| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
21,695.21 |
21,648.70 |
-46.51 |
-0.2% |
21,277.41 |
| High |
21,801.78 |
21,830.12 |
28.34 |
0.1% |
21,840.70 |
| Low |
21,318.18 |
20,555.15 |
-763.03 |
-3.6% |
20,555.15 |
| Close |
21,648.07 |
20,655.74 |
-992.33 |
-4.6% |
20,655.74 |
| Range |
483.60 |
1,274.97 |
791.37 |
163.6% |
1,285.55 |
| ATR |
1,107.26 |
1,119.24 |
11.98 |
1.1% |
0.00 |
| Volume |
36,966 |
68,730 |
31,764 |
85.9% |
201,109 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,838.58 |
24,022.13 |
21,356.97 |
|
| R3 |
23,563.61 |
22,747.16 |
21,006.36 |
|
| R2 |
22,288.64 |
22,288.64 |
20,889.48 |
|
| R1 |
21,472.19 |
21,472.19 |
20,772.61 |
21,242.93 |
| PP |
21,013.67 |
21,013.67 |
21,013.67 |
20,899.04 |
| S1 |
20,197.22 |
20,197.22 |
20,538.87 |
19,967.96 |
| S2 |
19,738.70 |
19,738.70 |
20,422.00 |
|
| S3 |
18,463.73 |
18,922.25 |
20,305.12 |
|
| S4 |
17,188.76 |
17,647.28 |
19,954.51 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,873.85 |
24,050.34 |
21,362.79 |
|
| R3 |
23,588.30 |
22,764.79 |
21,009.27 |
|
| R2 |
22,302.75 |
22,302.75 |
20,891.42 |
|
| R1 |
21,479.24 |
21,479.24 |
20,773.58 |
21,248.22 |
| PP |
21,017.20 |
21,017.20 |
21,017.20 |
20,901.69 |
| S1 |
20,193.69 |
20,193.69 |
20,537.90 |
19,962.67 |
| S2 |
19,731.65 |
19,731.65 |
20,420.06 |
|
| S3 |
18,446.10 |
18,908.14 |
20,302.21 |
|
| S4 |
17,160.55 |
17,622.59 |
19,948.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,840.70 |
20,555.15 |
1,285.55 |
6.2% |
815.53 |
3.9% |
8% |
False |
True |
40,221 |
| 10 |
25,198.76 |
20,555.15 |
4,643.61 |
22.5% |
972.54 |
4.7% |
2% |
False |
True |
43,333 |
| 20 |
25,198.76 |
20,555.15 |
4,643.61 |
22.5% |
1,040.45 |
5.0% |
2% |
False |
True |
44,862 |
| 40 |
25,198.76 |
18,718.86 |
6,479.90 |
31.4% |
1,231.73 |
6.0% |
30% |
False |
False |
51,272 |
| 60 |
31,724.20 |
17,614.34 |
14,109.86 |
68.3% |
1,434.81 |
6.9% |
22% |
False |
False |
52,050 |
| 80 |
39,876.36 |
17,614.34 |
22,262.02 |
107.8% |
1,645.36 |
8.0% |
14% |
False |
False |
47,828 |
| 100 |
46,043.18 |
17,614.34 |
28,428.84 |
137.6% |
1,695.54 |
8.2% |
11% |
False |
False |
42,288 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
148.0% |
1,753.22 |
8.5% |
10% |
False |
False |
39,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,248.74 |
|
2.618 |
25,167.99 |
|
1.618 |
23,893.02 |
|
1.000 |
23,105.09 |
|
0.618 |
22,618.05 |
|
HIGH |
21,830.12 |
|
0.618 |
21,343.08 |
|
0.500 |
21,192.64 |
|
0.382 |
21,042.19 |
|
LOW |
20,555.15 |
|
0.618 |
19,767.22 |
|
1.000 |
19,280.18 |
|
1.618 |
18,492.25 |
|
2.618 |
17,217.28 |
|
4.250 |
15,136.53 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,192.64 |
21,197.93 |
| PP |
21,013.67 |
21,017.20 |
| S1 |
20,834.71 |
20,836.47 |
|