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 |
3,730.0 |
3,743.0 |
13.0 |
0.3% |
3,690.0 |
High |
3,752.0 |
3,743.0 |
-9.0 |
-0.2% |
3,752.0 |
Low |
3,730.0 |
3,709.0 |
-21.0 |
-0.6% |
3,654.0 |
Close |
3,738.0 |
3,709.0 |
-29.0 |
-0.8% |
3,709.0 |
Range |
22.0 |
34.0 |
12.0 |
54.5% |
98.0 |
ATR |
57.6 |
55.9 |
-1.7 |
-2.9% |
0.0 |
Volume |
16,415 |
305 |
-16,110 |
-98.1% |
20,034 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,822.3 |
3,799.7 |
3,727.7 |
|
R3 |
3,788.3 |
3,765.7 |
3,718.4 |
|
R2 |
3,754.3 |
3,754.3 |
3,715.2 |
|
R1 |
3,731.7 |
3,731.7 |
3,712.1 |
3,726.0 |
PP |
3,720.3 |
3,720.3 |
3,720.3 |
3,717.5 |
S1 |
3,697.7 |
3,697.7 |
3,705.9 |
3,692.0 |
S2 |
3,686.3 |
3,686.3 |
3,702.8 |
|
S3 |
3,652.3 |
3,663.7 |
3,699.7 |
|
S4 |
3,618.3 |
3,629.7 |
3,690.3 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,999.0 |
3,952.0 |
3,762.9 |
|
R3 |
3,901.0 |
3,854.0 |
3,736.0 |
|
R2 |
3,803.0 |
3,803.0 |
3,727.0 |
|
R1 |
3,756.0 |
3,756.0 |
3,718.0 |
3,779.5 |
PP |
3,705.0 |
3,705.0 |
3,705.0 |
3,716.8 |
S1 |
3,658.0 |
3,658.0 |
3,700.0 |
3,681.5 |
S2 |
3,607.0 |
3,607.0 |
3,691.0 |
|
S3 |
3,509.0 |
3,560.0 |
3,682.1 |
|
S4 |
3,411.0 |
3,462.0 |
3,655.1 |
|
|
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% |
31.4 |
0.8% |
56% |
False |
False |
4,006 |
10 |
3,752.0 |
3,550.0 |
202.0 |
5.4% |
39.3 |
1.1% |
79% |
False |
False |
3,216 |
20 |
3,752.0 |
3,360.0 |
392.0 |
10.6% |
47.7 |
1.3% |
89% |
False |
False |
5,711 |
40 |
3,752.0 |
3,334.0 |
418.0 |
11.3% |
48.4 |
1.3% |
90% |
False |
False |
5,686 |
60 |
3,815.0 |
3,334.0 |
481.0 |
13.0% |
40.0 |
1.1% |
78% |
False |
False |
4,077 |
80 |
3,833.0 |
3,334.0 |
499.0 |
13.5% |
31.5 |
0.8% |
75% |
False |
False |
4,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,887.5 |
2.618 |
3,832.0 |
1.618 |
3,798.0 |
1.000 |
3,777.0 |
0.618 |
3,764.0 |
HIGH |
3,743.0 |
0.618 |
3,730.0 |
0.500 |
3,726.0 |
0.382 |
3,722.0 |
LOW |
3,709.0 |
0.618 |
3,688.0 |
1.000 |
3,675.0 |
1.618 |
3,654.0 |
2.618 |
3,620.0 |
4.250 |
3,564.5 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,726.0 |
3,721.0 |
PP |
3,720.3 |
3,717.0 |
S1 |
3,714.7 |
3,713.0 |
|