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 |
4,105.00 |
4,137.50 |
32.50 |
0.8% |
3,967.75 |
High |
4,144.00 |
4,147.25 |
3.25 |
0.1% |
4,144.00 |
Low |
4,081.00 |
4,097.00 |
16.00 |
0.4% |
3,913.25 |
Close |
4,133.50 |
4,120.50 |
-13.00 |
-0.3% |
4,133.50 |
Range |
63.00 |
50.25 |
-12.75 |
-20.2% |
230.75 |
ATR |
86.62 |
84.02 |
-2.60 |
-3.0% |
0.00 |
Volume |
1,919,598 |
1,776,936 |
-142,662 |
-7.4% |
8,757,128 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,272.25 |
4,246.75 |
4,148.25 |
|
R3 |
4,222.00 |
4,196.50 |
4,134.25 |
|
R2 |
4,171.75 |
4,171.75 |
4,129.75 |
|
R1 |
4,146.25 |
4,146.25 |
4,125.00 |
4,134.00 |
PP |
4,121.50 |
4,121.50 |
4,121.50 |
4,115.50 |
S1 |
4,096.00 |
4,096.00 |
4,116.00 |
4,083.50 |
S2 |
4,071.25 |
4,071.25 |
4,111.25 |
|
S3 |
4,021.00 |
4,045.75 |
4,106.75 |
|
S4 |
3,970.75 |
3,995.50 |
4,092.75 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,755.75 |
4,675.50 |
4,260.50 |
|
R3 |
4,525.00 |
4,444.75 |
4,197.00 |
|
R2 |
4,294.25 |
4,294.25 |
4,175.75 |
|
R1 |
4,214.00 |
4,214.00 |
4,154.75 |
4,254.00 |
PP |
4,063.50 |
4,063.50 |
4,063.50 |
4,083.75 |
S1 |
3,983.25 |
3,983.25 |
4,112.25 |
4,023.50 |
S2 |
3,832.75 |
3,832.75 |
4,091.25 |
|
S3 |
3,602.00 |
3,752.50 |
4,070.00 |
|
S4 |
3,371.25 |
3,521.75 |
4,006.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,147.25 |
3,913.25 |
234.00 |
5.7% |
77.00 |
1.9% |
89% |
True |
False |
1,808,118 |
10 |
4,147.25 |
3,834.00 |
313.25 |
7.6% |
74.50 |
1.8% |
91% |
True |
False |
1,743,771 |
20 |
4,147.25 |
3,723.75 |
423.50 |
10.3% |
78.25 |
1.9% |
94% |
True |
False |
1,705,900 |
40 |
4,191.00 |
3,639.00 |
552.00 |
13.4% |
89.75 |
2.2% |
87% |
False |
False |
1,626,142 |
60 |
4,304.50 |
3,639.00 |
665.50 |
16.2% |
97.50 |
2.4% |
72% |
False |
False |
1,086,902 |
80 |
4,531.75 |
3,639.00 |
892.75 |
21.7% |
97.50 |
2.4% |
54% |
False |
False |
815,838 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.1% |
94.50 |
2.3% |
48% |
False |
False |
652,985 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.1% |
97.00 |
2.4% |
48% |
False |
False |
544,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,360.75 |
2.618 |
4,278.75 |
1.618 |
4,228.50 |
1.000 |
4,197.50 |
0.618 |
4,178.25 |
HIGH |
4,147.25 |
0.618 |
4,128.00 |
0.500 |
4,122.00 |
0.382 |
4,116.25 |
LOW |
4,097.00 |
0.618 |
4,066.00 |
1.000 |
4,046.75 |
1.618 |
4,015.75 |
2.618 |
3,965.50 |
4.250 |
3,883.50 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,122.00 |
4,104.00 |
PP |
4,121.50 |
4,087.50 |
S1 |
4,121.00 |
4,071.00 |
|