| 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 |
1,683.2730 |
1,708.3730 |
25.1000 |
1.5% |
1,686.2630 |
| High |
1,721.2170 |
1,711.3450 |
-9.8720 |
-0.6% |
1,721.2170 |
| Low |
1,654.1570 |
1,542.5390 |
-111.6180 |
-6.7% |
1,525.0800 |
| Close |
1,708.4830 |
1,557.4900 |
-150.9930 |
-8.8% |
1,557.4900 |
| Range |
67.0600 |
168.8060 |
101.7460 |
151.7% |
196.1370 |
| ATR |
123.5150 |
126.7501 |
3.2351 |
2.6% |
0.0000 |
| Volume |
581,919 |
957,257 |
375,338 |
64.5% |
3,161,543 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.2093 |
2,002.6557 |
1,650.3333 |
|
| R3 |
1,941.4033 |
1,833.8497 |
1,603.9117 |
|
| R2 |
1,772.5973 |
1,772.5973 |
1,588.4378 |
|
| R1 |
1,665.0437 |
1,665.0437 |
1,572.9639 |
1,634.4175 |
| PP |
1,603.7913 |
1,603.7913 |
1,603.7913 |
1,588.4783 |
| S1 |
1,496.2377 |
1,496.2377 |
1,542.0161 |
1,465.6115 |
| S2 |
1,434.9853 |
1,434.9853 |
1,526.5422 |
|
| S3 |
1,266.1793 |
1,327.4317 |
1,511.0684 |
|
| S4 |
1,097.3733 |
1,158.6257 |
1,464.6467 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.6733 |
2,069.7187 |
1,665.3654 |
|
| R3 |
1,993.5363 |
1,873.5817 |
1,611.4277 |
|
| R2 |
1,797.3993 |
1,797.3993 |
1,593.4485 |
|
| R1 |
1,677.4447 |
1,677.4447 |
1,575.4692 |
1,639.3535 |
| PP |
1,601.2623 |
1,601.2623 |
1,601.2623 |
1,582.2168 |
| S1 |
1,481.3077 |
1,481.3077 |
1,539.5108 |
1,443.2165 |
| S2 |
1,405.1253 |
1,405.1253 |
1,521.5316 |
|
| S3 |
1,208.9883 |
1,285.1707 |
1,503.5523 |
|
| S4 |
1,012.8513 |
1,089.0337 |
1,449.6147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,721.2170 |
1,525.0800 |
196.1370 |
12.6% |
117.7142 |
7.6% |
17% |
False |
False |
632,308 |
| 10 |
2,028.6500 |
1,525.0800 |
503.5700 |
32.3% |
119.3941 |
7.7% |
6% |
False |
False |
630,078 |
| 20 |
2,028.6500 |
1,525.0800 |
503.5700 |
32.3% |
120.4924 |
7.7% |
6% |
False |
False |
624,457 |
| 40 |
2,028.6500 |
1,011.6300 |
1,017.0200 |
65.3% |
129.0107 |
8.3% |
54% |
False |
False |
715,354 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
73.5% |
134.6206 |
8.6% |
59% |
False |
False |
688,546 |
| 80 |
2,952.0600 |
883.1590 |
2,068.9010 |
132.8% |
151.5461 |
9.7% |
33% |
False |
False |
659,454 |
| 100 |
3,461.7630 |
883.1590 |
2,578.6040 |
165.6% |
154.8195 |
9.9% |
26% |
False |
False |
574,838 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
173.1% |
156.9290 |
10.1% |
25% |
False |
False |
529,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.7705 |
|
2.618 |
2,153.2791 |
|
1.618 |
1,984.4731 |
|
1.000 |
1,880.1510 |
|
0.618 |
1,815.6671 |
|
HIGH |
1,711.3450 |
|
0.618 |
1,646.8611 |
|
0.500 |
1,626.9420 |
|
0.382 |
1,607.0229 |
|
LOW |
1,542.5390 |
|
0.618 |
1,438.2169 |
|
1.000 |
1,373.7330 |
|
1.618 |
1,269.4109 |
|
2.618 |
1,100.6049 |
|
4.250 |
825.1135 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,626.9420 |
1,631.8780 |
| PP |
1,603.7913 |
1,607.0820 |
| S1 |
1,580.6407 |
1,582.2860 |
|