| 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 |
32,514.21 |
32,805.69 |
291.48 |
0.9% |
31,950.93 |
| High |
32,912.74 |
32,829.22 |
-83.52 |
-0.3% |
32,910.18 |
| Low |
32,514.21 |
32,652.63 |
138.42 |
0.4% |
31,705.36 |
| Close |
32,812.50 |
32,726.82 |
-85.68 |
-0.3% |
32,845.13 |
| Range |
398.53 |
176.59 |
-221.94 |
-55.7% |
1,204.82 |
| ATR |
498.81 |
475.80 |
-23.02 |
-4.6% |
0.00 |
| Volume |
344,295,891 |
318,772,399 |
-25,523,492 |
-7.4% |
1,803,834,640 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,265.99 |
33,173.00 |
32,823.94 |
|
| R3 |
33,089.40 |
32,996.41 |
32,775.38 |
|
| R2 |
32,912.81 |
32,912.81 |
32,759.19 |
|
| R1 |
32,819.82 |
32,819.82 |
32,743.01 |
32,778.02 |
| PP |
32,736.22 |
32,736.22 |
32,736.22 |
32,715.33 |
| S1 |
32,643.23 |
32,643.23 |
32,710.63 |
32,601.43 |
| S2 |
32,559.63 |
32,559.63 |
32,694.45 |
|
| S3 |
32,383.04 |
32,466.64 |
32,678.26 |
|
| S4 |
32,206.45 |
32,290.05 |
32,629.70 |
|
|
| 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 |
32,387.12 |
584.91 |
1.8% |
341.87 |
1.0% |
58% |
False |
False |
359,847,458 |
| 10 |
32,972.03 |
31,705.36 |
1,266.67 |
3.9% |
381.29 |
1.2% |
81% |
False |
False |
343,377,052 |
| 20 |
32,972.03 |
30,143.93 |
2,828.10 |
8.6% |
425.32 |
1.3% |
91% |
False |
False |
326,102,653 |
| 40 |
33,156.50 |
29,653.29 |
3,503.21 |
10.7% |
491.77 |
1.5% |
88% |
False |
False |
349,201,359 |
| 60 |
33,272.34 |
29,653.29 |
3,619.05 |
11.1% |
531.10 |
1.6% |
85% |
False |
False |
364,645,316 |
| 80 |
35,492.22 |
29,653.29 |
5,838.93 |
17.8% |
565.60 |
1.7% |
53% |
False |
False |
371,023,600 |
| 100 |
35,492.22 |
29,653.29 |
5,838.93 |
17.8% |
540.77 |
1.7% |
53% |
False |
False |
370,256,097 |
| 120 |
35,492.22 |
29,653.29 |
5,838.93 |
17.8% |
553.47 |
1.7% |
53% |
False |
False |
377,810,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
33,579.73 |
|
2.618 |
33,291.53 |
|
1.618 |
33,114.94 |
|
1.000 |
33,005.81 |
|
0.618 |
32,938.35 |
|
HIGH |
32,829.22 |
|
0.618 |
32,761.76 |
|
0.500 |
32,740.93 |
|
0.382 |
32,720.09 |
|
LOW |
32,652.63 |
|
0.618 |
32,543.50 |
|
1.000 |
32,476.04 |
|
1.618 |
32,366.91 |
|
2.618 |
32,190.32 |
|
4.250 |
31,902.12 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
32,740.93 |
32,701.19 |
| PP |
32,736.22 |
32,675.56 |
| S1 |
32,731.52 |
32,649.93 |
|