| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
3,642.0 |
3,663.0 |
21.0 |
0.6% |
3,799.0 |
| High |
3,673.0 |
3,702.0 |
29.0 |
0.8% |
3,822.0 |
| Low |
3,623.0 |
3,657.0 |
34.0 |
0.9% |
3,718.0 |
| Close |
3,668.0 |
3,671.0 |
3.0 |
0.1% |
3,724.0 |
| Range |
50.0 |
45.0 |
-5.0 |
-10.0% |
104.0 |
| ATR |
61.0 |
59.9 |
-1.1 |
-1.9% |
0.0 |
| Volume |
592,161 |
657,063 |
64,902 |
11.0% |
3,498,366 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,811.7 |
3,786.3 |
3,695.8 |
|
| R3 |
3,766.7 |
3,741.3 |
3,683.4 |
|
| R2 |
3,721.7 |
3,721.7 |
3,679.3 |
|
| R1 |
3,696.3 |
3,696.3 |
3,675.1 |
3,709.0 |
| PP |
3,676.7 |
3,676.7 |
3,676.7 |
3,683.0 |
| S1 |
3,651.3 |
3,651.3 |
3,666.9 |
3,664.0 |
| S2 |
3,631.7 |
3,631.7 |
3,662.8 |
|
| S3 |
3,586.7 |
3,606.3 |
3,658.6 |
|
| S4 |
3,541.7 |
3,561.3 |
3,646.3 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,066.7 |
3,999.3 |
3,781.2 |
|
| R3 |
3,962.7 |
3,895.3 |
3,752.6 |
|
| R2 |
3,858.7 |
3,858.7 |
3,743.1 |
|
| R1 |
3,791.3 |
3,791.3 |
3,733.5 |
3,773.0 |
| PP |
3,754.7 |
3,754.7 |
3,754.7 |
3,745.5 |
| S1 |
3,687.3 |
3,687.3 |
3,714.5 |
3,669.0 |
| S2 |
3,650.7 |
3,650.7 |
3,704.9 |
|
| S3 |
3,546.7 |
3,583.3 |
3,695.4 |
|
| S4 |
3,442.7 |
3,479.3 |
3,666.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,772.0 |
3,621.0 |
151.0 |
4.1% |
57.6 |
1.6% |
33% |
False |
False |
753,924 |
| 10 |
3,822.0 |
3,621.0 |
201.0 |
5.5% |
54.6 |
1.5% |
25% |
False |
False |
702,663 |
| 20 |
3,822.0 |
3,621.0 |
201.0 |
5.5% |
54.2 |
1.5% |
25% |
False |
False |
690,922 |
| 40 |
3,822.0 |
3,343.0 |
479.0 |
13.0% |
65.4 |
1.8% |
68% |
False |
False |
796,848 |
| 60 |
3,840.0 |
3,343.0 |
497.0 |
13.5% |
70.5 |
1.9% |
66% |
False |
False |
804,931 |
| 80 |
3,840.0 |
3,343.0 |
497.0 |
13.5% |
71.6 |
1.9% |
66% |
False |
False |
606,286 |
| 100 |
3,860.0 |
3,343.0 |
517.0 |
14.1% |
69.7 |
1.9% |
63% |
False |
False |
485,405 |
| 120 |
3,902.0 |
3,343.0 |
559.0 |
15.2% |
64.7 |
1.8% |
59% |
False |
False |
404,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,893.3 |
|
2.618 |
3,819.8 |
|
1.618 |
3,774.8 |
|
1.000 |
3,747.0 |
|
0.618 |
3,729.8 |
|
HIGH |
3,702.0 |
|
0.618 |
3,684.8 |
|
0.500 |
3,679.5 |
|
0.382 |
3,674.2 |
|
LOW |
3,657.0 |
|
0.618 |
3,629.2 |
|
1.000 |
3,612.0 |
|
1.618 |
3,584.2 |
|
2.618 |
3,539.2 |
|
4.250 |
3,465.8 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.5 |
3,667.8 |
| PP |
3,676.7 |
3,664.7 |
| S1 |
3,673.8 |
3,661.5 |
|