| 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 |
4,181.02 |
4,227.40 |
46.38 |
1.1% |
4,112.38 |
| High |
4,211.03 |
4,257.91 |
46.88 |
1.1% |
4,167.66 |
| Low |
4,177.49 |
4,201.41 |
23.92 |
0.6% |
4,080.07 |
| Close |
4,210.24 |
4,207.27 |
-2.97 |
-0.1% |
4,145.19 |
| Range |
33.54 |
56.50 |
22.96 |
68.5% |
87.59 |
| ATR |
66.76 |
66.03 |
-0.73 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,391.70 |
4,355.98 |
4,238.35 |
|
| R3 |
4,335.20 |
4,299.48 |
4,222.81 |
|
| R2 |
4,278.70 |
4,278.70 |
4,217.63 |
|
| R1 |
4,242.98 |
4,242.98 |
4,212.45 |
4,232.59 |
| PP |
4,222.20 |
4,222.20 |
4,222.20 |
4,217.00 |
| S1 |
4,186.48 |
4,186.48 |
4,202.09 |
4,176.09 |
| S2 |
4,165.70 |
4,165.70 |
4,196.91 |
|
| S3 |
4,109.20 |
4,129.98 |
4,191.73 |
|
| S4 |
4,052.70 |
4,073.48 |
4,176.20 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,393.74 |
4,357.06 |
4,193.36 |
|
| R3 |
4,306.15 |
4,269.47 |
4,169.28 |
|
| R2 |
4,218.56 |
4,218.56 |
4,161.25 |
|
| R1 |
4,181.88 |
4,181.88 |
4,153.22 |
4,200.22 |
| PP |
4,130.97 |
4,130.97 |
4,130.97 |
4,140.15 |
| S1 |
4,094.29 |
4,094.29 |
4,137.16 |
4,112.63 |
| S2 |
4,043.38 |
4,043.38 |
4,129.13 |
|
| S3 |
3,955.79 |
4,006.70 |
4,121.10 |
|
| S4 |
3,868.20 |
3,919.11 |
4,097.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,257.91 |
4,107.35 |
150.56 |
3.6% |
43.43 |
1.0% |
66% |
True |
False |
|
| 10 |
4,257.91 |
4,079.52 |
178.39 |
4.2% |
47.27 |
1.1% |
72% |
True |
False |
|
| 20 |
4,257.91 |
3,817.18 |
440.73 |
10.5% |
56.37 |
1.3% |
89% |
True |
False |
|
| 40 |
4,257.91 |
3,636.94 |
620.97 |
14.8% |
63.82 |
1.5% |
92% |
True |
False |
|
| 60 |
4,257.91 |
3,636.94 |
620.97 |
14.8% |
70.04 |
1.7% |
92% |
True |
False |
|
| 80 |
4,512.94 |
3,636.94 |
876.00 |
20.8% |
78.27 |
1.9% |
65% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
23.8% |
73.93 |
1.8% |
57% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
23.8% |
76.88 |
1.8% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,498.04 |
|
2.618 |
4,405.83 |
|
1.618 |
4,349.33 |
|
1.000 |
4,314.41 |
|
0.618 |
4,292.83 |
|
HIGH |
4,257.91 |
|
0.618 |
4,236.33 |
|
0.500 |
4,229.66 |
|
0.382 |
4,222.99 |
|
LOW |
4,201.41 |
|
0.618 |
4,166.49 |
|
1.000 |
4,144.91 |
|
1.618 |
4,109.99 |
|
2.618 |
4,053.49 |
|
4.250 |
3,961.29 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,229.66 |
4,199.85 |
| PP |
4,222.20 |
4,192.42 |
| S1 |
4,214.73 |
4,185.00 |
|