Trading Metrics calculated at close of trading on 04-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
1,777.3 |
1,782.1 |
4.8 |
0.3% |
1,744.0 |
High |
1,789.4 |
1,812.0 |
22.6 |
1.3% |
1,784.6 |
Low |
1,770.0 |
1,779.4 |
9.4 |
0.5% |
1,727.0 |
Close |
1,776.4 |
1,806.9 |
30.5 |
1.7% |
1,781.8 |
Range |
19.4 |
32.6 |
13.2 |
68.0% |
57.6 |
ATR |
25.1 |
25.8 |
0.8 |
3.0% |
0.0 |
Volume |
151,734 |
153,292 |
1,558 |
1.0% |
613,825 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.2 |
1,884.7 |
1,824.8 |
|
R3 |
1,864.6 |
1,852.1 |
1,815.9 |
|
R2 |
1,832.0 |
1,832.0 |
1,812.9 |
|
R1 |
1,819.5 |
1,819.5 |
1,809.9 |
1,825.8 |
PP |
1,799.4 |
1,799.4 |
1,799.4 |
1,802.6 |
S1 |
1,786.9 |
1,786.9 |
1,803.9 |
1,793.2 |
S2 |
1,766.8 |
1,766.8 |
1,800.9 |
|
S3 |
1,734.2 |
1,754.3 |
1,797.9 |
|
S4 |
1,701.6 |
1,721.7 |
1,789.0 |
|
|
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 |
1,812.0 |
1,768.4 |
43.6 |
2.4% |
23.1 |
1.3% |
88% |
True |
False |
150,719 |
10 |
1,812.0 |
1,727.0 |
85.0 |
4.7% |
23.3 |
1.3% |
94% |
True |
False |
130,033 |
20 |
1,812.0 |
1,696.1 |
115.9 |
6.4% |
24.2 |
1.3% |
96% |
True |
False |
94,607 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.3% |
26.4 |
1.5% |
54% |
False |
False |
55,314 |
60 |
1,900.8 |
1,696.1 |
204.7 |
11.3% |
25.8 |
1.4% |
54% |
False |
False |
37,966 |
80 |
2,024.3 |
1,696.1 |
328.2 |
18.2% |
26.3 |
1.5% |
34% |
False |
False |
29,002 |
100 |
2,024.3 |
1,696.1 |
328.2 |
18.2% |
26.5 |
1.5% |
34% |
False |
False |
23,580 |
120 |
2,091.4 |
1,696.1 |
395.3 |
21.9% |
28.9 |
1.6% |
28% |
False |
False |
19,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,950.6 |
2.618 |
1,897.3 |
1.618 |
1,864.7 |
1.000 |
1,844.6 |
0.618 |
1,832.1 |
HIGH |
1,812.0 |
0.618 |
1,799.5 |
0.500 |
1,795.7 |
0.382 |
1,791.9 |
LOW |
1,779.4 |
0.618 |
1,759.3 |
1.000 |
1,746.8 |
1.618 |
1,726.7 |
2.618 |
1,694.1 |
4.250 |
1,640.9 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,803.2 |
1,801.6 |
PP |
1,799.4 |
1,796.3 |
S1 |
1,795.7 |
1,791.0 |
|