| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
3,775.0 |
3,760.0 |
-15.0 |
-0.4% |
3,732.0 |
| High |
3,795.0 |
3,803.0 |
8.0 |
0.2% |
3,790.0 |
| Low |
3,770.0 |
3,760.0 |
-10.0 |
-0.3% |
3,685.0 |
| Close |
3,777.0 |
3,795.0 |
18.0 |
0.5% |
3,770.0 |
| Range |
25.0 |
43.0 |
18.0 |
72.0% |
105.0 |
| ATR |
53.6 |
52.8 |
-0.8 |
-1.4% |
0.0 |
| Volume |
161 |
7,574 |
7,413 |
4,604.3% |
18,441 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,915.0 |
3,898.0 |
3,818.7 |
|
| R3 |
3,872.0 |
3,855.0 |
3,806.8 |
|
| R2 |
3,829.0 |
3,829.0 |
3,802.9 |
|
| R1 |
3,812.0 |
3,812.0 |
3,798.9 |
3,820.5 |
| PP |
3,786.0 |
3,786.0 |
3,786.0 |
3,790.3 |
| S1 |
3,769.0 |
3,769.0 |
3,791.1 |
3,777.5 |
| S2 |
3,743.0 |
3,743.0 |
3,787.1 |
|
| S3 |
3,700.0 |
3,726.0 |
3,783.2 |
|
| S4 |
3,657.0 |
3,683.0 |
3,771.4 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,063.3 |
4,021.7 |
3,827.8 |
|
| R3 |
3,958.3 |
3,916.7 |
3,798.9 |
|
| R2 |
3,853.3 |
3,853.3 |
3,789.3 |
|
| R1 |
3,811.7 |
3,811.7 |
3,779.6 |
3,832.5 |
| PP |
3,748.3 |
3,748.3 |
3,748.3 |
3,758.8 |
| S1 |
3,706.7 |
3,706.7 |
3,760.4 |
3,727.5 |
| S2 |
3,643.3 |
3,643.3 |
3,750.8 |
|
| S3 |
3,538.3 |
3,601.7 |
3,741.1 |
|
| S4 |
3,433.3 |
3,496.7 |
3,712.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,803.0 |
3,685.0 |
118.0 |
3.1% |
48.2 |
1.3% |
93% |
True |
False |
4,648 |
| 10 |
3,803.0 |
3,685.0 |
118.0 |
3.1% |
40.3 |
1.1% |
93% |
True |
False |
4,344 |
| 20 |
3,803.0 |
3,541.0 |
262.0 |
6.9% |
42.6 |
1.1% |
97% |
True |
False |
4,147 |
| 40 |
3,803.0 |
3,334.0 |
469.0 |
12.4% |
50.7 |
1.3% |
98% |
True |
False |
5,563 |
| 60 |
3,815.0 |
3,334.0 |
481.0 |
12.7% |
43.2 |
1.1% |
96% |
False |
False |
4,295 |
| 80 |
3,815.0 |
3,334.0 |
481.0 |
12.7% |
35.0 |
0.9% |
96% |
False |
False |
4,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,985.8 |
|
2.618 |
3,915.6 |
|
1.618 |
3,872.6 |
|
1.000 |
3,846.0 |
|
0.618 |
3,829.6 |
|
HIGH |
3,803.0 |
|
0.618 |
3,786.6 |
|
0.500 |
3,781.5 |
|
0.382 |
3,776.4 |
|
LOW |
3,760.0 |
|
0.618 |
3,733.4 |
|
1.000 |
3,717.0 |
|
1.618 |
3,690.4 |
|
2.618 |
3,647.4 |
|
4.250 |
3,577.3 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,790.5 |
3,780.5 |
| PP |
3,786.0 |
3,766.0 |
| S1 |
3,781.5 |
3,751.5 |
|