| 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 |
13,478.0 |
13,449.0 |
-29.0 |
-0.2% |
13,172.0 |
| High |
13,566.0 |
13,501.0 |
-65.0 |
-0.5% |
13,545.0 |
| Low |
13,414.0 |
13,324.0 |
-90.0 |
-0.7% |
13,020.0 |
| Close |
13,495.0 |
13,446.0 |
-49.0 |
-0.4% |
13,472.0 |
| Range |
152.0 |
177.0 |
25.0 |
16.4% |
525.0 |
| ATR |
274.6 |
267.6 |
-7.0 |
-2.5% |
0.0 |
| Volume |
46,925 |
52,144 |
5,219 |
11.1% |
273,787 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,954.7 |
13,877.3 |
13,543.4 |
|
| R3 |
13,777.7 |
13,700.3 |
13,494.7 |
|
| R2 |
13,600.7 |
13,600.7 |
13,478.5 |
|
| R1 |
13,523.3 |
13,523.3 |
13,462.2 |
13,473.5 |
| PP |
13,423.7 |
13,423.7 |
13,423.7 |
13,398.8 |
| S1 |
13,346.3 |
13,346.3 |
13,429.8 |
13,296.5 |
| S2 |
13,246.7 |
13,246.7 |
13,413.6 |
|
| S3 |
13,069.7 |
13,169.3 |
13,397.3 |
|
| S4 |
12,892.7 |
12,992.3 |
13,348.7 |
|
|
| 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 |
13,081.0 |
485.0 |
3.6% |
195.8 |
1.5% |
75% |
False |
False |
52,413 |
| 10 |
13,566.0 |
13,020.0 |
546.0 |
4.1% |
218.2 |
1.6% |
78% |
False |
False |
57,130 |
| 20 |
13,566.0 |
12,418.0 |
1,148.0 |
8.5% |
259.2 |
1.9% |
90% |
False |
False |
61,273 |
| 40 |
14,600.0 |
12,367.0 |
2,233.0 |
16.6% |
289.4 |
2.2% |
48% |
False |
False |
55,484 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
263.8 |
2.0% |
47% |
False |
False |
37,009 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
242.8 |
1.8% |
47% |
False |
False |
27,762 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.0% |
246.5 |
1.8% |
42% |
False |
False |
22,215 |
| 120 |
15,514.0 |
12,367.0 |
3,147.0 |
23.4% |
227.9 |
1.7% |
34% |
False |
False |
18,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,253.3 |
|
2.618 |
13,964.4 |
|
1.618 |
13,787.4 |
|
1.000 |
13,678.0 |
|
0.618 |
13,610.4 |
|
HIGH |
13,501.0 |
|
0.618 |
13,433.4 |
|
0.500 |
13,412.5 |
|
0.382 |
13,391.6 |
|
LOW |
13,324.0 |
|
0.618 |
13,214.6 |
|
1.000 |
13,147.0 |
|
1.618 |
13,037.6 |
|
2.618 |
12,860.6 |
|
4.250 |
12,571.8 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,434.8 |
13,445.7 |
| PP |
13,423.7 |
13,445.3 |
| S1 |
13,412.5 |
13,445.0 |
|