Trading Metrics calculated at close of trading on 05-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,247.00 |
13,327.25 |
80.25 |
0.6% |
12,981.00 |
High |
13,356.00 |
13,384.50 |
28.50 |
0.2% |
13,384.50 |
Low |
13,184.75 |
13,085.00 |
-99.75 |
-0.8% |
12,814.75 |
Close |
13,327.00 |
13,228.75 |
-98.25 |
-0.7% |
13,228.75 |
Range |
171.25 |
299.50 |
128.25 |
74.9% |
569.75 |
ATR |
341.80 |
338.77 |
-3.02 |
-0.9% |
0.00 |
Volume |
542,680 |
687,792 |
145,112 |
26.7% |
3,217,603 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,131.25 |
13,979.50 |
13,393.50 |
|
R3 |
13,831.75 |
13,680.00 |
13,311.00 |
|
R2 |
13,532.25 |
13,532.25 |
13,283.75 |
|
R1 |
13,380.50 |
13,380.50 |
13,256.25 |
13,306.50 |
PP |
13,232.75 |
13,232.75 |
13,232.75 |
13,195.75 |
S1 |
13,081.00 |
13,081.00 |
13,201.25 |
13,007.00 |
S2 |
12,933.25 |
12,933.25 |
13,173.75 |
|
S3 |
12,633.75 |
12,781.50 |
13,146.50 |
|
S4 |
12,334.25 |
12,482.00 |
13,064.00 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,852.00 |
14,610.00 |
13,542.00 |
|
R3 |
14,282.25 |
14,040.25 |
13,385.50 |
|
R2 |
13,712.50 |
13,712.50 |
13,333.25 |
|
R1 |
13,470.50 |
13,470.50 |
13,281.00 |
13,591.50 |
PP |
13,142.75 |
13,142.75 |
13,142.75 |
13,203.00 |
S1 |
12,900.75 |
12,900.75 |
13,176.50 |
13,021.75 |
S2 |
12,573.00 |
12,573.00 |
13,124.25 |
|
S3 |
12,003.25 |
12,331.00 |
13,072.00 |
|
S4 |
11,433.50 |
11,761.25 |
12,915.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,384.50 |
12,814.75 |
569.75 |
4.3% |
290.50 |
2.2% |
73% |
True |
False |
643,520 |
10 |
13,384.50 |
12,072.00 |
1,312.50 |
9.9% |
321.25 |
2.4% |
88% |
True |
False |
611,806 |
20 |
13,384.50 |
11,479.25 |
1,905.25 |
14.4% |
330.25 |
2.5% |
92% |
True |
False |
613,732 |
40 |
13,384.50 |
11,068.50 |
2,316.00 |
17.5% |
356.50 |
2.7% |
93% |
True |
False |
617,734 |
60 |
13,384.50 |
11,068.50 |
2,316.00 |
17.5% |
377.75 |
2.9% |
93% |
True |
False |
412,816 |
80 |
14,331.25 |
11,068.50 |
3,262.75 |
24.7% |
399.50 |
3.0% |
66% |
False |
False |
309,919 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
32.0% |
390.50 |
3.0% |
51% |
False |
False |
248,058 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.0% |
402.75 |
3.0% |
51% |
False |
False |
206,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,657.50 |
2.618 |
14,168.50 |
1.618 |
13,869.00 |
1.000 |
13,684.00 |
0.618 |
13,569.50 |
HIGH |
13,384.50 |
0.618 |
13,270.00 |
0.500 |
13,234.75 |
0.382 |
13,199.50 |
LOW |
13,085.00 |
0.618 |
12,900.00 |
1.000 |
12,785.50 |
1.618 |
12,600.50 |
2.618 |
12,301.00 |
4.250 |
11,812.00 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,234.75 |
13,194.50 |
PP |
13,232.75 |
13,160.25 |
S1 |
13,230.75 |
13,126.00 |
|