| 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 |
1,908.3 |
1,921.8 |
13.5 |
0.7% |
1,888.0 |
| High |
1,923.3 |
1,959.8 |
36.5 |
1.9% |
1,923.3 |
| Low |
1,884.7 |
1,914.3 |
29.6 |
1.6% |
1,854.8 |
| Close |
1,921.8 |
1,941.1 |
19.3 |
1.0% |
1,921.8 |
| Range |
38.6 |
45.5 |
6.9 |
17.9% |
68.5 |
| ATR |
41.5 |
41.8 |
0.3 |
0.7% |
0.0 |
| Volume |
194,251 |
161,409 |
-32,842 |
-16.9% |
919,325 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.9 |
2,053.5 |
1,966.1 |
|
| R3 |
2,029.4 |
2,008.0 |
1,953.6 |
|
| R2 |
1,983.9 |
1,983.9 |
1,949.4 |
|
| R1 |
1,962.5 |
1,962.5 |
1,945.3 |
1,973.2 |
| PP |
1,938.4 |
1,938.4 |
1,938.4 |
1,943.8 |
| S1 |
1,917.0 |
1,917.0 |
1,936.9 |
1,927.7 |
| S2 |
1,892.9 |
1,892.9 |
1,932.8 |
|
| S3 |
1,847.4 |
1,871.5 |
1,928.6 |
|
| S4 |
1,801.9 |
1,826.0 |
1,916.1 |
|
|
| 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 |
1,959.8 |
1,867.5 |
92.3 |
4.8% |
35.7 |
1.8% |
80% |
True |
False |
182,554 |
| 10 |
1,959.8 |
1,798.5 |
161.3 |
8.3% |
36.8 |
1.9% |
88% |
True |
False |
171,513 |
| 20 |
1,959.8 |
1,682.3 |
277.5 |
14.3% |
40.4 |
2.1% |
93% |
True |
False |
180,385 |
| 40 |
1,959.8 |
1,640.7 |
319.1 |
16.4% |
47.2 |
2.4% |
94% |
True |
False |
212,323 |
| 60 |
1,959.8 |
1,640.7 |
319.1 |
16.4% |
48.9 |
2.5% |
94% |
True |
False |
143,310 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
21.7% |
51.3 |
2.6% |
71% |
False |
False |
107,512 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
25.6% |
49.5 |
2.6% |
60% |
False |
False |
86,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.2 |
|
2.618 |
2,078.9 |
|
1.618 |
2,033.4 |
|
1.000 |
2,005.3 |
|
0.618 |
1,987.9 |
|
HIGH |
1,959.8 |
|
0.618 |
1,942.4 |
|
0.500 |
1,937.1 |
|
0.382 |
1,931.7 |
|
LOW |
1,914.3 |
|
0.618 |
1,886.2 |
|
1.000 |
1,868.8 |
|
1.618 |
1,840.7 |
|
2.618 |
1,795.2 |
|
4.250 |
1,720.9 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,939.8 |
1,934.8 |
| PP |
1,938.4 |
1,928.5 |
| S1 |
1,937.1 |
1,922.3 |
|