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 |
13,624.0 |
13,646.0 |
22.0 |
0.2% |
13,478.0 |
High |
13,790.0 |
13,688.0 |
-102.0 |
-0.7% |
13,790.0 |
Low |
13,605.0 |
13,550.0 |
-55.0 |
-0.4% |
13,324.0 |
Close |
13,640.0 |
13,556.0 |
-84.0 |
-0.6% |
13,556.0 |
Range |
185.0 |
138.0 |
-47.0 |
-25.4% |
466.0 |
ATR |
263.3 |
254.4 |
-9.0 |
-3.4% |
0.0 |
Volume |
51,633 |
44,267 |
-7,366 |
-14.3% |
240,936 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,012.0 |
13,922.0 |
13,631.9 |
|
R3 |
13,874.0 |
13,784.0 |
13,594.0 |
|
R2 |
13,736.0 |
13,736.0 |
13,581.3 |
|
R1 |
13,646.0 |
13,646.0 |
13,568.7 |
13,622.0 |
PP |
13,598.0 |
13,598.0 |
13,598.0 |
13,586.0 |
S1 |
13,508.0 |
13,508.0 |
13,543.4 |
13,484.0 |
S2 |
13,460.0 |
13,460.0 |
13,530.7 |
|
S3 |
13,322.0 |
13,370.0 |
13,518.1 |
|
S4 |
13,184.0 |
13,232.0 |
13,480.1 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,954.7 |
14,721.3 |
13,812.3 |
|
R3 |
14,488.7 |
14,255.3 |
13,684.2 |
|
R2 |
14,022.7 |
14,022.7 |
13,641.4 |
|
R1 |
13,789.3 |
13,789.3 |
13,598.7 |
13,906.0 |
PP |
13,556.7 |
13,556.7 |
13,556.7 |
13,615.0 |
S1 |
13,323.3 |
13,323.3 |
13,513.3 |
13,440.0 |
S2 |
13,090.7 |
13,090.7 |
13,470.6 |
|
S3 |
12,624.7 |
12,857.3 |
13,427.9 |
|
S4 |
12,158.7 |
12,391.3 |
13,299.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,790.0 |
13,324.0 |
466.0 |
3.4% |
183.0 |
1.3% |
50% |
False |
False |
48,187 |
10 |
13,790.0 |
13,020.0 |
770.0 |
5.7% |
194.9 |
1.4% |
70% |
False |
False |
51,472 |
20 |
13,790.0 |
12,418.0 |
1,372.0 |
10.1% |
250.6 |
1.8% |
83% |
False |
False |
58,292 |
40 |
14,098.0 |
12,367.0 |
1,731.0 |
12.8% |
285.6 |
2.1% |
69% |
False |
False |
58,764 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.0% |
260.3 |
1.9% |
52% |
False |
False |
39,373 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.0% |
245.0 |
1.8% |
52% |
False |
False |
29,535 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.8% |
239.1 |
1.8% |
47% |
False |
False |
23,632 |
120 |
15,391.0 |
12,367.0 |
3,024.0 |
22.3% |
232.8 |
1.7% |
39% |
False |
False |
19,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,274.5 |
2.618 |
14,049.3 |
1.618 |
13,911.3 |
1.000 |
13,826.0 |
0.618 |
13,773.3 |
HIGH |
13,688.0 |
0.618 |
13,635.3 |
0.500 |
13,619.0 |
0.382 |
13,602.7 |
LOW |
13,550.0 |
0.618 |
13,464.7 |
1.000 |
13,412.0 |
1.618 |
13,326.7 |
2.618 |
13,188.7 |
4.250 |
12,963.5 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,619.0 |
13,583.5 |
PP |
13,598.0 |
13,574.3 |
S1 |
13,577.0 |
13,565.2 |
|