Trading Metrics calculated at close of trading on 16-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,528.77 |
13,619.70 |
90.93 |
0.7% |
13,226.14 |
High |
13,685.65 |
13,720.91 |
35.26 |
0.3% |
13,565.87 |
Low |
13,524.53 |
13,508.47 |
-16.06 |
-0.1% |
12,945.60 |
Close |
13,667.18 |
13,635.21 |
-31.97 |
-0.2% |
13,565.87 |
Range |
161.12 |
212.44 |
51.32 |
31.9% |
620.27 |
ATR |
285.79 |
280.55 |
-5.24 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,258.85 |
14,159.47 |
13,752.05 |
|
R3 |
14,046.41 |
13,947.03 |
13,693.63 |
|
R2 |
13,833.97 |
13,833.97 |
13,674.16 |
|
R1 |
13,734.59 |
13,734.59 |
13,654.68 |
13,784.28 |
PP |
13,621.53 |
13,621.53 |
13,621.53 |
13,646.38 |
S1 |
13,522.15 |
13,522.15 |
13,615.74 |
13,571.84 |
S2 |
13,409.09 |
13,409.09 |
13,596.26 |
|
S3 |
13,196.65 |
13,309.71 |
13,576.79 |
|
S4 |
12,984.21 |
13,097.27 |
13,518.37 |
|
|
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 |
13,720.91 |
13,220.87 |
500.04 |
3.7% |
208.99 |
1.5% |
83% |
True |
False |
|
10 |
13,720.91 |
12,945.60 |
775.31 |
5.7% |
216.85 |
1.6% |
89% |
True |
False |
|
20 |
13,720.91 |
12,051.21 |
1,669.70 |
12.2% |
244.60 |
1.8% |
95% |
True |
False |
|
40 |
13,720.91 |
11,326.18 |
2,394.73 |
17.6% |
257.01 |
1.9% |
96% |
True |
False |
|
60 |
13,720.91 |
11,037.21 |
2,683.70 |
19.7% |
276.14 |
2.0% |
97% |
True |
False |
|
80 |
13,769.40 |
11,037.21 |
2,732.19 |
20.0% |
308.67 |
2.3% |
95% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
31.0% |
305.47 |
2.2% |
61% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
31.0% |
318.50 |
2.3% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,623.78 |
2.618 |
14,277.08 |
1.618 |
14,064.64 |
1.000 |
13,933.35 |
0.618 |
13,852.20 |
HIGH |
13,720.91 |
0.618 |
13,639.76 |
0.500 |
13,614.69 |
0.382 |
13,589.62 |
LOW |
13,508.47 |
0.618 |
13,377.18 |
1.000 |
13,296.03 |
1.618 |
13,164.74 |
2.618 |
12,952.30 |
4.250 |
12,605.60 |
|
|
Fisher Pivots for day following 16-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,628.37 |
13,601.04 |
PP |
13,621.53 |
13,566.86 |
S1 |
13,614.69 |
13,532.69 |
|