| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
4,273.13 |
4,266.31 |
-6.82 |
-0.2% |
4,269.37 |
| High |
4,292.53 |
4,266.31 |
-26.22 |
-0.6% |
4,325.28 |
| Low |
4,261.98 |
4,218.70 |
-43.28 |
-1.0% |
4,218.70 |
| Close |
4,283.74 |
4,228.48 |
-55.26 |
-1.3% |
4,228.48 |
| Range |
30.55 |
47.61 |
17.06 |
55.8% |
106.58 |
| ATR |
60.60 |
60.92 |
0.32 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,380.66 |
4,352.18 |
4,254.67 |
|
| R3 |
4,333.05 |
4,304.57 |
4,241.57 |
|
| R2 |
4,285.44 |
4,285.44 |
4,237.21 |
|
| R1 |
4,256.96 |
4,256.96 |
4,232.84 |
4,247.40 |
| PP |
4,237.83 |
4,237.83 |
4,237.83 |
4,233.05 |
| S1 |
4,209.35 |
4,209.35 |
4,224.12 |
4,199.79 |
| S2 |
4,190.22 |
4,190.22 |
4,219.75 |
|
| S3 |
4,142.61 |
4,161.74 |
4,215.39 |
|
| S4 |
4,095.00 |
4,114.13 |
4,202.29 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,577.23 |
4,509.43 |
4,287.10 |
|
| R3 |
4,470.65 |
4,402.85 |
4,257.79 |
|
| R2 |
4,364.07 |
4,364.07 |
4,248.02 |
|
| R1 |
4,296.27 |
4,296.27 |
4,238.25 |
4,276.88 |
| PP |
4,257.49 |
4,257.49 |
4,257.49 |
4,247.79 |
| S1 |
4,189.69 |
4,189.69 |
4,218.71 |
4,170.30 |
| S2 |
4,150.91 |
4,150.91 |
4,208.94 |
|
| S3 |
4,044.33 |
4,083.11 |
4,199.17 |
|
| S4 |
3,937.75 |
3,976.53 |
4,169.86 |
|
|
| 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 |
4,218.70 |
106.58 |
2.5% |
43.93 |
1.0% |
9% |
False |
True |
|
| 10 |
4,325.28 |
4,112.09 |
213.19 |
5.0% |
45.33 |
1.1% |
55% |
False |
False |
|
| 20 |
4,325.28 |
3,910.74 |
414.54 |
9.8% |
50.07 |
1.2% |
77% |
False |
False |
|
| 40 |
4,325.28 |
3,721.56 |
603.72 |
14.3% |
58.91 |
1.4% |
84% |
False |
False |
|
| 60 |
4,325.28 |
3,636.94 |
688.34 |
16.3% |
65.51 |
1.5% |
86% |
False |
False |
|
| 80 |
4,325.28 |
3,636.94 |
688.34 |
16.3% |
74.69 |
1.8% |
86% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
23.7% |
73.59 |
1.7% |
59% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
23.7% |
73.95 |
1.7% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,468.65 |
|
2.618 |
4,390.95 |
|
1.618 |
4,343.34 |
|
1.000 |
4,313.92 |
|
0.618 |
4,295.73 |
|
HIGH |
4,266.31 |
|
0.618 |
4,248.12 |
|
0.500 |
4,242.51 |
|
0.382 |
4,236.89 |
|
LOW |
4,218.70 |
|
0.618 |
4,189.28 |
|
1.000 |
4,171.09 |
|
1.618 |
4,141.67 |
|
2.618 |
4,094.06 |
|
4.250 |
4,016.36 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,242.51 |
4,260.44 |
| PP |
4,237.83 |
4,249.79 |
| S1 |
4,233.16 |
4,239.13 |
|