| 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 |
1,623.9270 |
1,651.5570 |
27.6300 |
1.7% |
1,524.9930 |
| High |
1,676.4090 |
1,681.4830 |
5.0740 |
0.3% |
1,781.4440 |
| Low |
1,564.1460 |
1,591.8320 |
27.6860 |
1.8% |
1,359.1790 |
| Close |
1,651.7050 |
1,642.7480 |
-8.9570 |
-0.5% |
1,732.8260 |
| Range |
112.2630 |
89.6510 |
-22.6120 |
-20.1% |
422.2650 |
| ATR |
146.8236 |
142.7398 |
-4.0838 |
-2.8% |
0.0000 |
| Volume |
682,051 |
629,178 |
-52,873 |
-7.8% |
3,880,256 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.6407 |
1,864.8453 |
1,692.0561 |
|
| R3 |
1,817.9897 |
1,775.1943 |
1,667.4020 |
|
| R2 |
1,728.3387 |
1,728.3387 |
1,659.1840 |
|
| R1 |
1,685.5433 |
1,685.5433 |
1,650.9660 |
1,662.1155 |
| PP |
1,638.6877 |
1,638.6877 |
1,638.6877 |
1,626.9738 |
| S1 |
1,595.8923 |
1,595.8923 |
1,634.5300 |
1,572.4645 |
| S2 |
1,549.0367 |
1,549.0367 |
1,626.3120 |
|
| S3 |
1,459.3857 |
1,506.2413 |
1,618.0940 |
|
| S4 |
1,369.7347 |
1,416.5903 |
1,593.4400 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.2780 |
2,734.3170 |
1,965.0718 |
|
| R3 |
2,469.0130 |
2,312.0520 |
1,848.9489 |
|
| R2 |
2,046.7480 |
2,046.7480 |
1,810.2413 |
|
| R1 |
1,889.7870 |
1,889.7870 |
1,771.5336 |
1,968.2675 |
| PP |
1,624.4830 |
1,624.4830 |
1,624.4830 |
1,663.7233 |
| S1 |
1,467.5220 |
1,467.5220 |
1,694.1184 |
1,546.0025 |
| S2 |
1,202.2180 |
1,202.2180 |
1,655.4108 |
|
| S3 |
779.9530 |
1,045.2570 |
1,616.7031 |
|
| S4 |
357.6880 |
622.9920 |
1,500.5803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,781.4440 |
1,564.1460 |
217.2980 |
13.2% |
129.5970 |
7.9% |
36% |
False |
False |
677,051 |
| 10 |
1,781.4440 |
1,359.1790 |
422.2650 |
25.7% |
151.9396 |
9.2% |
67% |
False |
False |
696,206 |
| 20 |
1,781.4440 |
1,011.7730 |
769.6710 |
46.9% |
142.8938 |
8.7% |
82% |
False |
False |
743,855 |
| 40 |
1,846.6490 |
883.1590 |
963.4900 |
58.7% |
139.7982 |
8.5% |
79% |
False |
False |
740,405 |
| 60 |
2,455.9690 |
883.1590 |
1,572.8100 |
95.7% |
153.5363 |
9.3% |
48% |
False |
False |
677,436 |
| 80 |
3,307.2140 |
883.1590 |
2,424.0550 |
147.6% |
161.3668 |
9.8% |
31% |
False |
False |
562,351 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
164.2% |
162.4325 |
9.9% |
28% |
False |
False |
511,091 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
164.2% |
169.9111 |
10.3% |
28% |
False |
False |
494,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.4998 |
|
2.618 |
1,916.1893 |
|
1.618 |
1,826.5383 |
|
1.000 |
1,771.1340 |
|
0.618 |
1,736.8873 |
|
HIGH |
1,681.4830 |
|
0.618 |
1,647.2363 |
|
0.500 |
1,636.6575 |
|
0.382 |
1,626.0787 |
|
LOW |
1,591.8320 |
|
0.618 |
1,536.4277 |
|
1.000 |
1,502.1810 |
|
1.618 |
1,446.7767 |
|
2.618 |
1,357.1257 |
|
4.250 |
1,210.8153 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,640.7178 |
1,664.5225 |
| PP |
1,638.6877 |
1,657.2643 |
| S1 |
1,636.6575 |
1,650.0062 |
|