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 |
3,667.0 |
3,737.0 |
70.0 |
1.9% |
3,576.0 |
High |
3,742.0 |
3,779.0 |
37.0 |
1.0% |
3,727.0 |
Low |
3,662.0 |
3,730.0 |
68.0 |
1.9% |
3,553.0 |
Close |
3,729.0 |
3,747.0 |
18.0 |
0.5% |
3,702.0 |
Range |
80.0 |
49.0 |
-31.0 |
-38.8% |
174.0 |
ATR |
73.2 |
71.5 |
-1.7 |
-2.3% |
0.0 |
Volume |
624,703 |
800,023 |
175,320 |
28.1% |
3,713,217 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,899.0 |
3,872.0 |
3,774.0 |
|
R3 |
3,850.0 |
3,823.0 |
3,760.5 |
|
R2 |
3,801.0 |
3,801.0 |
3,756.0 |
|
R1 |
3,774.0 |
3,774.0 |
3,751.5 |
3,787.5 |
PP |
3,752.0 |
3,752.0 |
3,752.0 |
3,758.8 |
S1 |
3,725.0 |
3,725.0 |
3,742.5 |
3,738.5 |
S2 |
3,703.0 |
3,703.0 |
3,738.0 |
|
S3 |
3,654.0 |
3,676.0 |
3,733.5 |
|
S4 |
3,605.0 |
3,627.0 |
3,720.1 |
|
|
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 |
3,779.0 |
3,658.0 |
121.0 |
3.2% |
55.8 |
1.5% |
74% |
True |
False |
727,791 |
10 |
3,779.0 |
3,553.0 |
226.0 |
6.0% |
58.5 |
1.6% |
86% |
True |
False |
722,590 |
20 |
3,779.0 |
3,362.0 |
417.0 |
11.1% |
68.0 |
1.8% |
92% |
True |
False |
821,701 |
40 |
3,779.0 |
3,343.0 |
436.0 |
11.6% |
78.5 |
2.1% |
93% |
True |
False |
935,750 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.3% |
74.0 |
2.0% |
81% |
False |
False |
638,592 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.7% |
73.4 |
2.0% |
79% |
False |
False |
479,508 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.9% |
68.6 |
1.8% |
72% |
False |
False |
383,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,987.3 |
2.618 |
3,907.3 |
1.618 |
3,858.3 |
1.000 |
3,828.0 |
0.618 |
3,809.3 |
HIGH |
3,779.0 |
0.618 |
3,760.3 |
0.500 |
3,754.5 |
0.382 |
3,748.7 |
LOW |
3,730.0 |
0.618 |
3,699.7 |
1.000 |
3,681.0 |
1.618 |
3,650.7 |
2.618 |
3,601.7 |
4.250 |
3,521.8 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,754.5 |
3,737.5 |
PP |
3,752.0 |
3,728.0 |
S1 |
3,749.5 |
3,718.5 |
|