| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
13,328.15 |
13,464.63 |
136.48 |
1.0% |
12,879.26 |
| High |
13,386.85 |
13,555.38 |
168.53 |
1.3% |
13,326.72 |
| Low |
13,220.87 |
13,271.35 |
50.48 |
0.4% |
12,810.01 |
| Close |
13,378.32 |
13,291.99 |
-86.33 |
-0.6% |
13,207.69 |
| Range |
165.98 |
284.03 |
118.05 |
71.1% |
516.71 |
| ATR |
298.04 |
297.04 |
-1.00 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,225.00 |
14,042.52 |
13,448.21 |
|
| R3 |
13,940.97 |
13,758.49 |
13,370.10 |
|
| R2 |
13,656.94 |
13,656.94 |
13,344.06 |
|
| R1 |
13,474.46 |
13,474.46 |
13,318.03 |
13,423.69 |
| PP |
13,372.91 |
13,372.91 |
13,372.91 |
13,347.52 |
| S1 |
13,190.43 |
13,190.43 |
13,265.95 |
13,139.66 |
| S2 |
13,088.88 |
13,088.88 |
13,239.92 |
|
| S3 |
12,804.85 |
12,906.40 |
13,213.88 |
|
| S4 |
12,520.82 |
12,622.37 |
13,135.77 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,664.94 |
14,453.02 |
13,491.88 |
|
| R3 |
14,148.23 |
13,936.31 |
13,349.79 |
|
| R2 |
13,631.52 |
13,631.52 |
13,302.42 |
|
| R1 |
13,419.60 |
13,419.60 |
13,255.06 |
13,525.56 |
| PP |
13,114.81 |
13,114.81 |
13,114.81 |
13,167.79 |
| S1 |
12,902.89 |
12,902.89 |
13,160.32 |
13,008.85 |
| S2 |
12,598.10 |
12,598.10 |
13,112.96 |
|
| S3 |
12,081.39 |
12,386.18 |
13,065.59 |
|
| S4 |
11,564.68 |
11,869.47 |
12,923.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,555.38 |
12,945.60 |
609.78 |
4.6% |
221.30 |
1.7% |
57% |
True |
False |
|
| 10 |
13,555.38 |
12,730.79 |
824.59 |
6.2% |
234.41 |
1.8% |
68% |
True |
False |
|
| 20 |
13,555.38 |
11,828.13 |
1,727.25 |
13.0% |
253.32 |
1.9% |
85% |
True |
False |
|
| 40 |
13,555.38 |
11,037.21 |
2,518.17 |
18.9% |
265.70 |
2.0% |
90% |
True |
False |
|
| 60 |
13,555.38 |
11,037.21 |
2,518.17 |
18.9% |
283.06 |
2.1% |
90% |
True |
False |
|
| 80 |
14,277.21 |
11,037.21 |
3,240.00 |
24.4% |
317.29 |
2.4% |
70% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
31.8% |
307.62 |
2.3% |
53% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
31.8% |
323.78 |
2.4% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,762.51 |
|
2.618 |
14,298.97 |
|
1.618 |
14,014.94 |
|
1.000 |
13,839.41 |
|
0.618 |
13,730.91 |
|
HIGH |
13,555.38 |
|
0.618 |
13,446.88 |
|
0.500 |
13,413.37 |
|
0.382 |
13,379.85 |
|
LOW |
13,271.35 |
|
0.618 |
13,095.82 |
|
1.000 |
12,987.32 |
|
1.618 |
12,811.79 |
|
2.618 |
12,527.76 |
|
4.250 |
12,064.22 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,413.37 |
13,278.16 |
| PP |
13,372.91 |
13,264.32 |
| S1 |
13,332.45 |
13,250.49 |
|