| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
13,655.0 |
13,862.0 |
207.0 |
1.5% |
13,605.0 |
| High |
13,882.0 |
13,870.0 |
-12.0 |
-0.1% |
13,882.0 |
| Low |
13,650.0 |
13,729.0 |
79.0 |
0.6% |
13,447.0 |
| Close |
13,804.0 |
13,805.0 |
1.0 |
0.0% |
13,804.0 |
| Range |
232.0 |
141.0 |
-91.0 |
-39.2% |
435.0 |
| ATR |
240.4 |
233.3 |
-7.1 |
-3.0% |
0.0 |
| Volume |
45,889 |
43,349 |
-2,540 |
-5.5% |
232,283 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,224.3 |
14,155.7 |
13,882.6 |
|
| R3 |
14,083.3 |
14,014.7 |
13,843.8 |
|
| R2 |
13,942.3 |
13,942.3 |
13,830.9 |
|
| R1 |
13,873.7 |
13,873.7 |
13,817.9 |
13,837.5 |
| PP |
13,801.3 |
13,801.3 |
13,801.3 |
13,783.3 |
| S1 |
13,732.7 |
13,732.7 |
13,792.1 |
13,696.5 |
| S2 |
13,660.3 |
13,660.3 |
13,779.2 |
|
| S3 |
13,519.3 |
13,591.7 |
13,766.2 |
|
| S4 |
13,378.3 |
13,450.7 |
13,727.5 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,016.0 |
14,845.0 |
14,043.3 |
|
| R3 |
14,581.0 |
14,410.0 |
13,923.6 |
|
| R2 |
14,146.0 |
14,146.0 |
13,883.8 |
|
| R1 |
13,975.0 |
13,975.0 |
13,843.9 |
14,060.5 |
| PP |
13,711.0 |
13,711.0 |
13,711.0 |
13,753.8 |
| S1 |
13,540.0 |
13,540.0 |
13,764.1 |
13,625.5 |
| S2 |
13,276.0 |
13,276.0 |
13,724.3 |
|
| S3 |
12,841.0 |
13,105.0 |
13,684.4 |
|
| S4 |
12,406.0 |
12,670.0 |
13,564.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,882.0 |
13,447.0 |
435.0 |
3.2% |
198.8 |
1.4% |
82% |
False |
False |
46,059 |
| 10 |
13,882.0 |
13,324.0 |
558.0 |
4.0% |
190.3 |
1.4% |
86% |
False |
False |
46,964 |
| 20 |
13,882.0 |
12,810.0 |
1,072.0 |
7.8% |
222.5 |
1.6% |
93% |
False |
False |
52,963 |
| 40 |
13,882.0 |
12,367.0 |
1,515.0 |
11.0% |
256.1 |
1.9% |
95% |
False |
False |
59,117 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
16.7% |
257.6 |
1.9% |
62% |
False |
False |
43,964 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
16.7% |
245.7 |
1.8% |
62% |
False |
False |
32,978 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.5% |
236.0 |
1.7% |
56% |
False |
False |
26,388 |
| 120 |
14,921.0 |
12,367.0 |
2,554.0 |
18.5% |
240.8 |
1.7% |
56% |
False |
False |
21,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,469.3 |
|
2.618 |
14,239.1 |
|
1.618 |
14,098.1 |
|
1.000 |
14,011.0 |
|
0.618 |
13,957.1 |
|
HIGH |
13,870.0 |
|
0.618 |
13,816.1 |
|
0.500 |
13,799.5 |
|
0.382 |
13,782.9 |
|
LOW |
13,729.0 |
|
0.618 |
13,641.9 |
|
1.000 |
13,588.0 |
|
1.618 |
13,500.9 |
|
2.618 |
13,359.9 |
|
4.250 |
13,129.8 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,803.2 |
13,788.0 |
| PP |
13,801.3 |
13,771.0 |
| S1 |
13,799.5 |
13,754.0 |
|