Trading Metrics calculated at close of trading on 01-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,087.33 |
4,112.38 |
25.05 |
0.6% |
3,965.72 |
High |
4,140.15 |
4,144.95 |
4.80 |
0.1% |
4,140.15 |
Low |
4,079.52 |
4,096.02 |
16.50 |
0.4% |
3,910.74 |
Close |
4,130.29 |
4,118.63 |
-11.66 |
-0.3% |
4,130.29 |
Range |
60.63 |
48.93 |
-11.70 |
-19.3% |
229.41 |
ATR |
76.87 |
74.87 |
-2.00 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.66 |
4,241.57 |
4,145.54 |
|
R3 |
4,217.73 |
4,192.64 |
4,132.09 |
|
R2 |
4,168.80 |
4,168.80 |
4,127.60 |
|
R1 |
4,143.71 |
4,143.71 |
4,123.12 |
4,156.26 |
PP |
4,119.87 |
4,119.87 |
4,119.87 |
4,126.14 |
S1 |
4,094.78 |
4,094.78 |
4,114.14 |
4,107.33 |
S2 |
4,070.94 |
4,070.94 |
4,109.66 |
|
S3 |
4,022.01 |
4,045.85 |
4,105.17 |
|
S4 |
3,973.08 |
3,996.92 |
4,091.72 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,748.62 |
4,668.87 |
4,256.47 |
|
R3 |
4,519.21 |
4,439.46 |
4,193.38 |
|
R2 |
4,289.80 |
4,289.80 |
4,172.35 |
|
R1 |
4,210.05 |
4,210.05 |
4,151.32 |
4,249.93 |
PP |
4,060.39 |
4,060.39 |
4,060.39 |
4,080.33 |
S1 |
3,980.64 |
3,980.64 |
4,109.26 |
4,020.52 |
S2 |
3,830.98 |
3,830.98 |
4,088.23 |
|
S3 |
3,601.57 |
3,751.23 |
4,067.20 |
|
S4 |
3,372.16 |
3,521.82 |
4,004.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,144.95 |
3,910.74 |
234.21 |
5.7% |
65.23 |
1.6% |
89% |
True |
False |
|
10 |
4,144.95 |
3,860.73 |
284.22 |
6.9% |
63.40 |
1.5% |
91% |
True |
False |
|
20 |
4,144.95 |
3,721.56 |
423.39 |
10.3% |
63.16 |
1.5% |
94% |
True |
False |
|
40 |
4,168.78 |
3,636.94 |
531.84 |
12.9% |
69.56 |
1.7% |
91% |
False |
False |
|
60 |
4,270.43 |
3,636.94 |
633.49 |
15.4% |
77.83 |
1.9% |
76% |
False |
False |
|
80 |
4,521.16 |
3,636.94 |
884.22 |
21.5% |
79.80 |
1.9% |
54% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
24.3% |
76.82 |
1.9% |
48% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
24.3% |
78.72 |
1.9% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,352.90 |
2.618 |
4,273.05 |
1.618 |
4,224.12 |
1.000 |
4,193.88 |
0.618 |
4,175.19 |
HIGH |
4,144.95 |
0.618 |
4,126.26 |
0.500 |
4,120.49 |
0.382 |
4,114.71 |
LOW |
4,096.02 |
0.618 |
4,065.78 |
1.000 |
4,047.09 |
1.618 |
4,016.85 |
2.618 |
3,967.92 |
4.250 |
3,888.07 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,120.49 |
4,102.07 |
PP |
4,119.87 |
4,085.52 |
S1 |
4,119.25 |
4,068.96 |
|