Trading Metrics calculated at close of trading on 08-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,747.0 |
3,724.0 |
-23.0 |
-0.6% |
3,709.0 |
High |
3,758.0 |
3,777.0 |
19.0 |
0.5% |
3,779.0 |
Low |
3,712.0 |
3,724.0 |
12.0 |
0.3% |
3,658.0 |
Close |
3,718.0 |
3,755.0 |
37.0 |
1.0% |
3,718.0 |
Range |
46.0 |
53.0 |
7.0 |
15.2% |
121.0 |
ATR |
69.7 |
68.9 |
-0.8 |
-1.1% |
0.0 |
Volume |
665,199 |
562,747 |
-102,452 |
-15.4% |
3,387,936 |
|
Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,911.0 |
3,886.0 |
3,784.2 |
|
R3 |
3,858.0 |
3,833.0 |
3,769.6 |
|
R2 |
3,805.0 |
3,805.0 |
3,764.7 |
|
R1 |
3,780.0 |
3,780.0 |
3,759.9 |
3,792.5 |
PP |
3,752.0 |
3,752.0 |
3,752.0 |
3,758.3 |
S1 |
3,727.0 |
3,727.0 |
3,750.1 |
3,739.5 |
S2 |
3,699.0 |
3,699.0 |
3,745.3 |
|
S3 |
3,646.0 |
3,674.0 |
3,740.4 |
|
S4 |
3,593.0 |
3,621.0 |
3,725.9 |
|
|
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 |
3.2% |
53.8 |
1.4% |
80% |
False |
False |
667,335 |
10 |
3,779.0 |
3,553.0 |
226.0 |
6.0% |
57.0 |
1.5% |
89% |
False |
False |
700,342 |
20 |
3,779.0 |
3,362.0 |
417.0 |
11.1% |
67.0 |
1.8% |
94% |
False |
False |
809,330 |
40 |
3,779.0 |
3,343.0 |
436.0 |
11.6% |
75.5 |
2.0% |
94% |
False |
False |
937,269 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
72.8 |
1.9% |
83% |
False |
False |
658,864 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.6% |
72.9 |
1.9% |
80% |
False |
False |
494,855 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.9% |
69.1 |
1.8% |
74% |
False |
False |
395,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,002.3 |
2.618 |
3,915.8 |
1.618 |
3,862.8 |
1.000 |
3,830.0 |
0.618 |
3,809.8 |
HIGH |
3,777.0 |
0.618 |
3,756.8 |
0.500 |
3,750.5 |
0.382 |
3,744.2 |
LOW |
3,724.0 |
0.618 |
3,691.2 |
1.000 |
3,671.0 |
1.618 |
3,638.2 |
2.618 |
3,585.2 |
4.250 |
3,498.8 |
|
|
Fisher Pivots for day following 08-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,753.5 |
3,751.8 |
PP |
3,752.0 |
3,748.7 |
S1 |
3,750.5 |
3,745.5 |
|