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 |
12,879.26 |
12,858.96 |
-20.30 |
-0.2% |
12,397.97 |
High |
13,084.61 |
13,073.27 |
-11.34 |
-0.1% |
12,986.64 |
Low |
12,833.16 |
12,810.01 |
-23.15 |
-0.2% |
12,051.21 |
Close |
12,940.78 |
12,901.60 |
-39.18 |
-0.3% |
12,947.97 |
Range |
251.45 |
263.26 |
11.81 |
4.7% |
935.43 |
ATR |
311.94 |
308.47 |
-3.48 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,718.07 |
13,573.10 |
13,046.39 |
|
R3 |
13,454.81 |
13,309.84 |
12,974.00 |
|
R2 |
13,191.55 |
13,191.55 |
12,949.86 |
|
R1 |
13,046.58 |
13,046.58 |
12,925.73 |
13,119.07 |
PP |
12,928.29 |
12,928.29 |
12,928.29 |
12,964.54 |
S1 |
12,783.32 |
12,783.32 |
12,877.47 |
12,855.81 |
S2 |
12,665.03 |
12,665.03 |
12,853.34 |
|
S3 |
12,401.77 |
12,520.06 |
12,829.20 |
|
S4 |
12,138.51 |
12,256.80 |
12,756.81 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,468.23 |
15,143.53 |
13,462.46 |
|
R3 |
14,532.80 |
14,208.10 |
13,205.21 |
|
R2 |
13,597.37 |
13,597.37 |
13,119.47 |
|
R1 |
13,272.67 |
13,272.67 |
13,033.72 |
13,435.02 |
PP |
12,661.94 |
12,661.94 |
12,661.94 |
12,743.12 |
S1 |
12,337.24 |
12,337.24 |
12,862.22 |
12,499.59 |
S2 |
11,726.51 |
11,726.51 |
12,776.47 |
|
S3 |
10,791.08 |
11,401.81 |
12,690.73 |
|
S4 |
9,855.65 |
10,466.38 |
12,433.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,084.61 |
12,259.55 |
825.06 |
6.4% |
296.01 |
2.3% |
78% |
False |
False |
|
10 |
13,084.61 |
12,051.21 |
1,033.40 |
8.0% |
272.35 |
2.1% |
82% |
False |
False |
|
20 |
13,084.61 |
11,488.27 |
1,596.34 |
12.4% |
264.88 |
2.1% |
89% |
False |
False |
|
40 |
13,084.61 |
11,037.21 |
2,047.40 |
15.9% |
275.51 |
2.1% |
91% |
False |
False |
|
60 |
13,084.61 |
11,037.21 |
2,047.40 |
15.9% |
301.68 |
2.3% |
91% |
False |
False |
|
80 |
14,624.24 |
11,037.21 |
3,587.03 |
27.8% |
322.34 |
2.5% |
52% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
32.8% |
318.07 |
2.5% |
44% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
32.8% |
329.08 |
2.6% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,192.13 |
2.618 |
13,762.48 |
1.618 |
13,499.22 |
1.000 |
13,336.53 |
0.618 |
13,235.96 |
HIGH |
13,073.27 |
0.618 |
12,972.70 |
0.500 |
12,941.64 |
0.382 |
12,910.58 |
LOW |
12,810.01 |
0.618 |
12,647.32 |
1.000 |
12,546.75 |
1.618 |
12,384.06 |
2.618 |
12,120.80 |
4.250 |
11,691.16 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,941.64 |
12,907.70 |
PP |
12,928.29 |
12,905.67 |
S1 |
12,914.95 |
12,903.63 |
|