| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
12,978.18 |
13,129.91 |
151.73 |
1.2% |
13,055.20 |
| High |
13,146.84 |
13,172.44 |
25.60 |
0.2% |
13,172.44 |
| Low |
12,951.61 |
12,603.41 |
-348.20 |
-2.7% |
12,603.41 |
| Close |
13,143.58 |
12,605.17 |
-538.41 |
-4.1% |
12,605.17 |
| Range |
195.23 |
569.03 |
373.80 |
191.5% |
569.03 |
| ATR |
258.01 |
280.23 |
22.22 |
8.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,500.76 |
14,122.00 |
12,918.14 |
|
| R3 |
13,931.73 |
13,552.97 |
12,761.65 |
|
| R2 |
13,362.70 |
13,362.70 |
12,709.49 |
|
| R1 |
12,983.94 |
12,983.94 |
12,657.33 |
12,888.81 |
| PP |
12,793.67 |
12,793.67 |
12,793.67 |
12,746.11 |
| S1 |
12,414.91 |
12,414.91 |
12,553.01 |
12,319.78 |
| S2 |
12,224.64 |
12,224.64 |
12,500.85 |
|
| S3 |
11,655.61 |
11,845.88 |
12,448.69 |
|
| S4 |
11,086.58 |
11,276.85 |
12,292.20 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,500.76 |
14,122.00 |
12,918.14 |
|
| R3 |
13,931.73 |
13,552.97 |
12,761.65 |
|
| R2 |
13,362.70 |
13,362.70 |
12,709.49 |
|
| R1 |
12,983.94 |
12,983.94 |
12,657.33 |
12,888.81 |
| PP |
12,793.67 |
12,793.67 |
12,793.67 |
12,746.11 |
| S1 |
12,414.91 |
12,414.91 |
12,553.01 |
12,319.78 |
| S2 |
12,224.64 |
12,224.64 |
12,500.85 |
|
| S3 |
11,655.61 |
11,845.88 |
12,448.69 |
|
| S4 |
11,086.58 |
11,276.85 |
12,292.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,172.44 |
12,603.41 |
569.03 |
4.5% |
253.45 |
2.0% |
0% |
True |
True |
|
| 10 |
13,720.91 |
12,603.41 |
1,117.50 |
8.9% |
218.19 |
1.7% |
0% |
False |
True |
|
| 20 |
13,720.91 |
12,603.41 |
1,117.50 |
8.9% |
224.57 |
1.8% |
0% |
False |
True |
|
| 40 |
13,720.91 |
11,366.07 |
2,354.84 |
18.7% |
247.61 |
2.0% |
53% |
False |
False |
|
| 60 |
13,720.91 |
11,037.21 |
2,683.70 |
21.3% |
260.54 |
2.1% |
58% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
21.3% |
292.24 |
2.3% |
58% |
False |
False |
|
| 100 |
15,118.97 |
11,037.21 |
4,081.76 |
32.4% |
303.44 |
2.4% |
38% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
33.5% |
305.05 |
2.4% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,590.82 |
|
2.618 |
14,662.16 |
|
1.618 |
14,093.13 |
|
1.000 |
13,741.47 |
|
0.618 |
13,524.10 |
|
HIGH |
13,172.44 |
|
0.618 |
12,955.07 |
|
0.500 |
12,887.93 |
|
0.382 |
12,820.78 |
|
LOW |
12,603.41 |
|
0.618 |
12,251.75 |
|
1.000 |
12,034.38 |
|
1.618 |
11,682.72 |
|
2.618 |
11,113.69 |
|
4.250 |
10,185.03 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,887.93 |
12,887.93 |
| PP |
12,793.67 |
12,793.67 |
| S1 |
12,699.42 |
12,699.42 |
|