Trading Metrics calculated at close of trading on 03-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,104.21 |
4,107.96 |
3.75 |
0.1% |
3,965.72 |
High |
4,140.47 |
4,167.66 |
27.19 |
0.7% |
4,140.15 |
Low |
4,080.07 |
4,107.96 |
27.89 |
0.7% |
3,910.74 |
Close |
4,091.19 |
4,155.17 |
63.98 |
1.6% |
4,130.29 |
Range |
60.40 |
59.70 |
-0.70 |
-1.2% |
229.41 |
ATR |
73.84 |
74.03 |
0.19 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,322.70 |
4,298.63 |
4,188.01 |
|
R3 |
4,263.00 |
4,238.93 |
4,171.59 |
|
R2 |
4,203.30 |
4,203.30 |
4,166.12 |
|
R1 |
4,179.23 |
4,179.23 |
4,160.64 |
4,191.27 |
PP |
4,143.60 |
4,143.60 |
4,143.60 |
4,149.61 |
S1 |
4,119.53 |
4,119.53 |
4,149.70 |
4,131.57 |
S2 |
4,083.90 |
4,083.90 |
4,144.23 |
|
S3 |
4,024.20 |
4,059.83 |
4,138.75 |
|
S4 |
3,964.50 |
4,000.13 |
4,122.34 |
|
|
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 |
4,167.66 |
3,992.97 |
174.69 |
4.2% |
63.13 |
1.5% |
93% |
True |
False |
|
10 |
4,167.66 |
3,910.74 |
256.92 |
6.2% |
62.33 |
1.5% |
95% |
True |
False |
|
20 |
4,167.66 |
3,721.56 |
446.10 |
10.7% |
61.59 |
1.5% |
97% |
True |
False |
|
40 |
4,167.66 |
3,636.94 |
530.72 |
12.8% |
69.98 |
1.7% |
98% |
True |
False |
|
60 |
4,176.90 |
3,636.94 |
539.96 |
13.0% |
75.61 |
1.8% |
96% |
False |
False |
|
80 |
4,520.41 |
3,636.94 |
883.47 |
21.3% |
79.74 |
1.9% |
59% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
24.1% |
76.67 |
1.8% |
52% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
24.1% |
78.81 |
1.9% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,421.39 |
2.618 |
4,323.95 |
1.618 |
4,264.25 |
1.000 |
4,227.36 |
0.618 |
4,204.55 |
HIGH |
4,167.66 |
0.618 |
4,144.85 |
0.500 |
4,137.81 |
0.382 |
4,130.77 |
LOW |
4,107.96 |
0.618 |
4,071.07 |
1.000 |
4,048.26 |
1.618 |
4,011.37 |
2.618 |
3,951.67 |
4.250 |
3,854.24 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,149.38 |
4,144.74 |
PP |
4,143.60 |
4,134.30 |
S1 |
4,137.81 |
4,123.87 |
|