Trading Metrics calculated at close of trading on 02-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
12,981.00 |
12,974.25 |
-6.75 |
-0.1% |
12,444.50 |
High |
13,108.75 |
13,097.00 |
-11.75 |
-0.1% |
13,012.00 |
Low |
12,851.75 |
12,814.75 |
-37.00 |
-0.3% |
12,072.00 |
Close |
12,962.50 |
12,924.50 |
-38.00 |
-0.3% |
12,971.50 |
Range |
257.00 |
282.25 |
25.25 |
9.8% |
940.00 |
ATR |
353.21 |
348.14 |
-5.07 |
-1.4% |
0.00 |
Volume |
622,511 |
674,564 |
52,053 |
8.4% |
2,900,465 |
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,792.25 |
13,640.50 |
13,079.75 |
|
R3 |
13,510.00 |
13,358.25 |
13,002.00 |
|
R2 |
13,227.75 |
13,227.75 |
12,976.25 |
|
R1 |
13,076.00 |
13,076.00 |
12,950.25 |
13,010.75 |
PP |
12,945.50 |
12,945.50 |
12,945.50 |
12,912.75 |
S1 |
12,793.75 |
12,793.75 |
12,898.75 |
12,728.50 |
S2 |
12,663.25 |
12,663.25 |
12,872.75 |
|
S3 |
12,381.00 |
12,511.50 |
12,847.00 |
|
S4 |
12,098.75 |
12,229.25 |
12,769.25 |
|
|
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 |
12,191.50 |
917.25 |
7.1% |
361.00 |
2.8% |
80% |
False |
False |
633,928 |
10 |
13,108.75 |
12,072.00 |
1,036.75 |
8.0% |
321.75 |
2.5% |
82% |
False |
False |
608,076 |
20 |
13,108.75 |
11,479.25 |
1,629.50 |
12.6% |
326.50 |
2.5% |
89% |
False |
False |
609,747 |
40 |
13,108.75 |
11,068.50 |
2,040.25 |
15.8% |
354.00 |
2.7% |
91% |
False |
False |
570,316 |
60 |
13,108.75 |
11,068.50 |
2,040.25 |
15.8% |
384.75 |
3.0% |
91% |
False |
False |
380,889 |
80 |
14,674.50 |
11,068.50 |
3,606.00 |
27.9% |
400.75 |
3.1% |
51% |
False |
False |
285,945 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
32.8% |
394.50 |
3.1% |
44% |
False |
False |
228,854 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.8% |
405.00 |
3.1% |
44% |
False |
False |
190,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,296.50 |
2.618 |
13,836.00 |
1.618 |
13,553.75 |
1.000 |
13,379.25 |
0.618 |
13,271.50 |
HIGH |
13,097.00 |
0.618 |
12,989.25 |
0.500 |
12,956.00 |
0.382 |
12,922.50 |
LOW |
12,814.75 |
0.618 |
12,640.25 |
1.000 |
12,532.50 |
1.618 |
12,358.00 |
2.618 |
12,075.75 |
4.250 |
11,615.25 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,956.00 |
12,926.50 |
PP |
12,945.50 |
12,925.75 |
S1 |
12,935.00 |
12,925.25 |
|