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 |
3,709.0 |
3,693.0 |
-16.0 |
-0.4% |
3,576.0 |
High |
3,726.0 |
3,699.0 |
-27.0 |
-0.7% |
3,727.0 |
Low |
3,686.0 |
3,658.0 |
-28.0 |
-0.8% |
3,553.0 |
Close |
3,706.0 |
3,685.0 |
-21.0 |
-0.6% |
3,702.0 |
Range |
40.0 |
41.0 |
1.0 |
2.5% |
174.0 |
ATR |
74.5 |
72.6 |
-1.9 |
-2.5% |
0.0 |
Volume |
614,005 |
684,006 |
70,001 |
11.4% |
3,713,217 |
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,803.7 |
3,785.3 |
3,707.6 |
|
R3 |
3,762.7 |
3,744.3 |
3,696.3 |
|
R2 |
3,721.7 |
3,721.7 |
3,692.5 |
|
R1 |
3,703.3 |
3,703.3 |
3,688.8 |
3,692.0 |
PP |
3,680.7 |
3,680.7 |
3,680.7 |
3,675.0 |
S1 |
3,662.3 |
3,662.3 |
3,681.2 |
3,651.0 |
S2 |
3,639.7 |
3,639.7 |
3,677.5 |
|
S3 |
3,598.7 |
3,621.3 |
3,673.7 |
|
S4 |
3,557.7 |
3,580.3 |
3,662.5 |
|
|
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 |
3,572.0 |
155.0 |
4.2% |
58.8 |
1.6% |
73% |
False |
False |
725,728 |
10 |
3,727.0 |
3,539.0 |
188.0 |
5.1% |
59.0 |
1.6% |
78% |
False |
False |
779,796 |
20 |
3,727.0 |
3,362.0 |
365.0 |
9.9% |
68.5 |
1.9% |
88% |
False |
False |
842,704 |
40 |
3,811.0 |
3,343.0 |
468.0 |
12.7% |
78.0 |
2.1% |
73% |
False |
False |
912,637 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.5% |
75.2 |
2.0% |
69% |
False |
False |
614,933 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.9% |
73.0 |
2.0% |
67% |
False |
False |
461,700 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.2% |
67.4 |
1.8% |
61% |
False |
False |
369,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,873.3 |
2.618 |
3,806.3 |
1.618 |
3,765.3 |
1.000 |
3,740.0 |
0.618 |
3,724.3 |
HIGH |
3,699.0 |
0.618 |
3,683.3 |
0.500 |
3,678.5 |
0.382 |
3,673.7 |
LOW |
3,658.0 |
0.618 |
3,632.7 |
1.000 |
3,617.0 |
1.618 |
3,591.7 |
2.618 |
3,550.7 |
4.250 |
3,483.8 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,682.8 |
3,692.5 |
PP |
3,680.7 |
3,690.0 |
S1 |
3,678.5 |
3,687.5 |
|