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 |
1,789.2 |
1,777.3 |
-11.9 |
-0.7% |
1,744.0 |
High |
1,805.0 |
1,789.4 |
-15.6 |
-0.9% |
1,784.6 |
Low |
1,776.0 |
1,770.0 |
-6.0 |
-0.3% |
1,727.0 |
Close |
1,789.7 |
1,776.4 |
-13.3 |
-0.7% |
1,781.8 |
Range |
29.0 |
19.4 |
-9.6 |
-33.1% |
57.6 |
ATR |
25.5 |
25.1 |
-0.4 |
-1.6% |
0.0 |
Volume |
174,165 |
151,734 |
-22,431 |
-12.9% |
613,825 |
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.8 |
1,826.0 |
1,787.1 |
|
R3 |
1,817.4 |
1,806.6 |
1,781.7 |
|
R2 |
1,798.0 |
1,798.0 |
1,780.0 |
|
R1 |
1,787.2 |
1,787.2 |
1,778.2 |
1,782.9 |
PP |
1,778.6 |
1,778.6 |
1,778.6 |
1,776.5 |
S1 |
1,767.8 |
1,767.8 |
1,774.6 |
1,763.5 |
S2 |
1,759.2 |
1,759.2 |
1,772.8 |
|
S3 |
1,739.8 |
1,748.4 |
1,771.1 |
|
S4 |
1,720.4 |
1,729.0 |
1,765.7 |
|
|
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 |
1,805.0 |
1,750.4 |
54.6 |
3.1% |
21.4 |
1.2% |
48% |
False |
False |
158,634 |
10 |
1,805.0 |
1,696.1 |
108.9 |
6.1% |
24.2 |
1.4% |
74% |
False |
False |
120,621 |
20 |
1,805.0 |
1,696.1 |
108.9 |
6.1% |
23.3 |
1.3% |
74% |
False |
False |
87,948 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.5% |
26.0 |
1.5% |
39% |
False |
False |
51,629 |
60 |
1,907.1 |
1,696.1 |
211.0 |
11.9% |
25.8 |
1.4% |
38% |
False |
False |
35,460 |
80 |
2,024.3 |
1,696.1 |
328.2 |
18.5% |
26.2 |
1.5% |
24% |
False |
False |
27,138 |
100 |
2,024.3 |
1,696.1 |
328.2 |
18.5% |
26.6 |
1.5% |
24% |
False |
False |
22,078 |
120 |
2,091.4 |
1,696.1 |
395.3 |
22.3% |
28.8 |
1.6% |
20% |
False |
False |
18,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.9 |
2.618 |
1,840.2 |
1.618 |
1,820.8 |
1.000 |
1,808.8 |
0.618 |
1,801.4 |
HIGH |
1,789.4 |
0.618 |
1,782.0 |
0.500 |
1,779.7 |
0.382 |
1,777.4 |
LOW |
1,770.0 |
0.618 |
1,758.0 |
1.000 |
1,750.6 |
1.618 |
1,738.6 |
2.618 |
1,719.2 |
4.250 |
1,687.6 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,779.7 |
1,787.5 |
PP |
1,778.6 |
1,783.8 |
S1 |
1,777.5 |
1,780.1 |
|