Trading Metrics calculated at close of trading on 08-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,152.00 |
4,149.75 |
-2.25 |
-0.1% |
4,137.50 |
High |
4,166.25 |
4,188.00 |
21.75 |
0.5% |
4,173.25 |
Low |
4,103.75 |
4,129.25 |
25.50 |
0.6% |
4,080.50 |
Close |
4,146.75 |
4,141.75 |
-5.00 |
-0.1% |
4,146.75 |
Range |
62.50 |
58.75 |
-3.75 |
-6.0% |
92.75 |
ATR |
78.24 |
76.85 |
-1.39 |
-1.8% |
0.00 |
Volume |
1,722,401 |
1,536,449 |
-185,952 |
-10.8% |
8,333,243 |
|
Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,329.25 |
4,294.25 |
4,174.00 |
|
R3 |
4,270.50 |
4,235.50 |
4,158.00 |
|
R2 |
4,211.75 |
4,211.75 |
4,152.50 |
|
R1 |
4,176.75 |
4,176.75 |
4,147.25 |
4,165.00 |
PP |
4,153.00 |
4,153.00 |
4,153.00 |
4,147.00 |
S1 |
4,118.00 |
4,118.00 |
4,136.25 |
4,106.00 |
S2 |
4,094.25 |
4,094.25 |
4,131.00 |
|
S3 |
4,035.50 |
4,059.25 |
4,125.50 |
|
S4 |
3,976.75 |
4,000.50 |
4,109.50 |
|
|
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 |
4,188.00 |
4,080.50 |
107.50 |
2.6% |
61.25 |
1.5% |
57% |
True |
False |
1,618,551 |
10 |
4,188.00 |
3,913.25 |
274.75 |
6.6% |
69.25 |
1.7% |
83% |
True |
False |
1,713,334 |
20 |
4,188.00 |
3,723.75 |
464.25 |
11.2% |
75.25 |
1.8% |
90% |
True |
False |
1,710,445 |
40 |
4,188.00 |
3,639.00 |
549.00 |
13.3% |
86.75 |
2.1% |
92% |
True |
False |
1,810,148 |
60 |
4,204.75 |
3,639.00 |
565.75 |
13.7% |
91.50 |
2.2% |
89% |
False |
False |
1,221,403 |
80 |
4,513.25 |
3,639.00 |
874.25 |
21.1% |
96.50 |
2.3% |
58% |
False |
False |
916,852 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.0% |
92.00 |
2.2% |
51% |
False |
False |
733,890 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.0% |
96.00 |
2.3% |
51% |
False |
False |
611,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,437.75 |
2.618 |
4,341.75 |
1.618 |
4,283.00 |
1.000 |
4,246.75 |
0.618 |
4,224.25 |
HIGH |
4,188.00 |
0.618 |
4,165.50 |
0.500 |
4,158.50 |
0.382 |
4,151.75 |
LOW |
4,129.25 |
0.618 |
4,093.00 |
1.000 |
4,070.50 |
1.618 |
4,034.25 |
2.618 |
3,975.50 |
4.250 |
3,879.50 |
|
|
Fisher Pivots for day following 08-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,158.50 |
4,146.00 |
PP |
4,153.00 |
4,144.50 |
S1 |
4,147.50 |
4,143.00 |
|