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 |
1,782.1 |
1,807.7 |
25.6 |
1.4% |
1,782.5 |
High |
1,812.0 |
1,811.6 |
-0.4 |
0.0% |
1,812.0 |
Low |
1,779.4 |
1,780.2 |
0.8 |
0.0% |
1,770.0 |
Close |
1,806.9 |
1,791.2 |
-15.7 |
-0.9% |
1,791.2 |
Range |
32.6 |
31.4 |
-1.2 |
-3.7% |
42.0 |
ATR |
25.8 |
26.2 |
0.4 |
1.5% |
0.0 |
Volume |
153,292 |
168,901 |
15,609 |
10.2% |
781,834 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.5 |
1,871.3 |
1,808.5 |
|
R3 |
1,857.1 |
1,839.9 |
1,799.8 |
|
R2 |
1,825.7 |
1,825.7 |
1,797.0 |
|
R1 |
1,808.5 |
1,808.5 |
1,794.1 |
1,801.4 |
PP |
1,794.3 |
1,794.3 |
1,794.3 |
1,790.8 |
S1 |
1,777.1 |
1,777.1 |
1,788.3 |
1,770.0 |
S2 |
1,762.9 |
1,762.9 |
1,785.4 |
|
S3 |
1,731.5 |
1,745.7 |
1,782.6 |
|
S4 |
1,700.1 |
1,714.3 |
1,773.9 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.1 |
1,896.1 |
1,814.3 |
|
R3 |
1,875.1 |
1,854.1 |
1,802.8 |
|
R2 |
1,833.1 |
1,833.1 |
1,798.9 |
|
R1 |
1,812.1 |
1,812.1 |
1,795.1 |
1,822.6 |
PP |
1,791.1 |
1,791.1 |
1,791.1 |
1,796.3 |
S1 |
1,770.1 |
1,770.1 |
1,787.4 |
1,780.6 |
S2 |
1,749.1 |
1,749.1 |
1,783.5 |
|
S3 |
1,707.1 |
1,728.1 |
1,779.7 |
|
S4 |
1,665.1 |
1,686.1 |
1,768.1 |
|
|
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 |
1,770.0 |
42.0 |
2.3% |
26.1 |
1.5% |
50% |
False |
False |
156,366 |
10 |
1,812.0 |
1,727.0 |
85.0 |
4.7% |
23.8 |
1.3% |
76% |
False |
False |
139,565 |
20 |
1,812.0 |
1,696.1 |
115.9 |
6.5% |
24.5 |
1.4% |
82% |
False |
False |
100,657 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.4% |
26.8 |
1.5% |
46% |
False |
False |
59,179 |
60 |
1,900.8 |
1,696.1 |
204.7 |
11.4% |
25.8 |
1.4% |
46% |
False |
False |
40,713 |
80 |
2,024.3 |
1,696.1 |
328.2 |
18.3% |
26.3 |
1.5% |
29% |
False |
False |
31,079 |
100 |
2,024.3 |
1,696.1 |
328.2 |
18.3% |
26.5 |
1.5% |
29% |
False |
False |
25,260 |
120 |
2,091.4 |
1,696.1 |
395.3 |
22.1% |
28.8 |
1.6% |
24% |
False |
False |
21,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.1 |
2.618 |
1,893.8 |
1.618 |
1,862.4 |
1.000 |
1,843.0 |
0.618 |
1,831.0 |
HIGH |
1,811.6 |
0.618 |
1,799.6 |
0.500 |
1,795.9 |
0.382 |
1,792.2 |
LOW |
1,780.2 |
0.618 |
1,760.8 |
1.000 |
1,748.8 |
1.618 |
1,729.4 |
2.618 |
1,698.0 |
4.250 |
1,646.8 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,795.9 |
1,791.1 |
PP |
1,794.3 |
1,791.1 |
S1 |
1,792.8 |
1,791.0 |
|