| 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 |
12,980.50 |
13,010.00 |
29.50 |
0.2% |
12,478.50 |
| High |
13,079.50 |
13,177.75 |
98.25 |
0.8% |
13,079.50 |
| Low |
12,822.00 |
12,929.00 |
107.00 |
0.8% |
12,147.25 |
| Close |
13,045.00 |
13,036.25 |
-8.75 |
-0.1% |
13,045.00 |
| Range |
257.50 |
248.75 |
-8.75 |
-3.4% |
932.25 |
| ATR |
353.01 |
345.56 |
-7.45 |
-2.1% |
0.00 |
| Volume |
940 |
641 |
-299 |
-31.8% |
3,454 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,794.00 |
13,663.75 |
13,173.00 |
|
| R3 |
13,545.25 |
13,415.00 |
13,104.75 |
|
| R2 |
13,296.50 |
13,296.50 |
13,081.75 |
|
| R1 |
13,166.25 |
13,166.25 |
13,059.00 |
13,231.50 |
| PP |
13,047.75 |
13,047.75 |
13,047.75 |
13,080.25 |
| S1 |
12,917.50 |
12,917.50 |
13,013.50 |
12,982.50 |
| S2 |
12,799.00 |
12,799.00 |
12,990.75 |
|
| S3 |
12,550.25 |
12,668.75 |
12,967.75 |
|
| S4 |
12,301.50 |
12,420.00 |
12,899.50 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,554.00 |
15,231.75 |
13,557.75 |
|
| R3 |
14,621.75 |
14,299.50 |
13,301.25 |
|
| R2 |
13,689.50 |
13,689.50 |
13,216.00 |
|
| R1 |
13,367.25 |
13,367.25 |
13,130.50 |
13,528.50 |
| PP |
12,757.25 |
12,757.25 |
12,757.25 |
12,837.75 |
| S1 |
12,435.00 |
12,435.00 |
12,959.50 |
12,596.00 |
| S2 |
11,825.00 |
11,825.00 |
12,874.00 |
|
| S3 |
10,892.75 |
11,502.75 |
12,788.75 |
|
| S4 |
9,960.50 |
10,570.50 |
12,532.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,177.75 |
12,147.25 |
1,030.50 |
7.9% |
348.00 |
2.7% |
86% |
True |
False |
761 |
| 10 |
13,177.75 |
11,966.25 |
1,211.50 |
9.3% |
330.75 |
2.5% |
88% |
True |
False |
687 |
| 20 |
13,177.75 |
11,456.00 |
1,721.75 |
13.2% |
324.50 |
2.5% |
92% |
True |
False |
668 |
| 40 |
13,177.75 |
11,135.00 |
2,042.75 |
15.7% |
347.75 |
2.7% |
93% |
True |
False |
580 |
| 60 |
13,650.00 |
11,135.00 |
2,515.00 |
19.3% |
373.75 |
2.9% |
76% |
False |
False |
398 |
| 80 |
14,926.00 |
11,135.00 |
3,791.00 |
29.1% |
377.25 |
2.9% |
50% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,235.00 |
|
2.618 |
13,829.00 |
|
1.618 |
13,580.25 |
|
1.000 |
13,426.50 |
|
0.618 |
13,331.50 |
|
HIGH |
13,177.75 |
|
0.618 |
13,082.75 |
|
0.500 |
13,053.50 |
|
0.382 |
13,024.00 |
|
LOW |
12,929.00 |
|
0.618 |
12,775.25 |
|
1.000 |
12,680.25 |
|
1.618 |
12,526.50 |
|
2.618 |
12,277.75 |
|
4.250 |
11,871.75 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,053.50 |
12,974.25 |
| PP |
13,047.75 |
12,912.25 |
| S1 |
13,042.00 |
12,850.50 |
|