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 |
12,858.96 |
12,980.32 |
121.36 |
0.9% |
12,397.97 |
High |
13,073.27 |
13,289.19 |
215.92 |
1.7% |
12,986.64 |
Low |
12,810.01 |
12,978.49 |
168.48 |
1.3% |
12,051.21 |
Close |
12,901.60 |
13,253.26 |
351.66 |
2.7% |
12,947.97 |
Range |
263.26 |
310.70 |
47.44 |
18.0% |
935.43 |
ATR |
308.47 |
314.12 |
5.65 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,105.75 |
13,990.20 |
13,424.15 |
|
R3 |
13,795.05 |
13,679.50 |
13,338.70 |
|
R2 |
13,484.35 |
13,484.35 |
13,310.22 |
|
R1 |
13,368.80 |
13,368.80 |
13,281.74 |
13,426.58 |
PP |
13,173.65 |
13,173.65 |
13,173.65 |
13,202.53 |
S1 |
13,058.10 |
13,058.10 |
13,224.78 |
13,115.88 |
S2 |
12,862.95 |
12,862.95 |
13,196.30 |
|
S3 |
12,552.25 |
12,747.40 |
13,167.82 |
|
S4 |
12,241.55 |
12,436.70 |
13,082.38 |
|
|
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 |
13,289.19 |
12,433.55 |
855.64 |
6.5% |
277.91 |
2.1% |
96% |
True |
False |
|
10 |
13,289.19 |
12,051.21 |
1,237.98 |
9.3% |
277.80 |
2.1% |
97% |
True |
False |
|
20 |
13,289.19 |
11,488.27 |
1,800.92 |
13.6% |
269.76 |
2.0% |
98% |
True |
False |
|
40 |
13,289.19 |
11,037.21 |
2,251.98 |
17.0% |
276.53 |
2.1% |
98% |
True |
False |
|
60 |
13,289.19 |
11,037.21 |
2,251.98 |
17.0% |
300.21 |
2.3% |
98% |
True |
False |
|
80 |
14,490.19 |
11,037.21 |
3,452.98 |
26.1% |
322.36 |
2.4% |
64% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
31.9% |
318.83 |
2.4% |
52% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
31.9% |
330.11 |
2.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,609.67 |
2.618 |
14,102.60 |
1.618 |
13,791.90 |
1.000 |
13,599.89 |
0.618 |
13,481.20 |
HIGH |
13,289.19 |
0.618 |
13,170.50 |
0.500 |
13,133.84 |
0.382 |
13,097.18 |
LOW |
12,978.49 |
0.618 |
12,786.48 |
1.000 |
12,667.79 |
1.618 |
12,475.78 |
2.618 |
12,165.08 |
4.250 |
11,658.02 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,213.45 |
13,185.37 |
PP |
13,173.65 |
13,117.49 |
S1 |
13,133.84 |
13,049.60 |
|