| 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 |
12,892.00 |
12,944.00 |
52.00 |
0.4% |
13,571.50 |
| High |
13,011.25 |
13,161.50 |
150.25 |
1.2% |
13,740.75 |
| Low |
12,825.75 |
12,925.00 |
99.25 |
0.8% |
13,228.75 |
| Close |
12,929.75 |
13,156.00 |
226.25 |
1.7% |
13,268.50 |
| Range |
185.50 |
236.50 |
51.00 |
27.5% |
512.00 |
| ATR |
291.20 |
287.29 |
-3.91 |
-1.3% |
0.00 |
| Volume |
503,227 |
543,666 |
40,439 |
8.0% |
2,779,685 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,790.25 |
13,709.75 |
13,286.00 |
|
| R3 |
13,553.75 |
13,473.25 |
13,221.00 |
|
| R2 |
13,317.25 |
13,317.25 |
13,199.25 |
|
| R1 |
13,236.75 |
13,236.75 |
13,177.75 |
13,277.00 |
| PP |
13,080.75 |
13,080.75 |
13,080.75 |
13,101.00 |
| S1 |
13,000.25 |
13,000.25 |
13,134.25 |
13,040.50 |
| S2 |
12,844.25 |
12,844.25 |
13,112.75 |
|
| S3 |
12,607.75 |
12,763.75 |
13,091.00 |
|
| S4 |
12,371.25 |
12,527.25 |
13,026.00 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,948.75 |
14,620.50 |
13,550.00 |
|
| R3 |
14,436.75 |
14,108.50 |
13,409.25 |
|
| R2 |
13,924.75 |
13,924.75 |
13,362.25 |
|
| R1 |
13,596.50 |
13,596.50 |
13,315.50 |
13,504.50 |
| PP |
13,412.75 |
13,412.75 |
13,412.75 |
13,366.75 |
| S1 |
13,084.50 |
13,084.50 |
13,221.50 |
12,992.50 |
| S2 |
12,900.75 |
12,900.75 |
13,174.75 |
|
| S3 |
12,388.75 |
12,572.50 |
13,127.75 |
|
| S4 |
11,876.75 |
12,060.50 |
12,987.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,534.50 |
12,823.50 |
711.00 |
5.4% |
255.00 |
1.9% |
47% |
False |
False |
567,175 |
| 10 |
13,740.75 |
12,823.50 |
917.25 |
7.0% |
240.50 |
1.8% |
36% |
False |
False |
549,744 |
| 20 |
13,740.75 |
12,744.25 |
996.50 |
7.6% |
270.50 |
2.1% |
41% |
False |
False |
583,761 |
| 40 |
13,740.75 |
11,351.00 |
2,389.75 |
18.2% |
303.75 |
2.3% |
76% |
False |
False |
602,877 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
20.3% |
333.75 |
2.5% |
78% |
False |
False |
543,437 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
20.3% |
367.50 |
2.8% |
78% |
False |
False |
408,035 |
| 100 |
15,229.50 |
11,068.50 |
4,161.00 |
31.6% |
379.00 |
2.9% |
50% |
False |
False |
326,631 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.2% |
381.25 |
2.9% |
49% |
False |
False |
272,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,166.50 |
|
2.618 |
13,780.75 |
|
1.618 |
13,544.25 |
|
1.000 |
13,398.00 |
|
0.618 |
13,307.75 |
|
HIGH |
13,161.50 |
|
0.618 |
13,071.25 |
|
0.500 |
13,043.25 |
|
0.382 |
13,015.25 |
|
LOW |
12,925.00 |
|
0.618 |
12,778.75 |
|
1.000 |
12,688.50 |
|
1.618 |
12,542.25 |
|
2.618 |
12,305.75 |
|
4.250 |
11,920.00 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,118.50 |
13,101.50 |
| PP |
13,080.75 |
13,047.00 |
| S1 |
13,043.25 |
12,992.50 |
|