| 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 |
12,944.00 |
13,153.75 |
209.75 |
1.6% |
13,226.50 |
| High |
13,161.50 |
13,220.00 |
58.50 |
0.4% |
13,226.50 |
| Low |
12,925.00 |
12,557.50 |
-367.50 |
-2.8% |
12,557.50 |
| Close |
13,156.00 |
12,620.50 |
-535.50 |
-4.1% |
12,620.50 |
| Range |
236.50 |
662.50 |
426.00 |
180.1% |
669.00 |
| ATR |
287.29 |
314.09 |
26.80 |
9.3% |
0.00 |
| Volume |
543,666 |
753,862 |
210,196 |
38.7% |
2,970,979 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,786.75 |
14,366.25 |
12,985.00 |
|
| R3 |
14,124.25 |
13,703.75 |
12,802.75 |
|
| R2 |
13,461.75 |
13,461.75 |
12,742.00 |
|
| R1 |
13,041.25 |
13,041.25 |
12,681.25 |
12,920.25 |
| PP |
12,799.25 |
12,799.25 |
12,799.25 |
12,739.00 |
| S1 |
12,378.75 |
12,378.75 |
12,559.75 |
12,257.75 |
| S2 |
12,136.75 |
12,136.75 |
12,499.00 |
|
| S3 |
11,474.25 |
11,716.25 |
12,438.25 |
|
| S4 |
10,811.75 |
11,053.75 |
12,256.00 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,808.50 |
14,383.50 |
12,988.50 |
|
| R3 |
14,139.50 |
13,714.50 |
12,804.50 |
|
| R2 |
13,470.50 |
13,470.50 |
12,743.25 |
|
| R1 |
13,045.50 |
13,045.50 |
12,681.75 |
12,923.50 |
| PP |
12,801.50 |
12,801.50 |
12,801.50 |
12,740.50 |
| S1 |
12,376.50 |
12,376.50 |
12,559.25 |
12,254.50 |
| S2 |
12,132.50 |
12,132.50 |
12,497.75 |
|
| S3 |
11,463.50 |
11,707.50 |
12,436.50 |
|
| S4 |
10,794.50 |
11,038.50 |
12,252.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,226.50 |
12,557.50 |
669.00 |
5.3% |
326.25 |
2.6% |
9% |
False |
True |
594,195 |
| 10 |
13,740.75 |
12,557.50 |
1,183.25 |
9.4% |
279.75 |
2.2% |
5% |
False |
True |
575,066 |
| 20 |
13,740.75 |
12,557.50 |
1,183.25 |
9.4% |
290.25 |
2.3% |
5% |
False |
True |
591,834 |
| 40 |
13,740.75 |
11,381.75 |
2,359.00 |
18.7% |
311.75 |
2.5% |
53% |
False |
False |
603,272 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.2% |
338.75 |
2.7% |
58% |
False |
False |
555,949 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.2% |
373.25 |
3.0% |
58% |
False |
False |
417,446 |
| 100 |
15,229.50 |
11,068.50 |
4,161.00 |
33.0% |
382.00 |
3.0% |
37% |
False |
False |
334,164 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
33.6% |
382.00 |
3.0% |
37% |
False |
False |
278,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,035.50 |
|
2.618 |
14,954.50 |
|
1.618 |
14,292.00 |
|
1.000 |
13,882.50 |
|
0.618 |
13,629.50 |
|
HIGH |
13,220.00 |
|
0.618 |
12,967.00 |
|
0.500 |
12,888.75 |
|
0.382 |
12,810.50 |
|
LOW |
12,557.50 |
|
0.618 |
12,148.00 |
|
1.000 |
11,895.00 |
|
1.618 |
11,485.50 |
|
2.618 |
10,823.00 |
|
4.250 |
9,742.00 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,888.75 |
12,888.75 |
| PP |
12,799.25 |
12,799.25 |
| S1 |
12,710.00 |
12,710.00 |
|