| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
4,167.75 |
4,146.75 |
-21.00 |
-0.5% |
4,151.00 |
| High |
4,173.00 |
4,231.00 |
58.00 |
1.4% |
4,190.00 |
| Low |
4,131.00 |
4,132.00 |
1.00 |
0.0% |
4,097.75 |
| Close |
4,142.50 |
4,227.75 |
85.25 |
2.1% |
4,165.25 |
| Range |
42.00 |
99.00 |
57.00 |
135.7% |
92.25 |
| ATR |
73.35 |
75.18 |
1.83 |
2.5% |
0.00 |
| Volume |
6,752 |
11,798 |
5,046 |
74.7% |
12,546 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,494.00 |
4,459.75 |
4,282.25 |
|
| R3 |
4,395.00 |
4,360.75 |
4,255.00 |
|
| R2 |
4,296.00 |
4,296.00 |
4,246.00 |
|
| R1 |
4,261.75 |
4,261.75 |
4,236.75 |
4,279.00 |
| PP |
4,197.00 |
4,197.00 |
4,197.00 |
4,205.50 |
| S1 |
4,162.75 |
4,162.75 |
4,218.75 |
4,180.00 |
| S2 |
4,098.00 |
4,098.00 |
4,209.50 |
|
| S3 |
3,999.00 |
4,063.75 |
4,200.50 |
|
| S4 |
3,900.00 |
3,964.75 |
4,173.25 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,427.75 |
4,388.75 |
4,216.00 |
|
| R3 |
4,335.50 |
4,296.50 |
4,190.50 |
|
| R2 |
4,243.25 |
4,243.25 |
4,182.25 |
|
| R1 |
4,204.25 |
4,204.25 |
4,173.75 |
4,223.75 |
| PP |
4,151.00 |
4,151.00 |
4,151.00 |
4,160.75 |
| S1 |
4,112.00 |
4,112.00 |
4,156.75 |
4,131.50 |
| S2 |
4,058.75 |
4,058.75 |
4,148.25 |
|
| S3 |
3,966.50 |
4,019.75 |
4,140.00 |
|
| S4 |
3,874.25 |
3,927.50 |
4,114.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,231.00 |
4,122.00 |
109.00 |
2.6% |
59.25 |
1.4% |
97% |
True |
False |
5,485 |
| 10 |
4,231.00 |
4,011.00 |
220.00 |
5.2% |
67.00 |
1.6% |
99% |
True |
False |
3,838 |
| 20 |
4,231.00 |
3,741.75 |
489.25 |
11.6% |
71.75 |
1.7% |
99% |
True |
False |
2,918 |
| 40 |
4,231.00 |
3,654.50 |
576.50 |
13.6% |
82.00 |
1.9% |
99% |
True |
False |
2,875 |
| 60 |
4,231.00 |
3,654.50 |
576.50 |
13.6% |
88.75 |
2.1% |
99% |
True |
False |
2,107 |
| 80 |
4,525.75 |
3,654.50 |
871.25 |
20.6% |
95.25 |
2.3% |
66% |
False |
False |
1,706 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
23.5% |
89.00 |
2.1% |
58% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,651.75 |
|
2.618 |
4,490.25 |
|
1.618 |
4,391.25 |
|
1.000 |
4,330.00 |
|
0.618 |
4,292.25 |
|
HIGH |
4,231.00 |
|
0.618 |
4,193.25 |
|
0.500 |
4,181.50 |
|
0.382 |
4,169.75 |
|
LOW |
4,132.00 |
|
0.618 |
4,070.75 |
|
1.000 |
4,033.00 |
|
1.618 |
3,971.75 |
|
2.618 |
3,872.75 |
|
4.250 |
3,711.25 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,212.25 |
4,212.25 |
| PP |
4,197.00 |
4,196.50 |
| S1 |
4,181.50 |
4,181.00 |
|