| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
32,515.62 |
32,755.71 |
240.09 |
0.7% |
31,950.93 |
| High |
32,910.18 |
32,972.03 |
61.85 |
0.2% |
32,910.18 |
| Low |
32,493.02 |
32,640.79 |
147.77 |
0.5% |
31,705.36 |
| Close |
32,845.13 |
32,798.40 |
-46.73 |
-0.1% |
32,845.13 |
| Range |
417.16 |
331.24 |
-85.92 |
-20.6% |
1,204.82 |
| ATR |
517.37 |
504.07 |
-13.29 |
-2.6% |
0.00 |
| Volume |
490,272,653 |
325,504,209 |
-164,768,444 |
-33.6% |
1,803,834,640 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,797.46 |
33,629.17 |
32,980.58 |
|
| R3 |
33,466.22 |
33,297.93 |
32,889.49 |
|
| R2 |
33,134.98 |
33,134.98 |
32,859.13 |
|
| R1 |
32,966.69 |
32,966.69 |
32,828.76 |
33,050.84 |
| PP |
32,803.74 |
32,803.74 |
32,803.74 |
32,845.81 |
| S1 |
32,635.45 |
32,635.45 |
32,768.04 |
32,719.60 |
| S2 |
32,472.50 |
32,472.50 |
32,737.67 |
|
| S3 |
32,141.26 |
32,304.21 |
32,707.31 |
|
| S4 |
31,810.02 |
31,972.97 |
32,616.22 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,101.35 |
35,678.06 |
33,507.78 |
|
| R3 |
34,896.53 |
34,473.24 |
33,176.46 |
|
| R2 |
33,691.71 |
33,691.71 |
33,066.01 |
|
| R1 |
33,268.42 |
33,268.42 |
32,955.57 |
33,480.07 |
| PP |
32,486.89 |
32,486.89 |
32,486.89 |
32,592.71 |
| S1 |
32,063.60 |
32,063.60 |
32,734.69 |
32,275.25 |
| S2 |
31,282.07 |
31,282.07 |
32,624.25 |
|
| S3 |
30,077.25 |
30,858.78 |
32,513.80 |
|
| S4 |
28,872.43 |
29,653.96 |
32,182.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32,972.03 |
31,705.36 |
1,266.67 |
3.9% |
431.36 |
1.3% |
86% |
True |
False |
372,945,931 |
| 10 |
32,972.03 |
31,165.91 |
1,806.12 |
5.5% |
433.23 |
1.3% |
90% |
True |
False |
345,348,601 |
| 20 |
32,972.03 |
30,143.93 |
2,828.10 |
8.6% |
442.96 |
1.4% |
94% |
True |
False |
322,806,081 |
| 40 |
33,235.37 |
29,653.29 |
3,582.08 |
10.9% |
499.69 |
1.5% |
88% |
False |
False |
345,494,127 |
| 60 |
33,854.17 |
29,653.29 |
4,200.88 |
12.8% |
553.64 |
1.7% |
75% |
False |
False |
370,615,354 |
| 80 |
35,492.22 |
29,653.29 |
5,838.93 |
17.8% |
569.66 |
1.7% |
54% |
False |
False |
371,447,276 |
| 100 |
35,492.22 |
29,653.29 |
5,838.93 |
17.8% |
547.33 |
1.7% |
54% |
False |
False |
372,326,555 |
| 120 |
35,824.28 |
29,653.29 |
6,170.99 |
18.8% |
556.83 |
1.7% |
51% |
False |
False |
378,700,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,379.80 |
|
2.618 |
33,839.22 |
|
1.618 |
33,507.98 |
|
1.000 |
33,303.27 |
|
0.618 |
33,176.74 |
|
HIGH |
32,972.03 |
|
0.618 |
32,845.50 |
|
0.500 |
32,806.41 |
|
0.382 |
32,767.32 |
|
LOW |
32,640.79 |
|
0.618 |
32,436.08 |
|
1.000 |
32,309.55 |
|
1.618 |
32,104.84 |
|
2.618 |
31,773.60 |
|
4.250 |
31,233.02 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
32,806.41 |
32,691.37 |
| PP |
32,803.74 |
32,584.35 |
| S1 |
32,801.07 |
32,477.32 |
|