| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,651.5570 |
1,642.7480 |
-8.8090 |
-0.5% |
1,524.9930 |
| High |
1,681.4830 |
1,662.7080 |
-18.7750 |
-1.1% |
1,781.4440 |
| Low |
1,591.8320 |
1,581.7250 |
-10.1070 |
-0.6% |
1,359.1790 |
| Close |
1,642.7480 |
1,592.0660 |
-50.6820 |
-3.1% |
1,732.8260 |
| Range |
89.6510 |
80.9830 |
-8.6680 |
-9.7% |
422.2650 |
| ATR |
142.7398 |
138.3286 |
-4.4112 |
-3.1% |
0.0000 |
| Volume |
629,178 |
669,140 |
39,962 |
6.4% |
3,880,256 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.1153 |
1,804.5737 |
1,636.6067 |
|
| R3 |
1,774.1323 |
1,723.5907 |
1,614.3363 |
|
| R2 |
1,693.1493 |
1,693.1493 |
1,606.9129 |
|
| R1 |
1,642.6077 |
1,642.6077 |
1,599.4894 |
1,627.3870 |
| PP |
1,612.1663 |
1,612.1663 |
1,612.1663 |
1,604.5560 |
| S1 |
1,561.6247 |
1,561.6247 |
1,584.6426 |
1,546.4040 |
| S2 |
1,531.1833 |
1,531.1833 |
1,577.2191 |
|
| S3 |
1,450.2003 |
1,480.6417 |
1,569.7957 |
|
| S4 |
1,369.2173 |
1,399.6587 |
1,547.5254 |
|
|
| 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 |
1,768.4230 |
1,564.1460 |
204.2770 |
12.8% |
108.6240 |
6.8% |
14% |
False |
False |
580,242 |
| 10 |
1,781.4440 |
1,359.1790 |
422.2650 |
26.5% |
146.4107 |
9.2% |
55% |
False |
False |
668,149 |
| 20 |
1,781.4440 |
1,011.7730 |
769.6710 |
48.3% |
142.0472 |
8.9% |
75% |
False |
False |
739,148 |
| 40 |
1,831.3080 |
883.1590 |
948.1490 |
59.6% |
139.7985 |
8.8% |
75% |
False |
False |
744,368 |
| 60 |
2,447.9500 |
883.1590 |
1,564.7910 |
98.3% |
150.6699 |
9.5% |
45% |
False |
False |
670,481 |
| 80 |
3,176.1690 |
883.1590 |
2,293.0100 |
144.0% |
158.2177 |
9.9% |
31% |
False |
False |
570,646 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
169.4% |
162.0856 |
10.2% |
26% |
False |
False |
517,753 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
169.4% |
168.6976 |
10.6% |
26% |
False |
False |
495,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,006.8858 |
|
2.618 |
1,874.7215 |
|
1.618 |
1,793.7385 |
|
1.000 |
1,743.6910 |
|
0.618 |
1,712.7555 |
|
HIGH |
1,662.7080 |
|
0.618 |
1,631.7725 |
|
0.500 |
1,622.2165 |
|
0.382 |
1,612.6605 |
|
LOW |
1,581.7250 |
|
0.618 |
1,531.6775 |
|
1.000 |
1,500.7420 |
|
1.618 |
1,450.6945 |
|
2.618 |
1,369.7115 |
|
4.250 |
1,237.5473 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,622.2165 |
1,622.8145 |
| PP |
1,612.1663 |
1,612.5650 |
| S1 |
1,602.1162 |
1,602.3155 |
|