Trading Metrics calculated at close of trading on 05-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,154.85 |
4,115.87 |
-38.98 |
-0.9% |
4,112.38 |
High |
4,161.29 |
4,151.58 |
-9.71 |
-0.2% |
4,167.66 |
Low |
4,135.42 |
4,107.35 |
-28.07 |
-0.7% |
4,080.07 |
Close |
4,151.94 |
4,145.19 |
-6.75 |
-0.2% |
4,145.19 |
Range |
25.87 |
44.23 |
18.36 |
71.0% |
87.59 |
ATR |
70.59 |
68.73 |
-1.86 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,267.40 |
4,250.52 |
4,169.52 |
|
R3 |
4,223.17 |
4,206.29 |
4,157.35 |
|
R2 |
4,178.94 |
4,178.94 |
4,153.30 |
|
R1 |
4,162.06 |
4,162.06 |
4,149.24 |
4,170.50 |
PP |
4,134.71 |
4,134.71 |
4,134.71 |
4,138.93 |
S1 |
4,117.83 |
4,117.83 |
4,141.14 |
4,126.27 |
S2 |
4,090.48 |
4,090.48 |
4,137.08 |
|
S3 |
4,046.25 |
4,073.60 |
4,133.03 |
|
S4 |
4,002.02 |
4,029.37 |
4,120.86 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.74 |
4,357.06 |
4,193.36 |
|
R3 |
4,306.15 |
4,269.47 |
4,169.28 |
|
R2 |
4,218.56 |
4,218.56 |
4,161.25 |
|
R1 |
4,181.88 |
4,181.88 |
4,153.22 |
4,200.22 |
PP |
4,130.97 |
4,130.97 |
4,130.97 |
4,140.15 |
S1 |
4,094.29 |
4,094.29 |
4,137.16 |
4,112.63 |
S2 |
4,043.38 |
4,043.38 |
4,129.13 |
|
S3 |
3,955.79 |
4,006.70 |
4,121.10 |
|
S4 |
3,868.20 |
3,919.11 |
4,097.02 |
|
|
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 |
4,080.07 |
87.59 |
2.1% |
47.83 |
1.2% |
74% |
False |
False |
|
10 |
4,167.66 |
3,910.74 |
256.92 |
6.2% |
54.82 |
1.3% |
91% |
False |
False |
|
20 |
4,167.66 |
3,721.56 |
446.10 |
10.8% |
60.13 |
1.5% |
95% |
False |
False |
|
40 |
4,167.66 |
3,636.94 |
530.72 |
12.8% |
68.29 |
1.6% |
96% |
False |
False |
|
60 |
4,176.90 |
3,636.94 |
539.96 |
13.0% |
73.17 |
1.8% |
94% |
False |
False |
|
80 |
4,512.94 |
3,636.94 |
876.00 |
21.1% |
79.36 |
1.9% |
58% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
24.1% |
75.61 |
1.8% |
51% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
24.1% |
77.50 |
1.9% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,339.56 |
2.618 |
4,267.37 |
1.618 |
4,223.14 |
1.000 |
4,195.81 |
0.618 |
4,178.91 |
HIGH |
4,151.58 |
0.618 |
4,134.68 |
0.500 |
4,129.47 |
0.382 |
4,124.25 |
LOW |
4,107.35 |
0.618 |
4,080.02 |
1.000 |
4,063.12 |
1.618 |
4,035.79 |
2.618 |
3,991.56 |
4.250 |
3,919.37 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,139.95 |
4,142.63 |
PP |
4,134.71 |
4,140.07 |
S1 |
4,129.47 |
4,137.51 |
|