| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,877.2690 |
1,686.2630 |
-191.0060 |
-10.2% |
1,932.6140 |
| High |
1,877.9650 |
1,690.3470 |
-187.6180 |
-10.0% |
2,028.6500 |
| Low |
1,680.9530 |
1,525.0800 |
-155.8730 |
-9.3% |
1,680.9530 |
| Close |
1,686.2160 |
1,578.0940 |
-108.1220 |
-6.4% |
1,686.2160 |
| Range |
197.0120 |
165.2670 |
-31.7450 |
-16.1% |
347.6970 |
| ATR |
130.9013 |
133.3560 |
2.4547 |
1.9% |
0.0000 |
| Volume |
1,063,320 |
9,123 |
-1,054,197 |
-99.1% |
3,139,240 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.6413 |
2,001.1347 |
1,668.9909 |
|
| R3 |
1,928.3743 |
1,835.8677 |
1,623.5424 |
|
| R2 |
1,763.1073 |
1,763.1073 |
1,608.3930 |
|
| R1 |
1,670.6007 |
1,670.6007 |
1,593.2435 |
1,634.2205 |
| PP |
1,597.8403 |
1,597.8403 |
1,597.8403 |
1,579.6503 |
| S1 |
1,505.3337 |
1,505.3337 |
1,562.9445 |
1,468.9535 |
| S2 |
1,432.5733 |
1,432.5733 |
1,547.7951 |
|
| S3 |
1,267.3063 |
1,340.0667 |
1,532.6456 |
|
| S4 |
1,102.0393 |
1,174.7997 |
1,487.1972 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.6973 |
2,611.6537 |
1,877.4494 |
|
| R3 |
2,494.0003 |
2,263.9567 |
1,781.8327 |
|
| R2 |
2,146.3033 |
2,146.3033 |
1,749.9605 |
|
| R1 |
1,916.2597 |
1,916.2597 |
1,718.0882 |
1,857.4330 |
| PP |
1,798.6063 |
1,798.6063 |
1,798.6063 |
1,769.1930 |
| S1 |
1,568.5627 |
1,568.5627 |
1,654.3438 |
1,509.7360 |
| S2 |
1,450.9093 |
1,450.9093 |
1,622.4716 |
|
| S3 |
1,103.2123 |
1,220.8657 |
1,590.5993 |
|
| S4 |
755.5153 |
873.1687 |
1,494.9827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,955.9150 |
1,525.0800 |
430.8350 |
27.3% |
123.4096 |
7.8% |
12% |
False |
True |
628,050 |
| 10 |
2,028.6500 |
1,525.0800 |
503.5700 |
31.9% |
126.9245 |
8.0% |
11% |
False |
True |
650,098 |
| 20 |
2,028.6500 |
1,359.1790 |
669.4710 |
42.4% |
134.5539 |
8.5% |
33% |
False |
False |
660,424 |
| 40 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
65.1% |
127.9173 |
8.1% |
56% |
False |
False |
702,885 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
72.6% |
135.5075 |
8.6% |
61% |
False |
False |
680,196 |
| 80 |
2,962.3770 |
883.1590 |
2,079.2180 |
131.8% |
154.3038 |
9.8% |
33% |
False |
False |
625,573 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
170.9% |
158.0389 |
10.0% |
26% |
False |
False |
555,269 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
170.9% |
160.2431 |
10.2% |
26% |
False |
False |
511,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.7318 |
|
2.618 |
2,123.0160 |
|
1.618 |
1,957.7490 |
|
1.000 |
1,855.6140 |
|
0.618 |
1,792.4820 |
|
HIGH |
1,690.3470 |
|
0.618 |
1,627.2150 |
|
0.500 |
1,607.7135 |
|
0.382 |
1,588.2120 |
|
LOW |
1,525.0800 |
|
0.618 |
1,422.9450 |
|
1.000 |
1,359.8130 |
|
1.618 |
1,257.6780 |
|
2.618 |
1,092.4110 |
|
4.250 |
822.6953 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,607.7135 |
1,703.0290 |
| PP |
1,597.8403 |
1,661.3840 |
| S1 |
1,587.9672 |
1,619.7390 |
|