| 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 |
3,690.0 |
3,669.0 |
-21.0 |
-0.6% |
3,562.0 |
| High |
3,710.0 |
3,686.0 |
-24.0 |
-0.6% |
3,717.0 |
| Low |
3,680.0 |
3,654.0 |
-26.0 |
-0.7% |
3,550.0 |
| Close |
3,697.0 |
3,676.0 |
-21.0 |
-0.6% |
3,693.0 |
| Range |
30.0 |
32.0 |
2.0 |
6.7% |
167.0 |
| ATR |
61.4 |
60.1 |
-1.3 |
-2.1% |
0.0 |
| Volume |
90 |
2,673 |
2,583 |
2,870.0% |
12,129 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,768.0 |
3,754.0 |
3,693.6 |
|
| R3 |
3,736.0 |
3,722.0 |
3,684.8 |
|
| R2 |
3,704.0 |
3,704.0 |
3,681.9 |
|
| R1 |
3,690.0 |
3,690.0 |
3,678.9 |
3,697.0 |
| PP |
3,672.0 |
3,672.0 |
3,672.0 |
3,675.5 |
| S1 |
3,658.0 |
3,658.0 |
3,673.1 |
3,665.0 |
| S2 |
3,640.0 |
3,640.0 |
3,670.1 |
|
| S3 |
3,608.0 |
3,626.0 |
3,667.2 |
|
| S4 |
3,576.0 |
3,594.0 |
3,658.4 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,154.3 |
4,090.7 |
3,784.9 |
|
| R3 |
3,987.3 |
3,923.7 |
3,738.9 |
|
| R2 |
3,820.3 |
3,820.3 |
3,723.6 |
|
| R1 |
3,756.7 |
3,756.7 |
3,708.3 |
3,788.5 |
| PP |
3,653.3 |
3,653.3 |
3,653.3 |
3,669.3 |
| S1 |
3,589.7 |
3,589.7 |
3,677.7 |
3,621.5 |
| S2 |
3,486.3 |
3,486.3 |
3,662.4 |
|
| S3 |
3,319.3 |
3,422.7 |
3,647.1 |
|
| S4 |
3,152.3 |
3,255.7 |
3,601.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,717.0 |
3,575.0 |
142.0 |
3.9% |
45.8 |
1.2% |
71% |
False |
False |
2,815 |
| 10 |
3,717.0 |
3,541.0 |
176.0 |
4.8% |
44.9 |
1.2% |
77% |
False |
False |
3,951 |
| 20 |
3,717.0 |
3,360.0 |
357.0 |
9.7% |
49.4 |
1.3% |
89% |
False |
False |
5,502 |
| 40 |
3,778.0 |
3,334.0 |
444.0 |
12.1% |
50.5 |
1.4% |
77% |
False |
False |
5,279 |
| 60 |
3,815.0 |
3,334.0 |
481.0 |
13.1% |
38.5 |
1.0% |
71% |
False |
False |
4,141 |
| 80 |
3,833.0 |
3,334.0 |
499.0 |
13.6% |
31.2 |
0.8% |
69% |
False |
False |
4,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,822.0 |
|
2.618 |
3,769.8 |
|
1.618 |
3,737.8 |
|
1.000 |
3,718.0 |
|
0.618 |
3,705.8 |
|
HIGH |
3,686.0 |
|
0.618 |
3,673.8 |
|
0.500 |
3,670.0 |
|
0.382 |
3,666.2 |
|
LOW |
3,654.0 |
|
0.618 |
3,634.2 |
|
1.000 |
3,622.0 |
|
1.618 |
3,602.2 |
|
2.618 |
3,570.2 |
|
4.250 |
3,518.0 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,674.0 |
3,685.5 |
| PP |
3,672.0 |
3,682.3 |
| S1 |
3,670.0 |
3,679.2 |
|