| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,642.7480 |
1,591.8010 |
-50.9470 |
-3.1% |
1,733.0320 |
| High |
1,662.7080 |
1,723.3570 |
60.6490 |
3.6% |
1,764.8990 |
| Low |
1,581.7250 |
1,582.2910 |
0.5660 |
0.0% |
1,564.1460 |
| Close |
1,592.0660 |
1,680.2650 |
88.1990 |
5.5% |
1,680.2650 |
| Range |
80.9830 |
141.0660 |
60.0830 |
74.2% |
200.7530 |
| ATR |
138.3286 |
138.5241 |
0.1955 |
0.1% |
0.0000 |
| Volume |
669,140 |
841,787 |
172,647 |
25.8% |
2,827,871 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.1690 |
2,023.7830 |
1,757.8513 |
|
| R3 |
1,944.1030 |
1,882.7170 |
1,719.0582 |
|
| R2 |
1,803.0370 |
1,803.0370 |
1,706.1271 |
|
| R1 |
1,741.6510 |
1,741.6510 |
1,693.1961 |
1,772.3440 |
| PP |
1,661.9710 |
1,661.9710 |
1,661.9710 |
1,677.3175 |
| S1 |
1,600.5850 |
1,600.5850 |
1,667.3340 |
1,631.2780 |
| S2 |
1,520.9050 |
1,520.9050 |
1,654.4029 |
|
| S3 |
1,379.8390 |
1,459.5190 |
1,641.4719 |
|
| S4 |
1,238.7730 |
1,318.4530 |
1,602.6787 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.0290 |
2,176.9000 |
1,790.6792 |
|
| R3 |
2,071.2760 |
1,976.1470 |
1,735.4721 |
|
| R2 |
1,870.5230 |
1,870.5230 |
1,717.0697 |
|
| R1 |
1,775.3940 |
1,775.3940 |
1,698.6674 |
1,722.5820 |
| PP |
1,669.7700 |
1,669.7700 |
1,669.7700 |
1,643.3640 |
| S1 |
1,574.6410 |
1,574.6410 |
1,661.8626 |
1,521.8290 |
| S2 |
1,469.0170 |
1,469.0170 |
1,643.4603 |
|
| S3 |
1,268.2640 |
1,373.8880 |
1,625.0579 |
|
| S4 |
1,067.5110 |
1,173.1350 |
1,569.8509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,764.8990 |
1,564.1460 |
200.7530 |
11.9% |
114.7552 |
6.8% |
58% |
False |
False |
565,574 |
| 10 |
1,781.4440 |
1,359.1790 |
422.2650 |
25.1% |
148.0214 |
8.8% |
76% |
False |
False |
670,812 |
| 20 |
1,781.4440 |
1,011.7730 |
769.6710 |
45.8% |
145.3324 |
8.6% |
87% |
False |
False |
739,490 |
| 40 |
1,801.7370 |
883.1590 |
918.5780 |
54.7% |
141.9779 |
8.4% |
87% |
False |
False |
765,336 |
| 60 |
2,184.6150 |
883.1590 |
1,301.4560 |
77.5% |
146.0634 |
8.7% |
61% |
False |
False |
663,354 |
| 80 |
3,176.1690 |
883.1590 |
2,293.0100 |
136.5% |
158.3318 |
9.4% |
35% |
False |
False |
574,252 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
160.5% |
161.9438 |
9.6% |
30% |
False |
False |
522,111 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
160.5% |
168.6259 |
10.0% |
30% |
False |
False |
502,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.8875 |
|
2.618 |
2,092.6678 |
|
1.618 |
1,951.6018 |
|
1.000 |
1,864.4230 |
|
0.618 |
1,810.5358 |
|
HIGH |
1,723.3570 |
|
0.618 |
1,669.4698 |
|
0.500 |
1,652.8240 |
|
0.382 |
1,636.1782 |
|
LOW |
1,582.2910 |
|
0.618 |
1,495.1122 |
|
1.000 |
1,441.2250 |
|
1.618 |
1,354.0462 |
|
2.618 |
1,212.9802 |
|
4.250 |
982.7605 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,671.1180 |
1,671.0237 |
| PP |
1,661.9710 |
1,661.7823 |
| S1 |
1,652.8240 |
1,652.5410 |
|