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 |
4,137.50 |
4,116.00 |
-21.50 |
-0.5% |
3,980.00 |
High |
4,159.50 |
4,187.00 |
27.50 |
0.7% |
4,159.25 |
Low |
4,097.75 |
4,102.00 |
4.25 |
0.1% |
3,929.75 |
Close |
4,111.00 |
4,174.00 |
63.00 |
1.5% |
4,150.50 |
Range |
61.75 |
85.00 |
23.25 |
37.7% |
229.50 |
ATR |
81.36 |
81.62 |
0.26 |
0.3% |
0.00 |
Volume |
2,553 |
3,137 |
584 |
22.9% |
8,440 |
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,409.25 |
4,376.75 |
4,220.75 |
|
R3 |
4,324.25 |
4,291.75 |
4,197.50 |
|
R2 |
4,239.25 |
4,239.25 |
4,189.50 |
|
R1 |
4,206.75 |
4,206.75 |
4,181.75 |
4,223.00 |
PP |
4,154.25 |
4,154.25 |
4,154.25 |
4,162.50 |
S1 |
4,121.75 |
4,121.75 |
4,166.25 |
4,138.00 |
S2 |
4,069.25 |
4,069.25 |
4,158.50 |
|
S3 |
3,984.25 |
4,036.75 |
4,150.50 |
|
S4 |
3,899.25 |
3,951.75 |
4,127.25 |
|
|
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 |
4,187.00 |
4,011.00 |
176.00 |
4.2% |
74.50 |
1.8% |
93% |
True |
False |
2,192 |
10 |
4,187.00 |
3,929.75 |
257.25 |
6.2% |
71.25 |
1.7% |
95% |
True |
False |
1,877 |
20 |
4,187.00 |
3,741.75 |
445.25 |
10.7% |
75.25 |
1.8% |
97% |
True |
False |
2,290 |
40 |
4,187.00 |
3,654.50 |
532.50 |
12.8% |
88.25 |
2.1% |
98% |
True |
False |
2,262 |
60 |
4,214.00 |
3,654.50 |
559.50 |
13.4% |
93.75 |
2.2% |
93% |
False |
False |
1,711 |
80 |
4,531.50 |
3,654.50 |
877.00 |
21.0% |
95.75 |
2.3% |
59% |
False |
False |
1,366 |
100 |
4,646.25 |
3,654.50 |
991.75 |
23.8% |
90.25 |
2.2% |
52% |
False |
False |
1,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,548.25 |
2.618 |
4,409.50 |
1.618 |
4,324.50 |
1.000 |
4,272.00 |
0.618 |
4,239.50 |
HIGH |
4,187.00 |
0.618 |
4,154.50 |
0.500 |
4,144.50 |
0.382 |
4,134.50 |
LOW |
4,102.00 |
0.618 |
4,049.50 |
1.000 |
4,017.00 |
1.618 |
3,964.50 |
2.618 |
3,879.50 |
4.250 |
3,740.75 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,164.25 |
4,163.50 |
PP |
4,154.25 |
4,153.00 |
S1 |
4,144.50 |
4,142.50 |
|