| 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 |
7,347.5 |
7,392.5 |
45.0 |
0.6% |
7,194.0 |
| High |
7,415.0 |
7,450.5 |
35.5 |
0.5% |
7,402.0 |
| Low |
7,319.0 |
7,375.0 |
56.0 |
0.8% |
7,187.0 |
| Close |
7,391.0 |
7,408.5 |
17.5 |
0.2% |
7,377.5 |
| Range |
96.0 |
75.5 |
-20.5 |
-21.4% |
215.0 |
| ATR |
108.4 |
106.0 |
-2.3 |
-2.2% |
0.0 |
| Volume |
80,719 |
86,230 |
5,511 |
6.8% |
409,137 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,638.0 |
7,598.5 |
7,450.0 |
|
| R3 |
7,562.5 |
7,523.0 |
7,429.5 |
|
| R2 |
7,487.0 |
7,487.0 |
7,422.5 |
|
| R1 |
7,447.5 |
7,447.5 |
7,415.5 |
7,467.0 |
| PP |
7,411.5 |
7,411.5 |
7,411.5 |
7,421.0 |
| S1 |
7,372.0 |
7,372.0 |
7,401.5 |
7,392.0 |
| S2 |
7,336.0 |
7,336.0 |
7,394.5 |
|
| S3 |
7,260.5 |
7,296.5 |
7,387.5 |
|
| S4 |
7,185.0 |
7,221.0 |
7,367.0 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,967.0 |
7,887.5 |
7,496.0 |
|
| R3 |
7,752.0 |
7,672.5 |
7,436.5 |
|
| R2 |
7,537.0 |
7,537.0 |
7,417.0 |
|
| R1 |
7,457.5 |
7,457.5 |
7,397.0 |
7,497.0 |
| PP |
7,322.0 |
7,322.0 |
7,322.0 |
7,342.0 |
| S1 |
7,242.5 |
7,242.5 |
7,358.0 |
7,282.0 |
| S2 |
7,107.0 |
7,107.0 |
7,338.0 |
|
| S3 |
6,892.0 |
7,027.5 |
7,318.5 |
|
| S4 |
6,677.0 |
6,812.5 |
7,259.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,450.5 |
7,303.0 |
147.5 |
2.0% |
81.5 |
1.1% |
72% |
True |
False |
89,445 |
| 10 |
7,450.5 |
7,180.5 |
270.0 |
3.6% |
83.5 |
1.1% |
84% |
True |
False |
83,555 |
| 20 |
7,450.5 |
6,955.5 |
495.0 |
6.7% |
101.0 |
1.4% |
92% |
True |
False |
90,124 |
| 40 |
7,450.5 |
6,910.5 |
540.0 |
7.3% |
124.5 |
1.7% |
92% |
True |
False |
108,608 |
| 60 |
7,590.0 |
6,910.5 |
679.5 |
9.2% |
108.0 |
1.5% |
73% |
False |
False |
74,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,771.5 |
|
2.618 |
7,648.0 |
|
1.618 |
7,572.5 |
|
1.000 |
7,526.0 |
|
0.618 |
7,497.0 |
|
HIGH |
7,450.5 |
|
0.618 |
7,421.5 |
|
0.500 |
7,413.0 |
|
0.382 |
7,404.0 |
|
LOW |
7,375.0 |
|
0.618 |
7,328.5 |
|
1.000 |
7,299.5 |
|
1.618 |
7,253.0 |
|
2.618 |
7,177.5 |
|
4.250 |
7,054.0 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,413.0 |
7,400.5 |
| PP |
7,411.5 |
7,392.5 |
| S1 |
7,410.0 |
7,385.0 |
|