| 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 |
4,232.25 |
4,297.75 |
65.50 |
1.5% |
4,160.00 |
| High |
4,301.25 |
4,322.50 |
21.25 |
0.5% |
4,301.25 |
| Low |
4,225.00 |
4,267.50 |
42.50 |
1.0% |
4,131.00 |
| Close |
4,299.25 |
4,316.75 |
17.50 |
0.4% |
4,299.25 |
| Range |
76.25 |
55.00 |
-21.25 |
-27.9% |
170.25 |
| ATR |
74.05 |
72.69 |
-1.36 |
-1.8% |
0.00 |
| Volume |
5,096 |
5,456 |
360 |
7.1% |
36,198 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,467.25 |
4,447.00 |
4,347.00 |
|
| R3 |
4,412.25 |
4,392.00 |
4,332.00 |
|
| R2 |
4,357.25 |
4,357.25 |
4,326.75 |
|
| R1 |
4,337.00 |
4,337.00 |
4,321.75 |
4,347.00 |
| PP |
4,302.25 |
4,302.25 |
4,302.25 |
4,307.25 |
| S1 |
4,282.00 |
4,282.00 |
4,311.75 |
4,292.00 |
| S2 |
4,247.25 |
4,247.25 |
4,306.75 |
|
| S3 |
4,192.25 |
4,227.00 |
4,301.50 |
|
| S4 |
4,137.25 |
4,172.00 |
4,286.50 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,754.50 |
4,697.25 |
4,393.00 |
|
| R3 |
4,584.25 |
4,527.00 |
4,346.00 |
|
| R2 |
4,414.00 |
4,414.00 |
4,330.50 |
|
| R1 |
4,356.75 |
4,356.75 |
4,314.75 |
4,385.50 |
| PP |
4,243.75 |
4,243.75 |
4,243.75 |
4,258.25 |
| S1 |
4,186.50 |
4,186.50 |
4,283.75 |
4,215.00 |
| S2 |
4,073.50 |
4,073.50 |
4,268.00 |
|
| S3 |
3,903.25 |
4,016.25 |
4,252.50 |
|
| S4 |
3,733.00 |
3,846.00 |
4,205.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,322.50 |
4,131.00 |
191.50 |
4.4% |
65.75 |
1.5% |
97% |
True |
False |
7,627 |
| 10 |
4,322.50 |
4,097.75 |
224.75 |
5.2% |
63.00 |
1.5% |
97% |
True |
False |
5,270 |
| 20 |
4,322.50 |
3,851.50 |
471.00 |
10.9% |
68.25 |
1.6% |
99% |
True |
False |
3,493 |
| 40 |
4,322.50 |
3,654.50 |
668.00 |
15.5% |
76.75 |
1.8% |
99% |
True |
False |
3,256 |
| 60 |
4,322.50 |
3,654.50 |
668.00 |
15.5% |
86.25 |
2.0% |
99% |
True |
False |
2,377 |
| 80 |
4,525.75 |
3,654.50 |
871.25 |
20.2% |
95.25 |
2.2% |
76% |
False |
False |
1,944 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
23.0% |
88.75 |
2.1% |
67% |
False |
False |
1,579 |
| 120 |
4,646.25 |
3,654.50 |
991.75 |
23.0% |
82.50 |
1.9% |
67% |
False |
False |
1,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,556.25 |
|
2.618 |
4,466.50 |
|
1.618 |
4,411.50 |
|
1.000 |
4,377.50 |
|
0.618 |
4,356.50 |
|
HIGH |
4,322.50 |
|
0.618 |
4,301.50 |
|
0.500 |
4,295.00 |
|
0.382 |
4,288.50 |
|
LOW |
4,267.50 |
|
0.618 |
4,233.50 |
|
1.000 |
4,212.50 |
|
1.618 |
4,178.50 |
|
2.618 |
4,123.50 |
|
4.250 |
4,033.75 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,309.50 |
4,301.75 |
| PP |
4,302.25 |
4,286.75 |
| S1 |
4,295.00 |
4,271.75 |
|