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 |
13,387.0 |
13,478.0 |
91.0 |
0.7% |
13,172.0 |
High |
13,545.0 |
13,566.0 |
21.0 |
0.2% |
13,545.0 |
Low |
13,332.0 |
13,414.0 |
82.0 |
0.6% |
13,020.0 |
Close |
13,472.0 |
13,495.0 |
23.0 |
0.2% |
13,472.0 |
Range |
213.0 |
152.0 |
-61.0 |
-28.6% |
525.0 |
ATR |
284.0 |
274.6 |
-9.4 |
-3.3% |
0.0 |
Volume |
54,430 |
46,925 |
-7,505 |
-13.8% |
273,787 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,947.7 |
13,873.3 |
13,578.6 |
|
R3 |
13,795.7 |
13,721.3 |
13,536.8 |
|
R2 |
13,643.7 |
13,643.7 |
13,522.9 |
|
R1 |
13,569.3 |
13,569.3 |
13,508.9 |
13,606.5 |
PP |
13,491.7 |
13,491.7 |
13,491.7 |
13,510.3 |
S1 |
13,417.3 |
13,417.3 |
13,481.1 |
13,454.5 |
S2 |
13,339.7 |
13,339.7 |
13,467.1 |
|
S3 |
13,187.7 |
13,265.3 |
13,453.2 |
|
S4 |
13,035.7 |
13,113.3 |
13,411.4 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,920.7 |
14,721.3 |
13,760.8 |
|
R3 |
14,395.7 |
14,196.3 |
13,616.4 |
|
R2 |
13,870.7 |
13,870.7 |
13,568.3 |
|
R1 |
13,671.3 |
13,671.3 |
13,520.1 |
13,771.0 |
PP |
13,345.7 |
13,345.7 |
13,345.7 |
13,395.5 |
S1 |
13,146.3 |
13,146.3 |
13,423.9 |
13,246.0 |
S2 |
12,820.7 |
12,820.7 |
13,375.8 |
|
S3 |
12,295.7 |
12,621.3 |
13,327.6 |
|
S4 |
11,770.7 |
12,096.3 |
13,183.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,566.0 |
13,020.0 |
546.0 |
4.0% |
195.8 |
1.5% |
87% |
True |
False |
54,045 |
10 |
13,566.0 |
12,810.0 |
756.0 |
5.6% |
254.7 |
1.9% |
91% |
True |
False |
58,961 |
20 |
13,566.0 |
12,367.0 |
1,199.0 |
8.9% |
276.5 |
2.0% |
94% |
True |
False |
63,407 |
40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
289.3 |
2.1% |
49% |
False |
False |
54,184 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
263.0 |
1.9% |
49% |
False |
False |
36,140 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
244.5 |
1.8% |
49% |
False |
False |
27,110 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.9% |
247.3 |
1.8% |
44% |
False |
False |
21,694 |
120 |
15,514.0 |
12,367.0 |
3,147.0 |
23.3% |
226.5 |
1.7% |
36% |
False |
False |
18,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,212.0 |
2.618 |
13,963.9 |
1.618 |
13,811.9 |
1.000 |
13,718.0 |
0.618 |
13,659.9 |
HIGH |
13,566.0 |
0.618 |
13,507.9 |
0.500 |
13,490.0 |
0.382 |
13,472.1 |
LOW |
13,414.0 |
0.618 |
13,320.1 |
1.000 |
13,262.0 |
1.618 |
13,168.1 |
2.618 |
13,016.1 |
4.250 |
12,768.0 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,493.3 |
13,438.3 |
PP |
13,491.7 |
13,381.7 |
S1 |
13,490.0 |
13,325.0 |
|