| 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 |
4,116.00 |
4,168.75 |
52.75 |
1.3% |
3,980.00 |
| High |
4,187.00 |
4,190.00 |
3.00 |
0.1% |
4,159.25 |
| Low |
4,102.00 |
4,154.25 |
52.25 |
1.3% |
3,929.75 |
| Close |
4,174.00 |
4,169.75 |
-4.25 |
-0.1% |
4,150.50 |
| Range |
85.00 |
35.75 |
-49.25 |
-57.9% |
229.50 |
| ATR |
81.62 |
78.34 |
-3.28 |
-4.0% |
0.00 |
| Volume |
3,137 |
2,178 |
-959 |
-30.6% |
8,440 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,278.50 |
4,260.00 |
4,189.50 |
|
| R3 |
4,242.75 |
4,224.25 |
4,179.50 |
|
| R2 |
4,207.00 |
4,207.00 |
4,176.25 |
|
| R1 |
4,188.50 |
4,188.50 |
4,173.00 |
4,197.75 |
| PP |
4,171.25 |
4,171.25 |
4,171.25 |
4,176.00 |
| S1 |
4,152.75 |
4,152.75 |
4,166.50 |
4,162.00 |
| S2 |
4,135.50 |
4,135.50 |
4,163.25 |
|
| S3 |
4,099.75 |
4,117.00 |
4,160.00 |
|
| S4 |
4,064.00 |
4,081.25 |
4,150.00 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,768.25 |
4,689.00 |
4,276.75 |
|
| R3 |
4,538.75 |
4,459.50 |
4,213.50 |
|
| R2 |
4,309.25 |
4,309.25 |
4,192.50 |
|
| R1 |
4,230.00 |
4,230.00 |
4,171.50 |
4,269.50 |
| PP |
4,079.75 |
4,079.75 |
4,079.75 |
4,099.75 |
| S1 |
4,000.50 |
4,000.50 |
4,129.50 |
4,040.00 |
| S2 |
3,850.25 |
3,850.25 |
4,108.50 |
|
| S3 |
3,620.75 |
3,771.00 |
4,087.50 |
|
| S4 |
3,391.25 |
3,541.50 |
4,024.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,190.00 |
4,097.75 |
92.25 |
2.2% |
58.50 |
1.4% |
78% |
True |
False |
2,262 |
| 10 |
4,190.00 |
3,929.75 |
260.25 |
6.2% |
67.50 |
1.6% |
92% |
True |
False |
1,917 |
| 20 |
4,190.00 |
3,741.75 |
448.25 |
10.8% |
73.00 |
1.7% |
95% |
True |
False |
2,276 |
| 40 |
4,190.00 |
3,654.50 |
535.50 |
12.8% |
87.00 |
2.1% |
96% |
True |
False |
2,313 |
| 60 |
4,214.00 |
3,654.50 |
559.50 |
13.4% |
92.25 |
2.2% |
92% |
False |
False |
1,742 |
| 80 |
4,525.75 |
3,654.50 |
871.25 |
20.9% |
95.50 |
2.3% |
59% |
False |
False |
1,393 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
23.8% |
90.00 |
2.2% |
52% |
False |
False |
1,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,342.00 |
|
2.618 |
4,283.50 |
|
1.618 |
4,247.75 |
|
1.000 |
4,225.75 |
|
0.618 |
4,212.00 |
|
HIGH |
4,190.00 |
|
0.618 |
4,176.25 |
|
0.500 |
4,172.00 |
|
0.382 |
4,168.00 |
|
LOW |
4,154.25 |
|
0.618 |
4,132.25 |
|
1.000 |
4,118.50 |
|
1.618 |
4,096.50 |
|
2.618 |
4,060.75 |
|
4.250 |
4,002.25 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,172.00 |
4,161.00 |
| PP |
4,171.25 |
4,152.50 |
| S1 |
4,170.50 |
4,144.00 |
|