| 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 |
23,329.01 |
22,518.07 |
-810.94 |
-3.5% |
23,958.52 |
| High |
23,366.19 |
23,453.09 |
86.90 |
0.4% |
24,617.97 |
| Low |
22,450.60 |
22,459.28 |
8.68 |
0.0% |
22,450.60 |
| Close |
22,521.00 |
22,986.47 |
465.47 |
2.1% |
22,986.47 |
| Range |
915.59 |
993.81 |
78.22 |
8.5% |
2,167.37 |
| ATR |
1,394.81 |
1,366.17 |
-28.64 |
-2.1% |
0.00 |
| Volume |
59,902 |
74,740 |
14,838 |
24.8% |
218,173 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,947.71 |
25,460.90 |
23,533.07 |
|
| R3 |
24,953.90 |
24,467.09 |
23,259.77 |
|
| R2 |
23,960.09 |
23,960.09 |
23,168.67 |
|
| R1 |
23,473.28 |
23,473.28 |
23,077.57 |
23,716.69 |
| PP |
22,966.28 |
22,966.28 |
22,966.28 |
23,087.98 |
| S1 |
22,479.47 |
22,479.47 |
22,895.37 |
22,722.88 |
| S2 |
21,972.47 |
21,972.47 |
22,804.27 |
|
| S3 |
20,978.66 |
21,485.66 |
22,713.17 |
|
| S4 |
19,984.85 |
20,491.85 |
22,439.87 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,853.79 |
28,587.50 |
24,178.52 |
|
| R3 |
27,686.42 |
26,420.13 |
23,582.50 |
|
| R2 |
25,519.05 |
25,519.05 |
23,383.82 |
|
| R1 |
24,252.76 |
24,252.76 |
23,185.15 |
23,802.22 |
| PP |
23,351.68 |
23,351.68 |
23,351.68 |
23,126.41 |
| S1 |
22,085.39 |
22,085.39 |
22,787.79 |
21,634.85 |
| S2 |
21,184.31 |
21,184.31 |
22,589.12 |
|
| S3 |
19,016.94 |
19,918.02 |
22,390.44 |
|
| S4 |
16,849.57 |
17,750.65 |
21,794.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,617.97 |
22,450.60 |
2,167.37 |
9.4% |
1,059.83 |
4.6% |
25% |
False |
False |
43,634 |
| 10 |
24,617.97 |
20,737.68 |
3,880.29 |
16.9% |
1,284.56 |
5.6% |
58% |
False |
False |
44,362 |
| 20 |
24,617.97 |
18,942.40 |
5,675.57 |
24.7% |
1,351.26 |
5.9% |
71% |
False |
False |
51,817 |
| 40 |
30,323.87 |
17,614.34 |
12,709.53 |
55.3% |
1,557.02 |
6.8% |
42% |
False |
False |
58,032 |
| 60 |
32,329.54 |
17,614.34 |
14,715.20 |
64.0% |
1,642.30 |
7.1% |
37% |
False |
False |
48,556 |
| 80 |
42,946.95 |
17,614.34 |
25,332.61 |
110.2% |
1,794.89 |
7.8% |
21% |
False |
False |
43,289 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
133.0% |
1,822.46 |
7.9% |
18% |
False |
False |
38,646 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
133.0% |
1,949.13 |
8.5% |
18% |
False |
False |
39,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,676.78 |
|
2.618 |
26,054.88 |
|
1.618 |
25,061.07 |
|
1.000 |
24,446.90 |
|
0.618 |
24,067.26 |
|
HIGH |
23,453.09 |
|
0.618 |
23,073.45 |
|
0.500 |
22,956.19 |
|
0.382 |
22,838.92 |
|
LOW |
22,459.28 |
|
0.618 |
21,845.11 |
|
1.000 |
21,465.47 |
|
1.618 |
20,851.30 |
|
2.618 |
19,857.49 |
|
4.250 |
18,235.59 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
22,976.38 |
23,027.11 |
| PP |
22,966.28 |
23,013.56 |
| S1 |
22,956.19 |
23,000.02 |
|