| 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 |
1,696.7550 |
1,840.2000 |
143.4450 |
8.5% |
1,733.0320 |
| High |
1,849.5010 |
1,934.4980 |
84.9970 |
4.6% |
1,764.8990 |
| Low |
1,659.1240 |
1,830.3340 |
171.2100 |
10.3% |
1,564.1460 |
| Close |
1,840.2000 |
1,901.7690 |
61.5690 |
3.3% |
1,680.2650 |
| Range |
190.3770 |
104.1640 |
-86.2130 |
-45.3% |
200.7530 |
| ATR |
141.6910 |
139.0105 |
-2.6805 |
-1.9% |
0.0000 |
| Volume |
890,363 |
1,055,209 |
164,846 |
18.5% |
2,827,871 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.3590 |
2,155.7280 |
1,959.0592 |
|
| R3 |
2,097.1950 |
2,051.5640 |
1,930.4141 |
|
| R2 |
1,993.0310 |
1,993.0310 |
1,920.8657 |
|
| R1 |
1,947.4000 |
1,947.4000 |
1,911.3174 |
1,970.2155 |
| PP |
1,888.8670 |
1,888.8670 |
1,888.8670 |
1,900.2748 |
| S1 |
1,843.2360 |
1,843.2360 |
1,892.2206 |
1,866.0515 |
| S2 |
1,784.7030 |
1,784.7030 |
1,882.6723 |
|
| S3 |
1,680.5390 |
1,739.0720 |
1,873.1239 |
|
| S4 |
1,576.3750 |
1,634.9080 |
1,844.4788 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.0290 |
2,176.9000 |
1,790.6792 |
|
| R3 |
2,071.2760 |
1,976.1470 |
1,735.4721 |
|
| R2 |
1,870.5230 |
1,870.5230 |
1,717.0697 |
|
| R1 |
1,775.3940 |
1,775.3940 |
1,698.6674 |
1,722.5820 |
| PP |
1,669.7700 |
1,669.7700 |
1,669.7700 |
1,643.3640 |
| S1 |
1,574.6410 |
1,574.6410 |
1,661.8626 |
1,521.8290 |
| S2 |
1,469.0170 |
1,469.0170 |
1,643.4603 |
|
| S3 |
1,268.2640 |
1,373.8880 |
1,625.0579 |
|
| S4 |
1,067.5110 |
1,173.1350 |
1,569.8509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,934.4980 |
1,582.2910 |
352.2070 |
18.5% |
140.9834 |
7.4% |
91% |
True |
False |
708,352 |
| 10 |
1,934.4980 |
1,564.1460 |
370.3520 |
19.5% |
124.8037 |
6.6% |
91% |
True |
False |
644,297 |
| 20 |
1,934.4980 |
1,180.5740 |
753.9240 |
39.6% |
151.1872 |
7.9% |
96% |
True |
False |
734,663 |
| 40 |
1,934.4980 |
883.1590 |
1,051.3390 |
55.3% |
129.9123 |
6.8% |
97% |
True |
False |
735,420 |
| 60 |
2,108.8960 |
883.1590 |
1,225.7370 |
64.5% |
137.8640 |
7.2% |
83% |
False |
False |
663,572 |
| 80 |
3,176.1690 |
883.1590 |
2,293.0100 |
120.6% |
157.7077 |
8.3% |
44% |
False |
False |
599,783 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
141.8% |
161.1012 |
8.5% |
38% |
False |
False |
534,072 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
141.8% |
166.0952 |
8.7% |
38% |
False |
False |
514,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.1950 |
|
2.618 |
2,207.1994 |
|
1.618 |
2,103.0354 |
|
1.000 |
2,038.6620 |
|
0.618 |
1,998.8714 |
|
HIGH |
1,934.4980 |
|
0.618 |
1,894.7074 |
|
0.500 |
1,882.4160 |
|
0.382 |
1,870.1246 |
|
LOW |
1,830.3340 |
|
0.618 |
1,765.9606 |
|
1.000 |
1,726.1700 |
|
1.618 |
1,661.7966 |
|
2.618 |
1,557.6326 |
|
4.250 |
1,387.6370 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,895.3180 |
1,866.7830 |
| PP |
1,888.8670 |
1,831.7970 |
| S1 |
1,882.4160 |
1,796.8110 |
|