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 |
12,974.25 |
12,921.00 |
-53.25 |
-0.4% |
12,444.50 |
High |
13,097.00 |
13,310.25 |
213.25 |
1.6% |
13,012.00 |
Low |
12,814.75 |
12,867.25 |
52.50 |
0.4% |
12,072.00 |
Close |
12,924.50 |
13,271.50 |
347.00 |
2.7% |
12,971.50 |
Range |
282.25 |
443.00 |
160.75 |
57.0% |
940.00 |
ATR |
348.14 |
354.91 |
6.78 |
1.9% |
0.00 |
Volume |
674,564 |
690,056 |
15,492 |
2.3% |
2,900,465 |
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,478.75 |
14,318.00 |
13,515.25 |
|
R3 |
14,035.75 |
13,875.00 |
13,393.25 |
|
R2 |
13,592.75 |
13,592.75 |
13,352.75 |
|
R1 |
13,432.00 |
13,432.00 |
13,312.00 |
13,512.50 |
PP |
13,149.75 |
13,149.75 |
13,149.75 |
13,189.75 |
S1 |
12,989.00 |
12,989.00 |
13,231.00 |
13,069.50 |
S2 |
12,706.75 |
12,706.75 |
13,190.25 |
|
S3 |
12,263.75 |
12,546.00 |
13,149.75 |
|
S4 |
11,820.75 |
12,103.00 |
13,027.75 |
|
|
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 |
13,310.25 |
12,449.00 |
861.25 |
6.5% |
349.75 |
2.6% |
96% |
True |
False |
644,961 |
10 |
13,310.25 |
12,072.00 |
1,238.25 |
9.3% |
337.75 |
2.5% |
97% |
True |
False |
612,721 |
20 |
13,310.25 |
11,479.25 |
1,831.00 |
13.8% |
336.25 |
2.5% |
98% |
True |
False |
611,754 |
40 |
13,310.25 |
11,068.50 |
2,241.75 |
16.9% |
358.00 |
2.7% |
98% |
True |
False |
587,451 |
60 |
13,310.25 |
11,068.50 |
2,241.75 |
16.9% |
385.50 |
2.9% |
98% |
True |
False |
392,359 |
80 |
14,674.50 |
11,068.50 |
3,606.00 |
27.2% |
402.25 |
3.0% |
61% |
False |
False |
294,561 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.9% |
395.50 |
3.0% |
52% |
False |
False |
235,755 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.9% |
406.75 |
3.1% |
52% |
False |
False |
196,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,193.00 |
2.618 |
14,470.00 |
1.618 |
14,027.00 |
1.000 |
13,753.25 |
0.618 |
13,584.00 |
HIGH |
13,310.25 |
0.618 |
13,141.00 |
0.500 |
13,088.75 |
0.382 |
13,036.50 |
LOW |
12,867.25 |
0.618 |
12,593.50 |
1.000 |
12,424.25 |
1.618 |
12,150.50 |
2.618 |
11,707.50 |
4.250 |
10,984.50 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,210.50 |
13,201.75 |
PP |
13,149.75 |
13,132.25 |
S1 |
13,088.75 |
13,062.50 |
|