| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,733.0320 |
1,623.9270 |
-109.1050 |
-6.3% |
1,524.9930 |
| High |
1,764.8990 |
1,676.4090 |
-88.4900 |
-5.0% |
1,781.4440 |
| Low |
1,615.0860 |
1,564.1460 |
-50.9400 |
-3.2% |
1,359.1790 |
| Close |
1,623.9320 |
1,651.7050 |
27.7730 |
1.7% |
1,732.8260 |
| Range |
149.8130 |
112.2630 |
-37.5500 |
-25.1% |
422.2650 |
| ATR |
149.4821 |
146.8236 |
-2.6585 |
-1.8% |
0.0000 |
| Volume |
5,715 |
682,051 |
676,336 |
11,834.4% |
3,880,256 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.5423 |
1,921.8867 |
1,713.4497 |
|
| R3 |
1,855.2793 |
1,809.6237 |
1,682.5773 |
|
| R2 |
1,743.0163 |
1,743.0163 |
1,672.2866 |
|
| R1 |
1,697.3607 |
1,697.3607 |
1,661.9958 |
1,720.1885 |
| PP |
1,630.7533 |
1,630.7533 |
1,630.7533 |
1,642.1673 |
| S1 |
1,585.0977 |
1,585.0977 |
1,641.4142 |
1,607.9255 |
| S2 |
1,518.4903 |
1,518.4903 |
1,631.1235 |
|
| S3 |
1,406.2273 |
1,472.8347 |
1,620.8327 |
|
| S4 |
1,293.9643 |
1,360.5717 |
1,589.9604 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.2780 |
2,734.3170 |
1,965.0718 |
|
| R3 |
2,469.0130 |
2,312.0520 |
1,848.9489 |
|
| R2 |
2,046.7480 |
2,046.7480 |
1,810.2413 |
|
| R1 |
1,889.7870 |
1,889.7870 |
1,771.5336 |
1,968.2675 |
| PP |
1,624.4830 |
1,624.4830 |
1,624.4830 |
1,663.7233 |
| S1 |
1,467.5220 |
1,467.5220 |
1,694.1184 |
1,546.0025 |
| S2 |
1,202.2180 |
1,202.2180 |
1,655.4108 |
|
| S3 |
779.9530 |
1,045.2570 |
1,616.7031 |
|
| S4 |
357.6880 |
622.9920 |
1,500.5803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,781.4440 |
1,368.0630 |
413.3810 |
25.0% |
160.2186 |
9.7% |
69% |
False |
False |
744,643 |
| 10 |
1,781.4440 |
1,359.1790 |
422.2650 |
25.6% |
155.7946 |
9.4% |
69% |
False |
False |
741,610 |
| 20 |
1,781.4440 |
1,011.7730 |
769.6710 |
46.6% |
141.2101 |
8.5% |
83% |
False |
False |
748,924 |
| 40 |
1,874.0100 |
883.1590 |
990.8510 |
60.0% |
141.2492 |
8.6% |
78% |
False |
False |
737,783 |
| 60 |
2,706.2750 |
883.1590 |
1,823.1160 |
110.4% |
159.9794 |
9.7% |
42% |
False |
False |
667,109 |
| 80 |
3,311.4080 |
883.1590 |
2,428.2490 |
147.0% |
161.6559 |
9.8% |
32% |
False |
False |
558,542 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
163.3% |
162.9920 |
9.9% |
28% |
False |
False |
508,707 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
163.3% |
170.7528 |
10.3% |
28% |
False |
False |
494,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.5268 |
|
2.618 |
1,970.3135 |
|
1.618 |
1,858.0505 |
|
1.000 |
1,788.6720 |
|
0.618 |
1,745.7875 |
|
HIGH |
1,676.4090 |
|
0.618 |
1,633.5245 |
|
0.500 |
1,620.2775 |
|
0.382 |
1,607.0305 |
|
LOW |
1,564.1460 |
|
0.618 |
1,494.7675 |
|
1.000 |
1,451.8830 |
|
1.618 |
1,382.5045 |
|
2.618 |
1,270.2415 |
|
4.250 |
1,087.0283 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,641.2292 |
1,666.2845 |
| PP |
1,630.7533 |
1,661.4247 |
| S1 |
1,620.2775 |
1,656.5648 |
|