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 |
3,675.0 |
3,709.0 |
34.0 |
0.9% |
3,576.0 |
High |
3,727.0 |
3,726.0 |
-1.0 |
0.0% |
3,727.0 |
Low |
3,658.0 |
3,686.0 |
28.0 |
0.8% |
3,553.0 |
Close |
3,702.0 |
3,706.0 |
4.0 |
0.1% |
3,702.0 |
Range |
69.0 |
40.0 |
-29.0 |
-42.0% |
174.0 |
ATR |
77.2 |
74.5 |
-2.7 |
-3.4% |
0.0 |
Volume |
916,219 |
614,005 |
-302,214 |
-33.0% |
3,713,217 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,826.0 |
3,806.0 |
3,728.0 |
|
R3 |
3,786.0 |
3,766.0 |
3,717.0 |
|
R2 |
3,746.0 |
3,746.0 |
3,713.3 |
|
R1 |
3,726.0 |
3,726.0 |
3,709.7 |
3,716.0 |
PP |
3,706.0 |
3,706.0 |
3,706.0 |
3,701.0 |
S1 |
3,686.0 |
3,686.0 |
3,702.3 |
3,676.0 |
S2 |
3,666.0 |
3,666.0 |
3,698.7 |
|
S3 |
3,626.0 |
3,646.0 |
3,695.0 |
|
S4 |
3,586.0 |
3,606.0 |
3,684.0 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,182.7 |
4,116.3 |
3,797.7 |
|
R3 |
4,008.7 |
3,942.3 |
3,749.9 |
|
R2 |
3,834.7 |
3,834.7 |
3,733.9 |
|
R1 |
3,768.3 |
3,768.3 |
3,718.0 |
3,801.5 |
PP |
3,660.7 |
3,660.7 |
3,660.7 |
3,677.3 |
S1 |
3,594.3 |
3,594.3 |
3,686.1 |
3,627.5 |
S2 |
3,486.7 |
3,486.7 |
3,670.1 |
|
S3 |
3,312.7 |
3,420.3 |
3,654.2 |
|
S4 |
3,138.7 |
3,246.3 |
3,606.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,727.0 |
3,553.0 |
174.0 |
4.7% |
60.2 |
1.6% |
88% |
False |
False |
733,348 |
10 |
3,727.0 |
3,467.0 |
260.0 |
7.0% |
67.7 |
1.8% |
92% |
False |
False |
823,713 |
20 |
3,727.0 |
3,343.0 |
384.0 |
10.4% |
73.5 |
2.0% |
95% |
False |
False |
867,734 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.4% |
78.6 |
2.1% |
73% |
False |
False |
898,749 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.4% |
75.5 |
2.0% |
73% |
False |
False |
603,534 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.8% |
73.4 |
2.0% |
71% |
False |
False |
453,151 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.1% |
67.6 |
1.8% |
65% |
False |
False |
362,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,896.0 |
2.618 |
3,830.7 |
1.618 |
3,790.7 |
1.000 |
3,766.0 |
0.618 |
3,750.7 |
HIGH |
3,726.0 |
0.618 |
3,710.7 |
0.500 |
3,706.0 |
0.382 |
3,701.3 |
LOW |
3,686.0 |
0.618 |
3,661.3 |
1.000 |
3,646.0 |
1.618 |
3,621.3 |
2.618 |
3,581.3 |
4.250 |
3,516.0 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,706.0 |
3,690.0 |
PP |
3,706.0 |
3,674.0 |
S1 |
3,706.0 |
3,658.0 |
|