| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,901.8520 |
1,932.6140 |
30.7620 |
1.6% |
1,680.3470 |
| High |
1,935.3170 |
2,028.6500 |
93.3330 |
4.8% |
1,935.3170 |
| Low |
1,857.0370 |
1,875.0610 |
18.0240 |
1.0% |
1,659.1240 |
| Close |
1,932.6140 |
1,903.9680 |
-28.6460 |
-1.5% |
1,932.6140 |
| Range |
78.2800 |
153.5890 |
75.3090 |
96.2% |
276.1930 |
| ATR |
134.6726 |
136.0238 |
1.3512 |
1.0% |
0.0000 |
| Volume |
660,515 |
8,109 |
-652,406 |
-98.8% |
3,360,488 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.6600 |
2,303.9030 |
1,988.4420 |
|
| R3 |
2,243.0710 |
2,150.3140 |
1,946.2050 |
|
| R2 |
2,089.4820 |
2,089.4820 |
1,932.1260 |
|
| R1 |
1,996.7250 |
1,996.7250 |
1,918.0470 |
1,966.3090 |
| PP |
1,935.8930 |
1,935.8930 |
1,935.8930 |
1,920.6850 |
| S1 |
1,843.1360 |
1,843.1360 |
1,889.8890 |
1,812.7200 |
| S2 |
1,782.3040 |
1,782.3040 |
1,875.8100 |
|
| S3 |
1,628.7150 |
1,689.5470 |
1,861.7310 |
|
| S4 |
1,475.1260 |
1,535.9580 |
1,819.4941 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.9307 |
2,577.9653 |
2,084.5202 |
|
| R3 |
2,394.7377 |
2,301.7723 |
2,008.5671 |
|
| R2 |
2,118.5447 |
2,118.5447 |
1,983.2494 |
|
| R1 |
2,025.5793 |
2,025.5793 |
1,957.9317 |
2,072.0620 |
| PP |
1,842.3517 |
1,842.3517 |
1,842.3517 |
1,865.5930 |
| S1 |
1,749.3863 |
1,749.3863 |
1,907.2963 |
1,795.8690 |
| S2 |
1,566.1587 |
1,566.1587 |
1,881.9786 |
|
| S3 |
1,289.9657 |
1,473.1933 |
1,856.6609 |
|
| S4 |
1,013.7727 |
1,197.0003 |
1,780.7079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,028.6500 |
1,659.1240 |
369.5260 |
19.4% |
130.4394 |
6.9% |
66% |
True |
False |
672,146 |
| 10 |
2,028.6500 |
1,564.1460 |
464.5040 |
24.4% |
121.9683 |
6.4% |
73% |
True |
False |
619,075 |
| 20 |
2,028.6500 |
1,359.1790 |
669.4710 |
35.2% |
140.9129 |
7.4% |
81% |
True |
False |
716,347 |
| 40 |
2,028.6500 |
883.1590 |
1,145.4910 |
60.2% |
129.7964 |
6.8% |
89% |
True |
False |
704,964 |
| 60 |
2,086.6460 |
883.1590 |
1,203.4870 |
63.2% |
136.5896 |
7.2% |
85% |
False |
False |
658,943 |
| 80 |
3,033.2780 |
883.1590 |
2,150.1190 |
112.9% |
156.7666 |
8.2% |
47% |
False |
False |
600,579 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
141.6% |
160.6729 |
8.4% |
38% |
False |
False |
536,728 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
141.6% |
165.4336 |
8.7% |
38% |
False |
False |
510,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,681.4033 |
|
2.618 |
2,430.7460 |
|
1.618 |
2,277.1570 |
|
1.000 |
2,182.2390 |
|
0.618 |
2,123.5680 |
|
HIGH |
2,028.6500 |
|
0.618 |
1,969.9790 |
|
0.500 |
1,951.8555 |
|
0.382 |
1,933.7320 |
|
LOW |
1,875.0610 |
|
0.618 |
1,780.1430 |
|
1.000 |
1,721.4720 |
|
1.618 |
1,626.5540 |
|
2.618 |
1,472.9650 |
|
4.250 |
1,222.3078 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,951.8555 |
1,929.4920 |
| PP |
1,935.8930 |
1,920.9840 |
| S1 |
1,919.9305 |
1,912.4760 |
|