| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,754.0 |
1,763.9 |
9.9 |
0.6% |
1,726.3 |
| High |
1,765.7 |
1,772.5 |
6.8 |
0.4% |
1,765.7 |
| Low |
1,750.0 |
1,755.7 |
5.7 |
0.3% |
1,709.1 |
| Close |
1,762.9 |
1,769.0 |
6.1 |
0.3% |
1,762.9 |
| Range |
15.7 |
16.8 |
1.1 |
7.0% |
56.6 |
| ATR |
25.9 |
25.3 |
-0.7 |
-2.5% |
0.0 |
| Volume |
3,485 |
705 |
-2,780 |
-79.8% |
493,672 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,816.1 |
1,809.4 |
1,778.2 |
|
| R3 |
1,799.3 |
1,792.6 |
1,773.6 |
|
| R2 |
1,782.5 |
1,782.5 |
1,772.1 |
|
| R1 |
1,775.8 |
1,775.8 |
1,770.5 |
1,779.2 |
| PP |
1,765.7 |
1,765.7 |
1,765.7 |
1,767.4 |
| S1 |
1,759.0 |
1,759.0 |
1,767.5 |
1,762.4 |
| S2 |
1,748.9 |
1,748.9 |
1,765.9 |
|
| S3 |
1,732.1 |
1,742.2 |
1,764.4 |
|
| S4 |
1,715.3 |
1,725.4 |
1,759.8 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.7 |
1,895.9 |
1,794.0 |
|
| R3 |
1,859.1 |
1,839.3 |
1,778.5 |
|
| R2 |
1,802.5 |
1,802.5 |
1,773.3 |
|
| R1 |
1,782.7 |
1,782.7 |
1,768.1 |
1,792.6 |
| PP |
1,745.9 |
1,745.9 |
1,745.9 |
1,750.9 |
| S1 |
1,726.1 |
1,726.1 |
1,757.7 |
1,736.0 |
| S2 |
1,689.3 |
1,689.3 |
1,752.5 |
|
| S3 |
1,632.7 |
1,669.5 |
1,747.3 |
|
| S4 |
1,576.1 |
1,612.9 |
1,731.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,772.5 |
1,709.1 |
63.4 |
3.6% |
20.2 |
1.1% |
94% |
True |
False |
66,731 |
| 10 |
1,772.5 |
1,678.4 |
94.1 |
5.3% |
22.7 |
1.3% |
96% |
True |
False |
125,011 |
| 20 |
1,815.2 |
1,678.4 |
136.8 |
7.7% |
25.5 |
1.4% |
66% |
False |
False |
174,402 |
| 40 |
1,882.5 |
1,678.4 |
204.1 |
11.5% |
26.4 |
1.5% |
44% |
False |
False |
169,598 |
| 60 |
1,917.6 |
1,678.4 |
239.2 |
13.5% |
26.6 |
1.5% |
38% |
False |
False |
138,315 |
| 80 |
2,009.5 |
1,678.4 |
331.1 |
18.7% |
26.7 |
1.5% |
27% |
False |
False |
106,137 |
| 100 |
2,073.0 |
1,678.4 |
394.6 |
22.3% |
28.2 |
1.6% |
23% |
False |
False |
85,635 |
| 120 |
2,085.2 |
1,678.4 |
406.8 |
23.0% |
29.4 |
1.7% |
22% |
False |
False |
71,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,843.9 |
|
2.618 |
1,816.5 |
|
1.618 |
1,799.7 |
|
1.000 |
1,789.3 |
|
0.618 |
1,782.9 |
|
HIGH |
1,772.5 |
|
0.618 |
1,766.1 |
|
0.500 |
1,764.1 |
|
0.382 |
1,762.1 |
|
LOW |
1,755.7 |
|
0.618 |
1,745.3 |
|
1.000 |
1,738.9 |
|
1.618 |
1,728.5 |
|
2.618 |
1,711.7 |
|
4.250 |
1,684.3 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,767.4 |
1,763.4 |
| PP |
1,765.7 |
1,757.8 |
| S1 |
1,764.1 |
1,752.3 |
|