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 |
1,756.7 |
1,769.4 |
12.7 |
0.7% |
1,726.3 |
High |
1,770.5 |
1,792.1 |
21.6 |
1.2% |
1,765.7 |
Low |
1,753.0 |
1,767.7 |
14.7 |
0.8% |
1,709.1 |
Close |
1,758.0 |
1,788.5 |
30.5 |
1.7% |
1,762.9 |
Range |
17.5 |
24.4 |
6.9 |
39.4% |
56.6 |
ATR |
24.9 |
25.6 |
0.7 |
2.6% |
0.0 |
Volume |
399 |
285 |
-114 |
-28.6% |
493,672 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.0 |
1,846.6 |
1,801.9 |
|
R3 |
1,831.6 |
1,822.2 |
1,795.2 |
|
R2 |
1,807.2 |
1,807.2 |
1,793.0 |
|
R1 |
1,797.8 |
1,797.8 |
1,790.7 |
1,802.5 |
PP |
1,782.8 |
1,782.8 |
1,782.8 |
1,785.1 |
S1 |
1,773.4 |
1,773.4 |
1,786.3 |
1,778.1 |
S2 |
1,758.4 |
1,758.4 |
1,784.0 |
|
S3 |
1,734.0 |
1,749.0 |
1,781.8 |
|
S4 |
1,709.6 |
1,724.6 |
1,775.1 |
|
|
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 |
1,792.1 |
1,750.0 |
42.1 |
2.4% |
20.5 |
1.1% |
91% |
True |
False |
1,190 |
10 |
1,792.1 |
1,709.1 |
83.0 |
4.6% |
21.9 |
1.2% |
96% |
True |
False |
69,676 |
20 |
1,792.1 |
1,678.4 |
113.7 |
6.4% |
23.6 |
1.3% |
97% |
True |
False |
138,467 |
40 |
1,882.5 |
1,678.4 |
204.1 |
11.4% |
26.4 |
1.5% |
54% |
False |
False |
161,198 |
60 |
1,882.5 |
1,678.4 |
204.1 |
11.4% |
26.1 |
1.5% |
54% |
False |
False |
135,794 |
80 |
2,009.5 |
1,678.4 |
331.1 |
18.5% |
26.8 |
1.5% |
33% |
False |
False |
105,939 |
100 |
2,009.5 |
1,678.4 |
331.1 |
18.5% |
27.2 |
1.5% |
33% |
False |
False |
85,538 |
120 |
2,085.2 |
1,678.4 |
406.8 |
22.7% |
29.6 |
1.7% |
27% |
False |
False |
71,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.8 |
2.618 |
1,856.0 |
1.618 |
1,831.6 |
1.000 |
1,816.5 |
0.618 |
1,807.2 |
HIGH |
1,792.1 |
0.618 |
1,782.8 |
0.500 |
1,779.9 |
0.382 |
1,777.0 |
LOW |
1,767.7 |
0.618 |
1,752.6 |
1.000 |
1,743.3 |
1.618 |
1,728.2 |
2.618 |
1,703.8 |
4.250 |
1,664.0 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,785.6 |
1,783.2 |
PP |
1,782.8 |
1,777.9 |
S1 |
1,779.9 |
1,772.6 |
|