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 |
3,690.0 |
3,730.0 |
40.0 |
1.1% |
3,562.0 |
High |
3,729.0 |
3,752.0 |
23.0 |
0.6% |
3,717.0 |
Low |
3,690.0 |
3,730.0 |
40.0 |
1.1% |
3,550.0 |
Close |
3,720.0 |
3,738.0 |
18.0 |
0.5% |
3,693.0 |
Range |
39.0 |
22.0 |
-17.0 |
-43.6% |
167.0 |
ATR |
59.6 |
57.6 |
-2.0 |
-3.3% |
0.0 |
Volume |
551 |
16,415 |
15,864 |
2,879.1% |
12,129 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,806.0 |
3,794.0 |
3,750.1 |
|
R3 |
3,784.0 |
3,772.0 |
3,744.1 |
|
R2 |
3,762.0 |
3,762.0 |
3,742.0 |
|
R1 |
3,750.0 |
3,750.0 |
3,740.0 |
3,756.0 |
PP |
3,740.0 |
3,740.0 |
3,740.0 |
3,743.0 |
S1 |
3,728.0 |
3,728.0 |
3,736.0 |
3,734.0 |
S2 |
3,718.0 |
3,718.0 |
3,734.0 |
|
S3 |
3,696.0 |
3,706.0 |
3,732.0 |
|
S4 |
3,674.0 |
3,684.0 |
3,725.9 |
|
|
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 |
3,752.0 |
3,654.0 |
98.0 |
2.6% |
33.6 |
0.9% |
86% |
True |
False |
3,981 |
10 |
3,752.0 |
3,550.0 |
202.0 |
5.4% |
40.8 |
1.1% |
93% |
True |
False |
3,283 |
20 |
3,752.0 |
3,360.0 |
392.0 |
10.5% |
48.5 |
1.3% |
96% |
True |
False |
5,983 |
40 |
3,752.0 |
3,334.0 |
418.0 |
11.2% |
50.2 |
1.3% |
97% |
True |
False |
5,700 |
60 |
3,815.0 |
3,334.0 |
481.0 |
12.9% |
39.5 |
1.1% |
84% |
False |
False |
4,157 |
80 |
3,833.0 |
3,334.0 |
499.0 |
13.3% |
31.1 |
0.8% |
81% |
False |
False |
4,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,845.5 |
2.618 |
3,809.6 |
1.618 |
3,787.6 |
1.000 |
3,774.0 |
0.618 |
3,765.6 |
HIGH |
3,752.0 |
0.618 |
3,743.6 |
0.500 |
3,741.0 |
0.382 |
3,738.4 |
LOW |
3,730.0 |
0.618 |
3,716.4 |
1.000 |
3,708.0 |
1.618 |
3,694.4 |
2.618 |
3,672.4 |
4.250 |
3,636.5 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,741.0 |
3,726.3 |
PP |
3,740.0 |
3,714.7 |
S1 |
3,739.0 |
3,703.0 |
|