Trading Metrics calculated at close of trading on 04-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
12,921.00 |
13,247.00 |
326.00 |
2.5% |
12,444.50 |
High |
13,310.25 |
13,356.00 |
45.75 |
0.3% |
13,012.00 |
Low |
12,867.25 |
13,184.75 |
317.50 |
2.5% |
12,072.00 |
Close |
13,271.50 |
13,327.00 |
55.50 |
0.4% |
12,971.50 |
Range |
443.00 |
171.25 |
-271.75 |
-61.3% |
940.00 |
ATR |
354.91 |
341.80 |
-13.12 |
-3.7% |
0.00 |
Volume |
690,056 |
542,680 |
-147,376 |
-21.4% |
2,900,465 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,803.00 |
13,736.25 |
13,421.25 |
|
R3 |
13,631.75 |
13,565.00 |
13,374.00 |
|
R2 |
13,460.50 |
13,460.50 |
13,358.50 |
|
R1 |
13,393.75 |
13,393.75 |
13,342.75 |
13,427.00 |
PP |
13,289.25 |
13,289.25 |
13,289.25 |
13,306.00 |
S1 |
13,222.50 |
13,222.50 |
13,311.25 |
13,256.00 |
S2 |
13,118.00 |
13,118.00 |
13,295.50 |
|
S3 |
12,946.75 |
13,051.25 |
13,280.00 |
|
S4 |
12,775.50 |
12,880.00 |
13,232.75 |
|
|
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 |
13,356.00 |
12,744.25 |
611.75 |
4.6% |
284.25 |
2.1% |
95% |
True |
False |
624,445 |
10 |
13,356.00 |
12,072.00 |
1,284.00 |
9.6% |
326.75 |
2.5% |
98% |
True |
False |
606,482 |
20 |
13,356.00 |
11,479.25 |
1,876.75 |
14.1% |
328.25 |
2.5% |
98% |
True |
False |
611,365 |
40 |
13,356.00 |
11,068.50 |
2,287.50 |
17.2% |
354.00 |
2.7% |
99% |
True |
False |
600,831 |
60 |
13,356.00 |
11,068.50 |
2,287.50 |
17.2% |
380.00 |
2.9% |
99% |
True |
False |
401,380 |
80 |
14,403.75 |
11,068.50 |
3,335.25 |
25.0% |
400.50 |
3.0% |
68% |
False |
False |
301,333 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.8% |
391.50 |
2.9% |
53% |
False |
False |
241,180 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.8% |
405.00 |
3.0% |
53% |
False |
False |
200,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,083.75 |
2.618 |
13,804.25 |
1.618 |
13,633.00 |
1.000 |
13,527.25 |
0.618 |
13,461.75 |
HIGH |
13,356.00 |
0.618 |
13,290.50 |
0.500 |
13,270.50 |
0.382 |
13,250.25 |
LOW |
13,184.75 |
0.618 |
13,079.00 |
1.000 |
13,013.50 |
1.618 |
12,907.75 |
2.618 |
12,736.50 |
4.250 |
12,457.00 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,308.00 |
13,246.50 |
PP |
13,289.25 |
13,166.00 |
S1 |
13,270.50 |
13,085.50 |
|