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 |
4,119.75 |
4,097.00 |
-22.75 |
-0.6% |
3,967.75 |
High |
4,143.00 |
4,170.00 |
27.00 |
0.7% |
4,144.00 |
Low |
4,080.50 |
4,084.50 |
4.00 |
0.1% |
3,913.25 |
Close |
4,093.75 |
4,156.25 |
62.50 |
1.5% |
4,133.50 |
Range |
62.50 |
85.50 |
23.00 |
36.8% |
230.75 |
ATR |
82.48 |
82.70 |
0.22 |
0.3% |
0.00 |
Volume |
1,892,241 |
1,696,602 |
-195,639 |
-10.3% |
8,757,128 |
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.50 |
4,360.25 |
4,203.25 |
|
R3 |
4,308.00 |
4,274.75 |
4,179.75 |
|
R2 |
4,222.50 |
4,222.50 |
4,172.00 |
|
R1 |
4,189.25 |
4,189.25 |
4,164.00 |
4,206.00 |
PP |
4,137.00 |
4,137.00 |
4,137.00 |
4,145.25 |
S1 |
4,103.75 |
4,103.75 |
4,148.50 |
4,120.50 |
S2 |
4,051.50 |
4,051.50 |
4,140.50 |
|
S3 |
3,966.00 |
4,018.25 |
4,132.75 |
|
S4 |
3,880.50 |
3,932.75 |
4,109.25 |
|
|
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 |
4,170.00 |
3,994.50 |
175.50 |
4.2% |
75.50 |
1.8% |
92% |
True |
False |
1,859,968 |
10 |
4,170.00 |
3,913.25 |
256.75 |
6.2% |
72.50 |
1.7% |
95% |
True |
False |
1,768,059 |
20 |
4,170.00 |
3,723.75 |
446.25 |
10.7% |
76.75 |
1.8% |
97% |
True |
False |
1,699,551 |
40 |
4,170.00 |
3,639.00 |
531.00 |
12.8% |
89.75 |
2.2% |
97% |
True |
False |
1,714,857 |
60 |
4,204.75 |
3,639.00 |
565.75 |
13.6% |
95.00 |
2.3% |
91% |
False |
False |
1,146,570 |
80 |
4,523.00 |
3,639.00 |
884.00 |
21.3% |
97.50 |
2.3% |
59% |
False |
False |
860,644 |
100 |
4,634.00 |
3,639.00 |
995.00 |
23.9% |
94.00 |
2.3% |
52% |
False |
False |
688,867 |
120 |
4,634.00 |
3,639.00 |
995.00 |
23.9% |
97.00 |
2.3% |
52% |
False |
False |
574,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,533.50 |
2.618 |
4,393.75 |
1.618 |
4,308.25 |
1.000 |
4,255.50 |
0.618 |
4,222.75 |
HIGH |
4,170.00 |
0.618 |
4,137.25 |
0.500 |
4,127.25 |
0.382 |
4,117.25 |
LOW |
4,084.50 |
0.618 |
4,031.75 |
1.000 |
3,999.00 |
1.618 |
3,946.25 |
2.618 |
3,860.75 |
4.250 |
3,721.00 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,146.50 |
4,146.00 |
PP |
4,137.00 |
4,135.50 |
S1 |
4,127.25 |
4,125.25 |
|