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 |
4,150.25 |
4,152.00 |
1.75 |
0.0% |
4,137.50 |
High |
4,173.25 |
4,166.25 |
-7.00 |
-0.2% |
4,173.25 |
Low |
4,136.00 |
4,103.75 |
-32.25 |
-0.8% |
4,080.50 |
Close |
4,152.25 |
4,146.75 |
-5.50 |
-0.1% |
4,146.75 |
Range |
37.25 |
62.50 |
25.25 |
67.8% |
92.75 |
ATR |
79.45 |
78.24 |
-1.21 |
-1.5% |
0.00 |
Volume |
1,245,063 |
1,722,401 |
477,338 |
38.3% |
8,333,243 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,326.50 |
4,299.00 |
4,181.00 |
|
R3 |
4,264.00 |
4,236.50 |
4,164.00 |
|
R2 |
4,201.50 |
4,201.50 |
4,158.25 |
|
R1 |
4,174.00 |
4,174.00 |
4,152.50 |
4,156.50 |
PP |
4,139.00 |
4,139.00 |
4,139.00 |
4,130.00 |
S1 |
4,111.50 |
4,111.50 |
4,141.00 |
4,094.00 |
S2 |
4,076.50 |
4,076.50 |
4,135.25 |
|
S3 |
4,014.00 |
4,049.00 |
4,129.50 |
|
S4 |
3,951.50 |
3,986.50 |
4,112.50 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.75 |
4,372.00 |
4,197.75 |
|
R3 |
4,319.00 |
4,279.25 |
4,172.25 |
|
R2 |
4,226.25 |
4,226.25 |
4,163.75 |
|
R1 |
4,186.50 |
4,186.50 |
4,155.25 |
4,206.50 |
PP |
4,133.50 |
4,133.50 |
4,133.50 |
4,143.50 |
S1 |
4,093.75 |
4,093.75 |
4,138.25 |
4,113.50 |
S2 |
4,040.75 |
4,040.75 |
4,129.75 |
|
S3 |
3,948.00 |
4,001.00 |
4,121.25 |
|
S4 |
3,855.25 |
3,908.25 |
4,095.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,173.25 |
4,080.50 |
92.75 |
2.2% |
59.50 |
1.4% |
71% |
False |
False |
1,666,648 |
10 |
4,173.25 |
3,913.25 |
260.00 |
6.3% |
67.50 |
1.6% |
90% |
False |
False |
1,709,037 |
20 |
4,173.25 |
3,723.75 |
449.50 |
10.8% |
74.75 |
1.8% |
94% |
False |
False |
1,707,927 |
40 |
4,173.25 |
3,639.00 |
534.25 |
12.9% |
88.50 |
2.1% |
95% |
False |
False |
1,784,867 |
60 |
4,204.75 |
3,639.00 |
565.75 |
13.6% |
92.75 |
2.2% |
90% |
False |
False |
1,195,871 |
80 |
4,513.25 |
3,639.00 |
874.25 |
21.1% |
97.00 |
2.3% |
58% |
False |
False |
897,681 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.0% |
92.75 |
2.2% |
51% |
False |
False |
718,532 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.0% |
96.00 |
2.3% |
51% |
False |
False |
598,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,432.00 |
2.618 |
4,330.00 |
1.618 |
4,267.50 |
1.000 |
4,228.75 |
0.618 |
4,205.00 |
HIGH |
4,166.25 |
0.618 |
4,142.50 |
0.500 |
4,135.00 |
0.382 |
4,127.50 |
LOW |
4,103.75 |
0.618 |
4,065.00 |
1.000 |
4,041.25 |
1.618 |
4,002.50 |
2.618 |
3,940.00 |
4.250 |
3,838.00 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,142.75 |
4,140.75 |
PP |
4,139.00 |
4,134.75 |
S1 |
4,135.00 |
4,129.00 |
|