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 |
1,773.1 |
1,782.5 |
9.4 |
0.5% |
1,744.0 |
High |
1,784.6 |
1,792.5 |
7.9 |
0.4% |
1,784.6 |
Low |
1,768.4 |
1,774.3 |
5.9 |
0.3% |
1,727.0 |
Close |
1,781.8 |
1,787.7 |
5.9 |
0.3% |
1,781.8 |
Range |
16.2 |
18.2 |
2.0 |
12.3% |
57.6 |
ATR |
25.8 |
25.2 |
-0.5 |
-2.1% |
0.0 |
Volume |
140,666 |
133,742 |
-6,924 |
-4.9% |
613,825 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.4 |
1,831.8 |
1,797.7 |
|
R3 |
1,821.2 |
1,813.6 |
1,792.7 |
|
R2 |
1,803.0 |
1,803.0 |
1,791.0 |
|
R1 |
1,795.4 |
1,795.4 |
1,789.4 |
1,799.2 |
PP |
1,784.8 |
1,784.8 |
1,784.8 |
1,786.8 |
S1 |
1,777.2 |
1,777.2 |
1,786.0 |
1,781.0 |
S2 |
1,766.6 |
1,766.6 |
1,784.4 |
|
S3 |
1,748.4 |
1,759.0 |
1,782.7 |
|
S4 |
1,730.2 |
1,740.8 |
1,777.7 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.3 |
1,917.1 |
1,813.5 |
|
R3 |
1,879.7 |
1,859.5 |
1,797.6 |
|
R2 |
1,822.1 |
1,822.1 |
1,792.4 |
|
R1 |
1,801.9 |
1,801.9 |
1,787.1 |
1,812.0 |
PP |
1,764.5 |
1,764.5 |
1,764.5 |
1,769.5 |
S1 |
1,744.3 |
1,744.3 |
1,776.5 |
1,754.4 |
S2 |
1,706.9 |
1,706.9 |
1,771.2 |
|
S3 |
1,649.3 |
1,686.7 |
1,766.0 |
|
S4 |
1,591.7 |
1,629.1 |
1,750.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.5 |
1,727.0 |
65.5 |
3.7% |
20.9 |
1.2% |
93% |
True |
False |
134,168 |
10 |
1,792.5 |
1,696.1 |
96.4 |
5.4% |
22.9 |
1.3% |
95% |
True |
False |
95,267 |
20 |
1,834.8 |
1,696.1 |
138.7 |
7.8% |
25.5 |
1.4% |
66% |
False |
False |
77,669 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.5% |
26.0 |
1.5% |
45% |
False |
False |
43,763 |
60 |
1,933.5 |
1,696.1 |
237.4 |
13.3% |
26.0 |
1.5% |
39% |
False |
False |
30,119 |
80 |
2,024.3 |
1,696.1 |
328.2 |
18.4% |
26.0 |
1.5% |
28% |
False |
False |
23,127 |
100 |
2,081.1 |
1,696.1 |
385.0 |
21.5% |
27.3 |
1.5% |
24% |
False |
False |
18,839 |
120 |
2,091.4 |
1,696.1 |
395.3 |
22.1% |
28.6 |
1.6% |
23% |
False |
False |
15,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.9 |
2.618 |
1,840.1 |
1.618 |
1,821.9 |
1.000 |
1,810.7 |
0.618 |
1,803.7 |
HIGH |
1,792.5 |
0.618 |
1,785.5 |
0.500 |
1,783.4 |
0.382 |
1,781.3 |
LOW |
1,774.3 |
0.618 |
1,763.1 |
1.000 |
1,756.1 |
1.618 |
1,744.9 |
2.618 |
1,726.7 |
4.250 |
1,697.0 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,786.3 |
1,782.3 |
PP |
1,784.8 |
1,776.9 |
S1 |
1,783.4 |
1,771.5 |
|