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 |
4,151.00 |
4,137.50 |
-13.50 |
-0.3% |
3,980.00 |
High |
4,163.50 |
4,159.50 |
-4.00 |
-0.1% |
4,159.25 |
Low |
4,114.50 |
4,097.75 |
-16.75 |
-0.4% |
3,929.75 |
Close |
4,137.50 |
4,111.00 |
-26.50 |
-0.6% |
4,150.50 |
Range |
49.00 |
61.75 |
12.75 |
26.0% |
229.50 |
ATR |
82.87 |
81.36 |
-1.51 |
-1.8% |
0.00 |
Volume |
1,497 |
2,553 |
1,056 |
70.5% |
8,440 |
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.00 |
4,271.25 |
4,145.00 |
|
R3 |
4,246.25 |
4,209.50 |
4,128.00 |
|
R2 |
4,184.50 |
4,184.50 |
4,122.25 |
|
R1 |
4,147.75 |
4,147.75 |
4,116.75 |
4,135.25 |
PP |
4,122.75 |
4,122.75 |
4,122.75 |
4,116.50 |
S1 |
4,086.00 |
4,086.00 |
4,105.25 |
4,073.50 |
S2 |
4,061.00 |
4,061.00 |
4,099.75 |
|
S3 |
3,999.25 |
4,024.25 |
4,094.00 |
|
S4 |
3,937.50 |
3,962.50 |
4,077.00 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,768.25 |
4,689.00 |
4,276.75 |
|
R3 |
4,538.75 |
4,459.50 |
4,213.50 |
|
R2 |
4,309.25 |
4,309.25 |
4,192.50 |
|
R1 |
4,230.00 |
4,230.00 |
4,171.50 |
4,269.50 |
PP |
4,079.75 |
4,079.75 |
4,079.75 |
4,099.75 |
S1 |
4,000.50 |
4,000.50 |
4,129.50 |
4,040.00 |
S2 |
3,850.25 |
3,850.25 |
4,108.50 |
|
S3 |
3,620.75 |
3,771.00 |
4,087.50 |
|
S4 |
3,391.25 |
3,541.50 |
4,024.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,163.50 |
3,959.00 |
204.50 |
5.0% |
77.50 |
1.9% |
74% |
False |
False |
2,027 |
10 |
4,163.50 |
3,929.75 |
233.75 |
5.7% |
68.25 |
1.7% |
78% |
False |
False |
1,776 |
20 |
4,163.50 |
3,741.75 |
421.75 |
10.3% |
74.25 |
1.8% |
88% |
False |
False |
2,351 |
40 |
4,181.50 |
3,654.50 |
527.00 |
12.8% |
87.50 |
2.1% |
87% |
False |
False |
2,185 |
60 |
4,214.00 |
3,654.50 |
559.50 |
13.6% |
93.75 |
2.3% |
82% |
False |
False |
1,665 |
80 |
4,531.50 |
3,654.50 |
877.00 |
21.3% |
95.50 |
2.3% |
52% |
False |
False |
1,328 |
100 |
4,646.25 |
3,654.50 |
991.75 |
24.1% |
89.75 |
2.2% |
46% |
False |
False |
1,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,422.00 |
2.618 |
4,321.25 |
1.618 |
4,259.50 |
1.000 |
4,221.25 |
0.618 |
4,197.75 |
HIGH |
4,159.50 |
0.618 |
4,136.00 |
0.500 |
4,128.50 |
0.382 |
4,121.25 |
LOW |
4,097.75 |
0.618 |
4,059.50 |
1.000 |
4,036.00 |
1.618 |
3,997.75 |
2.618 |
3,936.00 |
4.250 |
3,835.25 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,128.50 |
4,130.50 |
PP |
4,122.75 |
4,124.00 |
S1 |
4,117.00 |
4,117.50 |
|