Trading Metrics calculated at close of trading on 05-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,737.0 |
3,747.0 |
10.0 |
0.3% |
3,709.0 |
High |
3,779.0 |
3,758.0 |
-21.0 |
-0.6% |
3,779.0 |
Low |
3,730.0 |
3,712.0 |
-18.0 |
-0.5% |
3,658.0 |
Close |
3,747.0 |
3,718.0 |
-29.0 |
-0.8% |
3,718.0 |
Range |
49.0 |
46.0 |
-3.0 |
-6.1% |
121.0 |
ATR |
71.5 |
69.7 |
-1.8 |
-2.5% |
0.0 |
Volume |
800,023 |
665,199 |
-134,824 |
-16.9% |
3,387,936 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,867.3 |
3,838.7 |
3,743.3 |
|
R3 |
3,821.3 |
3,792.7 |
3,730.7 |
|
R2 |
3,775.3 |
3,775.3 |
3,726.4 |
|
R1 |
3,746.7 |
3,746.7 |
3,722.2 |
3,738.0 |
PP |
3,729.3 |
3,729.3 |
3,729.3 |
3,725.0 |
S1 |
3,700.7 |
3,700.7 |
3,713.8 |
3,692.0 |
S2 |
3,683.3 |
3,683.3 |
3,709.6 |
|
S3 |
3,637.3 |
3,654.7 |
3,705.4 |
|
S4 |
3,591.3 |
3,608.7 |
3,692.7 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,081.3 |
4,020.7 |
3,784.6 |
|
R3 |
3,960.3 |
3,899.7 |
3,751.3 |
|
R2 |
3,839.3 |
3,839.3 |
3,740.2 |
|
R1 |
3,778.7 |
3,778.7 |
3,729.1 |
3,809.0 |
PP |
3,718.3 |
3,718.3 |
3,718.3 |
3,733.5 |
S1 |
3,657.7 |
3,657.7 |
3,706.9 |
3,688.0 |
S2 |
3,597.3 |
3,597.3 |
3,695.8 |
|
S3 |
3,476.3 |
3,536.7 |
3,684.7 |
|
S4 |
3,355.3 |
3,415.7 |
3,651.5 |
|
|
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 |
3.3% |
51.2 |
1.4% |
50% |
False |
False |
677,587 |
10 |
3,779.0 |
3,553.0 |
226.0 |
6.1% |
57.1 |
1.5% |
73% |
False |
False |
710,115 |
20 |
3,779.0 |
3,362.0 |
417.0 |
11.2% |
67.3 |
1.8% |
85% |
False |
False |
814,328 |
40 |
3,779.0 |
3,343.0 |
436.0 |
11.7% |
77.1 |
2.1% |
86% |
False |
False |
937,613 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.4% |
73.2 |
2.0% |
75% |
False |
False |
649,677 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.8% |
73.3 |
2.0% |
73% |
False |
False |
487,823 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.0% |
68.6 |
1.8% |
67% |
False |
False |
390,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,953.5 |
2.618 |
3,878.4 |
1.618 |
3,832.4 |
1.000 |
3,804.0 |
0.618 |
3,786.4 |
HIGH |
3,758.0 |
0.618 |
3,740.4 |
0.500 |
3,735.0 |
0.382 |
3,729.6 |
LOW |
3,712.0 |
0.618 |
3,683.6 |
1.000 |
3,666.0 |
1.618 |
3,637.6 |
2.618 |
3,591.6 |
4.250 |
3,516.5 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,735.0 |
3,720.5 |
PP |
3,729.3 |
3,719.7 |
S1 |
3,723.7 |
3,718.8 |
|