| 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 |
1,782.5 |
1,789.2 |
6.7 |
0.4% |
1,744.0 |
| High |
1,792.5 |
1,805.0 |
12.5 |
0.7% |
1,784.6 |
| Low |
1,774.3 |
1,776.0 |
1.7 |
0.1% |
1,727.0 |
| Close |
1,787.7 |
1,789.7 |
2.0 |
0.1% |
1,781.8 |
| Range |
18.2 |
29.0 |
10.8 |
59.3% |
57.6 |
| ATR |
25.2 |
25.5 |
0.3 |
1.1% |
0.0 |
| Volume |
133,742 |
174,165 |
40,423 |
30.2% |
613,825 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,877.2 |
1,862.5 |
1,805.7 |
|
| R3 |
1,848.2 |
1,833.5 |
1,797.7 |
|
| R2 |
1,819.2 |
1,819.2 |
1,795.0 |
|
| R1 |
1,804.5 |
1,804.5 |
1,792.4 |
1,811.9 |
| PP |
1,790.2 |
1,790.2 |
1,790.2 |
1,793.9 |
| S1 |
1,775.5 |
1,775.5 |
1,787.0 |
1,782.9 |
| S2 |
1,761.2 |
1,761.2 |
1,784.4 |
|
| S3 |
1,732.2 |
1,746.5 |
1,781.7 |
|
| S4 |
1,703.2 |
1,717.5 |
1,773.8 |
|
|
| 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 |
1,805.0 |
1,727.0 |
78.0 |
4.4% |
23.7 |
1.3% |
80% |
True |
False |
151,628 |
| 10 |
1,805.0 |
1,696.1 |
108.9 |
6.1% |
24.5 |
1.4% |
86% |
True |
False |
110,285 |
| 20 |
1,805.0 |
1,696.1 |
108.9 |
6.1% |
24.3 |
1.4% |
86% |
True |
False |
83,710 |
| 40 |
1,900.8 |
1,696.1 |
204.7 |
11.4% |
26.0 |
1.5% |
46% |
False |
False |
48,024 |
| 60 |
1,916.8 |
1,696.1 |
220.7 |
12.3% |
25.9 |
1.4% |
42% |
False |
False |
32,997 |
| 80 |
2,024.3 |
1,696.1 |
328.2 |
18.3% |
26.1 |
1.5% |
29% |
False |
False |
25,282 |
| 100 |
2,030.6 |
1,696.1 |
334.5 |
18.7% |
26.8 |
1.5% |
28% |
False |
False |
20,570 |
| 120 |
2,091.4 |
1,696.1 |
395.3 |
22.1% |
28.7 |
1.6% |
24% |
False |
False |
17,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,928.3 |
|
2.618 |
1,880.9 |
|
1.618 |
1,851.9 |
|
1.000 |
1,834.0 |
|
0.618 |
1,822.9 |
|
HIGH |
1,805.0 |
|
0.618 |
1,793.9 |
|
0.500 |
1,790.5 |
|
0.382 |
1,787.1 |
|
LOW |
1,776.0 |
|
0.618 |
1,758.1 |
|
1.000 |
1,747.0 |
|
1.618 |
1,729.1 |
|
2.618 |
1,700.1 |
|
4.250 |
1,652.8 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,790.5 |
1,788.7 |
| PP |
1,790.2 |
1,787.7 |
| S1 |
1,790.0 |
1,786.7 |
|