| 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 |
4,269.37 |
4,290.46 |
21.09 |
0.5% |
4,155.93 |
| High |
4,301.79 |
4,325.28 |
23.49 |
0.5% |
4,280.47 |
| Low |
4,256.90 |
4,277.77 |
20.87 |
0.5% |
4,112.09 |
| Close |
4,297.14 |
4,305.20 |
8.06 |
0.2% |
4,280.15 |
| Range |
44.89 |
47.51 |
2.62 |
5.8% |
168.38 |
| ATR |
64.99 |
63.75 |
-1.25 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,445.28 |
4,422.75 |
4,331.33 |
|
| R3 |
4,397.77 |
4,375.24 |
4,318.27 |
|
| R2 |
4,350.26 |
4,350.26 |
4,313.91 |
|
| R1 |
4,327.73 |
4,327.73 |
4,309.56 |
4,339.00 |
| PP |
4,302.75 |
4,302.75 |
4,302.75 |
4,308.38 |
| S1 |
4,280.22 |
4,280.22 |
4,300.84 |
4,291.49 |
| S2 |
4,255.24 |
4,255.24 |
4,296.49 |
|
| S3 |
4,207.73 |
4,232.71 |
4,292.13 |
|
| S4 |
4,160.22 |
4,185.20 |
4,279.07 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,729.38 |
4,673.14 |
4,372.76 |
|
| R3 |
4,561.00 |
4,504.76 |
4,326.45 |
|
| R2 |
4,392.62 |
4,392.62 |
4,311.02 |
|
| R1 |
4,336.38 |
4,336.38 |
4,295.58 |
4,364.50 |
| PP |
4,224.24 |
4,224.24 |
4,224.24 |
4,238.30 |
| S1 |
4,168.00 |
4,168.00 |
4,264.72 |
4,196.12 |
| S2 |
4,055.86 |
4,055.86 |
4,249.28 |
|
| S3 |
3,887.48 |
3,999.62 |
4,233.85 |
|
| S4 |
3,719.10 |
3,831.24 |
4,187.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,325.28 |
4,177.49 |
147.79 |
3.4% |
48.63 |
1.1% |
86% |
True |
False |
|
| 10 |
4,325.28 |
4,107.35 |
217.93 |
5.1% |
45.58 |
1.1% |
91% |
True |
False |
|
| 20 |
4,325.28 |
3,910.74 |
414.54 |
9.6% |
53.56 |
1.2% |
95% |
True |
False |
|
| 40 |
4,325.28 |
3,715.31 |
609.97 |
14.2% |
60.85 |
1.4% |
97% |
True |
False |
|
| 60 |
4,325.28 |
3,636.94 |
688.34 |
16.0% |
68.16 |
1.6% |
97% |
True |
False |
|
| 80 |
4,385.83 |
3,636.94 |
748.89 |
17.4% |
77.08 |
1.8% |
89% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
23.2% |
73.90 |
1.7% |
67% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
23.2% |
75.81 |
1.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,527.20 |
|
2.618 |
4,449.66 |
|
1.618 |
4,402.15 |
|
1.000 |
4,372.79 |
|
0.618 |
4,354.64 |
|
HIGH |
4,325.28 |
|
0.618 |
4,307.13 |
|
0.500 |
4,301.53 |
|
0.382 |
4,295.92 |
|
LOW |
4,277.77 |
|
0.618 |
4,248.41 |
|
1.000 |
4,230.26 |
|
1.618 |
4,200.90 |
|
2.618 |
4,153.39 |
|
4.250 |
4,075.85 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,303.98 |
4,294.31 |
| PP |
4,302.75 |
4,283.42 |
| S1 |
4,301.53 |
4,272.53 |
|