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 |
4,137.50 |
4,119.75 |
-17.75 |
-0.4% |
3,967.75 |
High |
4,147.25 |
4,143.00 |
-4.25 |
-0.1% |
4,144.00 |
Low |
4,097.00 |
4,080.50 |
-16.50 |
-0.4% |
3,913.25 |
Close |
4,120.50 |
4,093.75 |
-26.75 |
-0.6% |
4,133.50 |
Range |
50.25 |
62.50 |
12.25 |
24.4% |
230.75 |
ATR |
84.02 |
82.48 |
-1.54 |
-1.8% |
0.00 |
Volume |
1,776,936 |
1,892,241 |
115,305 |
6.5% |
8,757,128 |
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,293.25 |
4,256.00 |
4,128.00 |
|
R3 |
4,230.75 |
4,193.50 |
4,111.00 |
|
R2 |
4,168.25 |
4,168.25 |
4,105.25 |
|
R1 |
4,131.00 |
4,131.00 |
4,099.50 |
4,118.50 |
PP |
4,105.75 |
4,105.75 |
4,105.75 |
4,099.50 |
S1 |
4,068.50 |
4,068.50 |
4,088.00 |
4,056.00 |
S2 |
4,043.25 |
4,043.25 |
4,082.25 |
|
S3 |
3,980.75 |
4,006.00 |
4,076.50 |
|
S4 |
3,918.25 |
3,943.50 |
4,059.50 |
|
|
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 |
3,938.75 |
208.50 |
5.1% |
79.25 |
1.9% |
74% |
False |
False |
1,868,734 |
10 |
4,147.25 |
3,913.25 |
234.00 |
5.7% |
69.50 |
1.7% |
77% |
False |
False |
1,771,834 |
20 |
4,147.25 |
3,723.75 |
423.50 |
10.3% |
75.75 |
1.8% |
87% |
False |
False |
1,698,937 |
40 |
4,170.75 |
3,639.00 |
531.75 |
13.0% |
89.00 |
2.2% |
86% |
False |
False |
1,672,998 |
60 |
4,204.75 |
3,639.00 |
565.75 |
13.8% |
95.00 |
2.3% |
80% |
False |
False |
1,118,379 |
80 |
4,523.00 |
3,639.00 |
884.00 |
21.6% |
97.25 |
2.4% |
51% |
False |
False |
839,461 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.3% |
93.75 |
2.3% |
46% |
False |
False |
671,905 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.3% |
96.75 |
2.4% |
46% |
False |
False |
560,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,408.50 |
2.618 |
4,306.50 |
1.618 |
4,244.00 |
1.000 |
4,205.50 |
0.618 |
4,181.50 |
HIGH |
4,143.00 |
0.618 |
4,119.00 |
0.500 |
4,111.75 |
0.382 |
4,104.50 |
LOW |
4,080.50 |
0.618 |
4,042.00 |
1.000 |
4,018.00 |
1.618 |
3,979.50 |
2.618 |
3,917.00 |
4.250 |
3,815.00 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,111.75 |
4,114.00 |
PP |
4,105.75 |
4,107.25 |
S1 |
4,099.75 |
4,100.50 |
|