| 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 |
13,449.0 |
13,408.0 |
-41.0 |
-0.3% |
13,172.0 |
| High |
13,501.0 |
13,640.0 |
139.0 |
1.0% |
13,545.0 |
| Low |
13,324.0 |
13,377.0 |
53.0 |
0.4% |
13,020.0 |
| Close |
13,446.0 |
13,578.0 |
132.0 |
1.0% |
13,472.0 |
| Range |
177.0 |
263.0 |
86.0 |
48.6% |
525.0 |
| ATR |
267.6 |
267.3 |
-0.3 |
-0.1% |
0.0 |
| Volume |
52,144 |
45,967 |
-6,177 |
-11.8% |
273,787 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,320.7 |
14,212.3 |
13,722.7 |
|
| R3 |
14,057.7 |
13,949.3 |
13,650.3 |
|
| R2 |
13,794.7 |
13,794.7 |
13,626.2 |
|
| R1 |
13,686.3 |
13,686.3 |
13,602.1 |
13,740.5 |
| PP |
13,531.7 |
13,531.7 |
13,531.7 |
13,558.8 |
| S1 |
13,423.3 |
13,423.3 |
13,553.9 |
13,477.5 |
| S2 |
13,268.7 |
13,268.7 |
13,529.8 |
|
| S3 |
13,005.7 |
13,160.3 |
13,505.7 |
|
| S4 |
12,742.7 |
12,897.3 |
13,433.4 |
|
|
| 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 |
13,640.0 |
13,084.0 |
556.0 |
4.1% |
214.2 |
1.6% |
89% |
True |
False |
51,280 |
| 10 |
13,640.0 |
13,020.0 |
620.0 |
4.6% |
211.9 |
1.6% |
90% |
True |
False |
54,423 |
| 20 |
13,640.0 |
12,418.0 |
1,222.0 |
9.0% |
260.5 |
1.9% |
95% |
True |
False |
60,066 |
| 40 |
14,600.0 |
12,367.0 |
2,233.0 |
16.4% |
292.4 |
2.2% |
54% |
False |
False |
56,603 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.0% |
264.4 |
1.9% |
53% |
False |
False |
37,775 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.0% |
243.0 |
1.8% |
53% |
False |
False |
28,336 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.8% |
244.7 |
1.8% |
47% |
False |
False |
22,675 |
| 120 |
15,411.0 |
12,367.0 |
3,044.0 |
22.4% |
230.1 |
1.7% |
40% |
False |
False |
18,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,757.8 |
|
2.618 |
14,328.5 |
|
1.618 |
14,065.5 |
|
1.000 |
13,903.0 |
|
0.618 |
13,802.5 |
|
HIGH |
13,640.0 |
|
0.618 |
13,539.5 |
|
0.500 |
13,508.5 |
|
0.382 |
13,477.5 |
|
LOW |
13,377.0 |
|
0.618 |
13,214.5 |
|
1.000 |
13,114.0 |
|
1.618 |
12,951.5 |
|
2.618 |
12,688.5 |
|
4.250 |
12,259.3 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,554.8 |
13,546.0 |
| PP |
13,531.7 |
13,514.0 |
| S1 |
13,508.5 |
13,482.0 |
|