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 |
1,909.0 |
1,908.3 |
-0.7 |
0.0% |
1,888.0 |
High |
1,920.7 |
1,923.3 |
2.6 |
0.1% |
1,923.3 |
Low |
1,897.5 |
1,884.7 |
-12.8 |
-0.7% |
1,854.8 |
Close |
1,907.8 |
1,921.8 |
14.0 |
0.7% |
1,921.8 |
Range |
23.2 |
38.6 |
15.4 |
66.4% |
68.5 |
ATR |
41.8 |
41.5 |
-0.2 |
-0.5% |
0.0 |
Volume |
161,500 |
194,251 |
32,751 |
20.3% |
919,325 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.7 |
2,012.4 |
1,943.0 |
|
R3 |
1,987.1 |
1,973.8 |
1,932.4 |
|
R2 |
1,948.5 |
1,948.5 |
1,928.9 |
|
R1 |
1,935.2 |
1,935.2 |
1,925.3 |
1,941.9 |
PP |
1,909.9 |
1,909.9 |
1,909.9 |
1,913.3 |
S1 |
1,896.6 |
1,896.6 |
1,918.3 |
1,903.3 |
S2 |
1,871.3 |
1,871.3 |
1,914.7 |
|
S3 |
1,832.7 |
1,858.0 |
1,911.2 |
|
S4 |
1,794.1 |
1,819.4 |
1,900.6 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,105.5 |
2,082.1 |
1,959.5 |
|
R3 |
2,037.0 |
2,013.6 |
1,940.6 |
|
R2 |
1,968.5 |
1,968.5 |
1,934.4 |
|
R1 |
1,945.1 |
1,945.1 |
1,928.1 |
1,956.8 |
PP |
1,900.0 |
1,900.0 |
1,900.0 |
1,905.8 |
S1 |
1,876.6 |
1,876.6 |
1,915.5 |
1,888.3 |
S2 |
1,831.5 |
1,831.5 |
1,909.2 |
|
S3 |
1,763.0 |
1,808.1 |
1,903.0 |
|
S4 |
1,694.5 |
1,739.6 |
1,884.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.3 |
1,854.8 |
68.5 |
3.6% |
35.1 |
1.8% |
98% |
True |
False |
183,865 |
10 |
1,923.3 |
1,797.5 |
125.8 |
6.5% |
34.8 |
1.8% |
99% |
True |
False |
170,907 |
20 |
1,923.3 |
1,682.3 |
241.0 |
12.5% |
40.2 |
2.1% |
99% |
True |
False |
181,153 |
40 |
1,923.3 |
1,640.7 |
282.6 |
14.7% |
47.4 |
2.5% |
99% |
True |
False |
209,926 |
60 |
1,923.3 |
1,640.7 |
282.6 |
14.7% |
49.4 |
2.6% |
99% |
True |
False |
140,625 |
80 |
2,062.0 |
1,640.7 |
421.3 |
21.9% |
51.5 |
2.7% |
67% |
False |
False |
105,496 |
100 |
2,137.9 |
1,640.7 |
497.2 |
25.9% |
49.5 |
2.6% |
57% |
False |
False |
84,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,087.4 |
2.618 |
2,024.4 |
1.618 |
1,985.8 |
1.000 |
1,961.9 |
0.618 |
1,947.2 |
HIGH |
1,923.3 |
0.618 |
1,908.6 |
0.500 |
1,904.0 |
0.382 |
1,899.4 |
LOW |
1,884.7 |
0.618 |
1,860.8 |
1.000 |
1,846.1 |
1.618 |
1,822.2 |
2.618 |
1,783.6 |
4.250 |
1,720.7 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,915.9 |
1,915.1 |
PP |
1,909.9 |
1,908.3 |
S1 |
1,904.0 |
1,901.6 |
|