Trading Metrics calculated at close of trading on 03-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,693.0 |
3,667.0 |
-26.0 |
-0.7% |
3,576.0 |
High |
3,699.0 |
3,742.0 |
43.0 |
1.2% |
3,727.0 |
Low |
3,658.0 |
3,662.0 |
4.0 |
0.1% |
3,553.0 |
Close |
3,685.0 |
3,729.0 |
44.0 |
1.2% |
3,702.0 |
Range |
41.0 |
80.0 |
39.0 |
95.1% |
174.0 |
ATR |
72.6 |
73.2 |
0.5 |
0.7% |
0.0 |
Volume |
684,006 |
624,703 |
-59,303 |
-8.7% |
3,713,217 |
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,951.0 |
3,920.0 |
3,773.0 |
|
R3 |
3,871.0 |
3,840.0 |
3,751.0 |
|
R2 |
3,791.0 |
3,791.0 |
3,743.7 |
|
R1 |
3,760.0 |
3,760.0 |
3,736.3 |
3,775.5 |
PP |
3,711.0 |
3,711.0 |
3,711.0 |
3,718.8 |
S1 |
3,680.0 |
3,680.0 |
3,721.7 |
3,695.5 |
S2 |
3,631.0 |
3,631.0 |
3,714.3 |
|
S3 |
3,551.0 |
3,600.0 |
3,707.0 |
|
S4 |
3,471.0 |
3,520.0 |
3,685.0 |
|
|
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 |
3,742.0 |
3,589.0 |
153.0 |
4.1% |
62.6 |
1.7% |
92% |
True |
False |
715,663 |
10 |
3,742.0 |
3,547.0 |
195.0 |
5.2% |
59.6 |
1.6% |
93% |
True |
False |
737,728 |
20 |
3,742.0 |
3,362.0 |
380.0 |
10.2% |
69.2 |
1.9% |
97% |
True |
False |
824,726 |
40 |
3,811.0 |
3,343.0 |
468.0 |
12.6% |
78.9 |
2.1% |
82% |
False |
False |
922,549 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.3% |
75.0 |
2.0% |
78% |
False |
False |
625,342 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.7% |
73.0 |
2.0% |
75% |
False |
False |
469,508 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.0% |
68.1 |
1.8% |
69% |
False |
False |
375,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,082.0 |
2.618 |
3,951.4 |
1.618 |
3,871.4 |
1.000 |
3,822.0 |
0.618 |
3,791.4 |
HIGH |
3,742.0 |
0.618 |
3,711.4 |
0.500 |
3,702.0 |
0.382 |
3,692.6 |
LOW |
3,662.0 |
0.618 |
3,612.6 |
1.000 |
3,582.0 |
1.618 |
3,532.6 |
2.618 |
3,452.6 |
4.250 |
3,322.0 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,720.0 |
3,719.3 |
PP |
3,711.0 |
3,709.7 |
S1 |
3,702.0 |
3,700.0 |
|