| 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 |
1,883.4 |
1,886.0 |
2.6 |
0.1% |
1,808.0 |
| High |
1,903.5 |
1,915.2 |
11.7 |
0.6% |
1,890.7 |
| Low |
1,867.5 |
1,879.8 |
12.3 |
0.7% |
1,797.5 |
| Close |
1,883.0 |
1,910.7 |
27.7 |
1.5% |
1,885.3 |
| Range |
36.0 |
35.4 |
-0.6 |
-1.7% |
93.2 |
| ATR |
43.8 |
43.2 |
-0.6 |
-1.4% |
0.0 |
| Volume |
196,250 |
199,364 |
3,114 |
1.6% |
789,754 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.1 |
1,994.8 |
1,930.2 |
|
| R3 |
1,972.7 |
1,959.4 |
1,920.4 |
|
| R2 |
1,937.3 |
1,937.3 |
1,917.2 |
|
| R1 |
1,924.0 |
1,924.0 |
1,913.9 |
1,930.7 |
| PP |
1,901.9 |
1,901.9 |
1,901.9 |
1,905.2 |
| S1 |
1,888.6 |
1,888.6 |
1,907.5 |
1,895.3 |
| S2 |
1,866.5 |
1,866.5 |
1,904.2 |
|
| S3 |
1,831.1 |
1,853.2 |
1,901.0 |
|
| S4 |
1,795.7 |
1,817.8 |
1,891.2 |
|
|
| 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 |
1,915.2 |
1,830.5 |
84.7 |
4.4% |
38.2 |
2.0% |
95% |
True |
False |
178,329 |
| 10 |
1,915.2 |
1,793.1 |
122.1 |
6.4% |
37.7 |
2.0% |
96% |
True |
False |
172,597 |
| 20 |
1,915.2 |
1,682.3 |
232.9 |
12.2% |
41.4 |
2.2% |
98% |
True |
False |
179,845 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
14.6% |
48.1 |
2.5% |
97% |
False |
False |
201,712 |
| 60 |
1,920.4 |
1,640.7 |
279.7 |
14.6% |
50.8 |
2.7% |
97% |
False |
False |
134,702 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
22.0% |
51.4 |
2.7% |
64% |
False |
False |
101,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.7 |
|
2.618 |
2,007.9 |
|
1.618 |
1,972.5 |
|
1.000 |
1,950.6 |
|
0.618 |
1,937.1 |
|
HIGH |
1,915.2 |
|
0.618 |
1,901.7 |
|
0.500 |
1,897.5 |
|
0.382 |
1,893.3 |
|
LOW |
1,879.8 |
|
0.618 |
1,857.9 |
|
1.000 |
1,844.4 |
|
1.618 |
1,822.5 |
|
2.618 |
1,787.1 |
|
4.250 |
1,729.4 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.3 |
1,902.1 |
| PP |
1,901.9 |
1,893.6 |
| S1 |
1,897.5 |
1,885.0 |
|