| 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 |
1,788.0 |
1,795.2 |
7.2 |
0.4% |
1,753.9 |
| High |
1,800.4 |
1,824.6 |
24.2 |
1.3% |
1,796.0 |
| Low |
1,783.0 |
1,795.2 |
12.2 |
0.7% |
1,738.9 |
| Close |
1,789.0 |
1,819.6 |
30.6 |
1.7% |
1,793.5 |
| Range |
17.4 |
29.4 |
12.0 |
69.0% |
57.1 |
| ATR |
23.1 |
24.0 |
0.9 |
3.9% |
0.0 |
| Volume |
6,749 |
3,327 |
-3,422 |
-50.7% |
4,638 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,901.3 |
1,889.9 |
1,835.8 |
|
| R3 |
1,871.9 |
1,860.5 |
1,827.7 |
|
| R2 |
1,842.5 |
1,842.5 |
1,825.0 |
|
| R1 |
1,831.1 |
1,831.1 |
1,822.3 |
1,836.8 |
| PP |
1,813.1 |
1,813.1 |
1,813.1 |
1,816.0 |
| S1 |
1,801.7 |
1,801.7 |
1,816.9 |
1,807.4 |
| S2 |
1,783.7 |
1,783.7 |
1,814.2 |
|
| S3 |
1,754.3 |
1,772.3 |
1,811.5 |
|
| S4 |
1,724.9 |
1,742.9 |
1,803.4 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.4 |
1,927.6 |
1,824.9 |
|
| R3 |
1,890.3 |
1,870.5 |
1,809.2 |
|
| R2 |
1,833.2 |
1,833.2 |
1,804.0 |
|
| R1 |
1,813.4 |
1,813.4 |
1,798.7 |
1,823.3 |
| PP |
1,776.1 |
1,776.1 |
1,776.1 |
1,781.1 |
| S1 |
1,756.3 |
1,756.3 |
1,788.3 |
1,766.2 |
| S2 |
1,719.0 |
1,719.0 |
1,783.0 |
|
| S3 |
1,661.9 |
1,699.2 |
1,777.8 |
|
| S4 |
1,604.8 |
1,642.1 |
1,762.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,824.6 |
1,781.0 |
43.6 |
2.4% |
21.0 |
1.2% |
89% |
True |
False |
2,995 |
| 10 |
1,824.6 |
1,738.9 |
85.7 |
4.7% |
21.3 |
1.2% |
94% |
True |
False |
1,983 |
| 20 |
1,824.6 |
1,708.3 |
116.3 |
6.4% |
22.0 |
1.2% |
96% |
True |
False |
1,575 |
| 40 |
1,910.6 |
1,708.3 |
202.3 |
11.1% |
24.2 |
1.3% |
55% |
False |
False |
1,117 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.1% |
22.5 |
1.2% |
55% |
False |
False |
937 |
| 80 |
2,030.0 |
1,708.3 |
321.7 |
17.7% |
20.2 |
1.1% |
35% |
False |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.6 |
|
2.618 |
1,901.6 |
|
1.618 |
1,872.2 |
|
1.000 |
1,854.0 |
|
0.618 |
1,842.8 |
|
HIGH |
1,824.6 |
|
0.618 |
1,813.4 |
|
0.500 |
1,809.9 |
|
0.382 |
1,806.4 |
|
LOW |
1,795.2 |
|
0.618 |
1,777.0 |
|
1.000 |
1,765.8 |
|
1.618 |
1,747.6 |
|
2.618 |
1,718.2 |
|
4.250 |
1,670.3 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,816.4 |
1,814.3 |
| PP |
1,813.1 |
1,809.1 |
| S1 |
1,809.9 |
1,803.8 |
|