0 |
6.1 |
0.3% |
1,831.4 |
| Low |
1,753.4 |
1,756.2 |
2.8 |
0.2% |
1,772.3 |
| Close |
1,761.1 |
1,773.9 |
12.8 |
0.7% |
1,775.6 |
| Range |
20.5 |
23.8 |
3.3 |
16.1% |
59.1 |
| ATR |
21.1 |
21.3 |
0.2 |
0.9% |
0.0 |
| Volume |
2,311 |
603 |
-1,708 |
-73.9% |
4,918 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.4 |
1,831.5 |
1,787.0 |
|
| R3 |
1,817.6 |
1,807.7 |
1,780.4 |
|
| R2 |
1,793.8 |
1,793.8 |
1,778.3 |
|
| R1 |
1,783.9 |
1,783.9 |
1,776.1 |
1,788.9 |
| PP |
1,770.0 |
1,770.0 |
1,770.0 |
1,772.5 |
| S1 |
1,760.1 |
1,760.1 |
1,771.7 |
1,765.1 |
| S2 |
1,746.2 |
1,746.2 |
1,769.5 |
|
| S3 |
1,722.4 |
1,736.3 |
1,767.4 |
|
| S4 |
1,698.6 |
1,712.5 |
1,760.8 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.4 |
1,932.1 |
1,808.1 |
|
| R3 |
1,911.3 |
1,873.0 |
1,791.9 |
|
| R2 |
1,852.2 |
1,852.2 |
1,786.4 |
|
| R1 |
1,813.9 |
1,813.9 |
1,781.0 |
1,803.5 |
| PP |
1,793.1 |
1,793.1 |
1,793.1 |
1,787.9 |
| S1 |
1,754.8 |
1,754.8 |
1,770.2 |
1,744.4 |
| S2 |
1,734.0 |
1,734.0 |
1,764.8 |
|
| S3 |
1,674.9 |
1,695.7 |
1,759.3 |
|
| S4 |
1,615.8 |
1,636.6 |
1,743.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.0 |
1,753.4 |
54.6 |
3.1% |
18.8 |
1.1% |
38% |
False |
False |
1,118 |
| 10 |
1,836.7 |
1,753.4 |
83.3 |
4.7% |
18.9 |
1.1% |
25% |
False |
False |
1,697 |
| 20 |
1,836.7 |
1,738.9 |
97.8 |
5.5% |
20.6 |
1.2% |
36% |
False |
False |
2,108 |
| 40 |
1,866.8 |
1,708.3 |
158.5 |
8.9% |
21.9 |
1.2% |
41% |
False |
False |
1,547 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.4% |
22.6 |
1.3% |
32% |
False |
False |
1,199 |
| 80 |
1,943.7 |
1,708.3 |
235.4 |
13.3% |
21.3 |
1.2% |
28% |
False |
False |
1,059 |
| 100 |
2,030.0 |
1,708.3 |
321.7 |
18.1% |
19.4 |
1.1% |
20% |
False |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,881.2 |
|
2.618 |
1,842.3 |
|
1.618 |
1,818.5 |
|
1.000 |
1,803.8 |
|
0.618 |
1,794.7 |
|
HIGH |
1,780.0 |
|
0.618 |
1,770.9 |
|
0.500 |
1,768.1 |
|
0.382 |
1,765.3 |
|
LOW |
1,756.2 |
|
0.618 |
1,741.5 |
|
1.000 |
1,732.4 |
|
1.618 |
1,717.7 |
|
2.618 |
1,693.9 |
|
4.250 |
1,655.1 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,772.0 |
1,772.3 |
| PP |
1,770.0 |
1,770.6 |
| S1 |
1,768.1 |
1,769.0 |
|