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 |
13,464.63 |
13,384.65 |
-79.98 |
-0.6% |
13,226.14 |
High |
13,555.38 |
13,565.87 |
10.49 |
0.1% |
13,565.87 |
Low |
13,271.35 |
13,344.47 |
73.12 |
0.6% |
12,945.60 |
Close |
13,291.99 |
13,565.87 |
273.88 |
2.1% |
13,565.87 |
Range |
284.03 |
221.40 |
-62.63 |
-22.1% |
620.27 |
ATR |
297.04 |
295.38 |
-1.65 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,156.27 |
14,082.47 |
13,687.64 |
|
R3 |
13,934.87 |
13,861.07 |
13,626.76 |
|
R2 |
13,713.47 |
13,713.47 |
13,606.46 |
|
R1 |
13,639.67 |
13,639.67 |
13,586.17 |
13,676.57 |
PP |
13,492.07 |
13,492.07 |
13,492.07 |
13,510.52 |
S1 |
13,418.27 |
13,418.27 |
13,545.58 |
13,455.17 |
S2 |
13,270.67 |
13,270.67 |
13,525.28 |
|
S3 |
13,049.27 |
13,196.87 |
13,504.99 |
|
S4 |
12,827.87 |
12,975.47 |
13,444.10 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,219.92 |
15,013.17 |
13,907.02 |
|
R3 |
14,599.65 |
14,392.90 |
13,736.44 |
|
R2 |
13,979.38 |
13,979.38 |
13,679.59 |
|
R1 |
13,772.63 |
13,772.63 |
13,622.73 |
13,876.01 |
PP |
13,359.11 |
13,359.11 |
13,359.11 |
13,410.80 |
S1 |
13,152.36 |
13,152.36 |
13,509.01 |
13,255.74 |
S2 |
12,738.84 |
12,738.84 |
13,452.15 |
|
S3 |
12,118.57 |
12,532.09 |
13,395.30 |
|
S4 |
11,498.30 |
11,911.82 |
13,224.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,565.87 |
12,945.60 |
620.27 |
4.6% |
222.45 |
1.6% |
100% |
True |
False |
|
10 |
13,565.87 |
12,810.01 |
755.86 |
5.6% |
230.96 |
1.7% |
100% |
True |
False |
|
20 |
13,565.87 |
11,836.52 |
1,729.35 |
12.7% |
256.42 |
1.9% |
100% |
True |
False |
|
40 |
13,565.87 |
11,037.21 |
2,528.66 |
18.6% |
261.22 |
1.9% |
100% |
True |
False |
|
60 |
13,565.87 |
11,037.21 |
2,528.66 |
18.6% |
282.76 |
2.1% |
100% |
True |
False |
|
80 |
14,277.21 |
11,037.21 |
3,240.00 |
23.9% |
315.16 |
2.3% |
78% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
31.2% |
307.03 |
2.3% |
60% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
31.2% |
323.07 |
2.4% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,506.82 |
2.618 |
14,145.50 |
1.618 |
13,924.10 |
1.000 |
13,787.27 |
0.618 |
13,702.70 |
HIGH |
13,565.87 |
0.618 |
13,481.30 |
0.500 |
13,455.17 |
0.382 |
13,429.04 |
LOW |
13,344.47 |
0.618 |
13,207.64 |
1.000 |
13,123.07 |
1.618 |
12,986.24 |
2.618 |
12,764.84 |
4.250 |
12,403.52 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,528.97 |
13,508.37 |
PP |
13,492.07 |
13,450.87 |
S1 |
13,455.17 |
13,393.37 |
|