| 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 |
3,669.0 |
3,690.0 |
21.0 |
0.6% |
3,562.0 |
| High |
3,686.0 |
3,729.0 |
43.0 |
1.2% |
3,717.0 |
| Low |
3,654.0 |
3,690.0 |
36.0 |
1.0% |
3,550.0 |
| Close |
3,676.0 |
3,720.0 |
44.0 |
1.2% |
3,693.0 |
| Range |
32.0 |
39.0 |
7.0 |
21.9% |
167.0 |
| ATR |
60.1 |
59.6 |
-0.5 |
-0.8% |
0.0 |
| Volume |
2,673 |
551 |
-2,122 |
-79.4% |
12,129 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,830.0 |
3,814.0 |
3,741.5 |
|
| R3 |
3,791.0 |
3,775.0 |
3,730.7 |
|
| R2 |
3,752.0 |
3,752.0 |
3,727.2 |
|
| R1 |
3,736.0 |
3,736.0 |
3,723.6 |
3,744.0 |
| PP |
3,713.0 |
3,713.0 |
3,713.0 |
3,717.0 |
| S1 |
3,697.0 |
3,697.0 |
3,716.4 |
3,705.0 |
| S2 |
3,674.0 |
3,674.0 |
3,712.9 |
|
| S3 |
3,635.0 |
3,658.0 |
3,709.3 |
|
| S4 |
3,596.0 |
3,619.0 |
3,698.6 |
|
|
| 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 |
3,729.0 |
3,587.0 |
142.0 |
3.8% |
43.8 |
1.2% |
94% |
True |
False |
921 |
| 10 |
3,729.0 |
3,542.0 |
187.0 |
5.0% |
44.4 |
1.2% |
95% |
True |
False |
2,045 |
| 20 |
3,729.0 |
3,360.0 |
369.0 |
9.9% |
49.2 |
1.3% |
98% |
True |
False |
5,368 |
| 40 |
3,744.0 |
3,334.0 |
410.0 |
11.0% |
51.0 |
1.4% |
94% |
False |
False |
5,290 |
| 60 |
3,815.0 |
3,334.0 |
481.0 |
12.9% |
39.2 |
1.1% |
80% |
False |
False |
4,150 |
| 80 |
3,833.0 |
3,334.0 |
499.0 |
13.4% |
31.7 |
0.9% |
77% |
False |
False |
4,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,894.8 |
|
2.618 |
3,831.1 |
|
1.618 |
3,792.1 |
|
1.000 |
3,768.0 |
|
0.618 |
3,753.1 |
|
HIGH |
3,729.0 |
|
0.618 |
3,714.1 |
|
0.500 |
3,709.5 |
|
0.382 |
3,704.9 |
|
LOW |
3,690.0 |
|
0.618 |
3,665.9 |
|
1.000 |
3,651.0 |
|
1.618 |
3,626.9 |
|
2.618 |
3,587.9 |
|
4.250 |
3,524.3 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,716.5 |
3,710.5 |
| PP |
3,713.0 |
3,701.0 |
| S1 |
3,709.5 |
3,691.5 |
|