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 |
12,920.25 |
12,981.00 |
60.75 |
0.5% |
12,444.50 |
High |
13,012.00 |
13,108.75 |
96.75 |
0.7% |
13,012.00 |
Low |
12,744.25 |
12,851.75 |
107.50 |
0.8% |
12,072.00 |
Close |
12,971.50 |
12,962.50 |
-9.00 |
-0.1% |
12,971.50 |
Range |
267.75 |
257.00 |
-10.75 |
-4.0% |
940.00 |
ATR |
360.61 |
353.21 |
-7.40 |
-2.1% |
0.00 |
Volume |
592,416 |
622,511 |
30,095 |
5.1% |
2,900,465 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,745.25 |
13,611.00 |
13,103.75 |
|
R3 |
13,488.25 |
13,354.00 |
13,033.25 |
|
R2 |
13,231.25 |
13,231.25 |
13,009.50 |
|
R1 |
13,097.00 |
13,097.00 |
12,986.00 |
13,035.50 |
PP |
12,974.25 |
12,974.25 |
12,974.25 |
12,943.75 |
S1 |
12,840.00 |
12,840.00 |
12,939.00 |
12,778.50 |
S2 |
12,717.25 |
12,717.25 |
12,915.50 |
|
S3 |
12,460.25 |
12,583.00 |
12,891.75 |
|
S4 |
12,203.25 |
12,326.00 |
12,821.25 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,505.25 |
15,178.25 |
13,488.50 |
|
R3 |
14,565.25 |
14,238.25 |
13,230.00 |
|
R2 |
13,625.25 |
13,625.25 |
13,143.75 |
|
R1 |
13,298.25 |
13,298.25 |
13,057.75 |
13,461.75 |
PP |
12,685.25 |
12,685.25 |
12,685.25 |
12,767.00 |
S1 |
12,358.25 |
12,358.25 |
12,885.25 |
12,521.75 |
S2 |
11,745.25 |
11,745.25 |
12,799.25 |
|
S3 |
10,805.25 |
11,418.25 |
12,713.00 |
|
S4 |
9,865.25 |
10,478.25 |
12,454.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,108.75 |
12,072.00 |
1,036.75 |
8.0% |
356.75 |
2.8% |
86% |
True |
False |
606,272 |
10 |
13,108.75 |
11,889.50 |
1,219.25 |
9.4% |
337.25 |
2.6% |
88% |
True |
False |
599,178 |
20 |
13,108.75 |
11,389.25 |
1,719.50 |
13.3% |
333.50 |
2.6% |
91% |
True |
False |
615,565 |
40 |
13,108.75 |
11,068.50 |
2,040.25 |
15.7% |
357.75 |
2.8% |
93% |
True |
False |
553,515 |
60 |
13,582.00 |
11,068.50 |
2,513.50 |
19.4% |
394.00 |
3.0% |
75% |
False |
False |
369,674 |
80 |
14,892.00 |
11,068.50 |
3,823.50 |
29.5% |
403.00 |
3.1% |
50% |
False |
False |
277,521 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
32.7% |
397.50 |
3.1% |
45% |
False |
False |
222,109 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.7% |
405.25 |
3.1% |
45% |
False |
False |
185,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,201.00 |
2.618 |
13,781.50 |
1.618 |
13,524.50 |
1.000 |
13,365.75 |
0.618 |
13,267.50 |
HIGH |
13,108.75 |
0.618 |
13,010.50 |
0.500 |
12,980.25 |
0.382 |
12,950.00 |
LOW |
12,851.75 |
0.618 |
12,693.00 |
1.000 |
12,594.75 |
1.618 |
12,436.00 |
2.618 |
12,179.00 |
4.250 |
11,759.50 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,980.25 |
12,901.25 |
PP |
12,974.25 |
12,840.00 |
S1 |
12,968.50 |
12,779.00 |
|