| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,876.2 |
1,888.0 |
11.8 |
0.6% |
1,808.0 |
| High |
1,890.7 |
1,897.1 |
6.4 |
0.3% |
1,890.7 |
| Low |
1,863.8 |
1,854.8 |
-9.0 |
-0.5% |
1,797.5 |
| Close |
1,885.3 |
1,885.4 |
0.1 |
0.0% |
1,885.3 |
| Range |
26.9 |
42.3 |
15.4 |
57.2% |
93.2 |
| ATR |
44.6 |
44.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
165,539 |
167,960 |
2,421 |
1.5% |
789,754 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.0 |
1,988.0 |
1,908.7 |
|
| R3 |
1,963.7 |
1,945.7 |
1,897.0 |
|
| R2 |
1,921.4 |
1,921.4 |
1,893.2 |
|
| R1 |
1,903.4 |
1,903.4 |
1,889.3 |
1,891.3 |
| PP |
1,879.1 |
1,879.1 |
1,879.1 |
1,873.0 |
| S1 |
1,861.1 |
1,861.1 |
1,881.5 |
1,849.0 |
| S2 |
1,836.8 |
1,836.8 |
1,877.6 |
|
| S3 |
1,794.5 |
1,818.8 |
1,873.8 |
|
| S4 |
1,752.2 |
1,776.5 |
1,862.1 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.4 |
2,104.6 |
1,936.6 |
|
| R3 |
2,044.2 |
2,011.4 |
1,910.9 |
|
| R2 |
1,951.0 |
1,951.0 |
1,902.4 |
|
| R1 |
1,918.2 |
1,918.2 |
1,893.8 |
1,934.6 |
| PP |
1,857.8 |
1,857.8 |
1,857.8 |
1,866.1 |
| S1 |
1,825.0 |
1,825.0 |
1,876.8 |
1,841.4 |
| S2 |
1,764.6 |
1,764.6 |
1,868.2 |
|
| S3 |
1,671.4 |
1,731.8 |
1,859.7 |
|
| S4 |
1,578.2 |
1,638.6 |
1,834.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,897.1 |
1,798.5 |
98.6 |
5.2% |
37.9 |
2.0% |
88% |
True |
False |
160,472 |
| 10 |
1,897.1 |
1,740.0 |
157.1 |
8.3% |
41.0 |
2.2% |
93% |
True |
False |
171,438 |
| 20 |
1,897.1 |
1,680.2 |
216.9 |
11.5% |
42.9 |
2.3% |
95% |
True |
False |
179,499 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
14.8% |
47.9 |
2.5% |
87% |
False |
False |
192,033 |
| 60 |
1,951.5 |
1,640.7 |
310.8 |
16.5% |
52.3 |
2.8% |
79% |
False |
False |
128,115 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
22.3% |
51.7 |
2.7% |
58% |
False |
False |
96,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,076.9 |
|
2.618 |
2,007.8 |
|
1.618 |
1,965.5 |
|
1.000 |
1,939.4 |
|
0.618 |
1,923.2 |
|
HIGH |
1,897.1 |
|
0.618 |
1,880.9 |
|
0.500 |
1,876.0 |
|
0.382 |
1,871.0 |
|
LOW |
1,854.8 |
|
0.618 |
1,828.7 |
|
1.000 |
1,812.5 |
|
1.618 |
1,786.4 |
|
2.618 |
1,744.1 |
|
4.250 |
1,675.0 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,882.3 |
1,878.2 |
| PP |
1,879.1 |
1,871.0 |
| S1 |
1,876.0 |
1,863.8 |
|