| 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 |
1,795.2 |
1,822.2 |
27.0 |
1.5% |
1,793.1 |
| High |
1,824.6 |
1,823.8 |
-0.8 |
0.0% |
1,824.6 |
| Low |
1,795.2 |
1,793.5 |
-1.7 |
-0.1% |
1,783.0 |
| Close |
1,819.6 |
1,804.2 |
-15.4 |
-0.8% |
1,804.2 |
| Range |
29.4 |
30.3 |
0.9 |
3.1% |
41.6 |
| ATR |
24.0 |
24.4 |
0.5 |
1.9% |
0.0 |
| Volume |
3,327 |
2,506 |
-821 |
-24.7% |
16,510 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,898.1 |
1,881.4 |
1,820.9 |
|
| R3 |
1,867.8 |
1,851.1 |
1,812.5 |
|
| R2 |
1,837.5 |
1,837.5 |
1,809.8 |
|
| R1 |
1,820.8 |
1,820.8 |
1,807.0 |
1,814.0 |
| PP |
1,807.2 |
1,807.2 |
1,807.2 |
1,803.8 |
| S1 |
1,790.5 |
1,790.5 |
1,801.4 |
1,783.7 |
| S2 |
1,776.9 |
1,776.9 |
1,798.6 |
|
| S3 |
1,746.6 |
1,760.2 |
1,795.9 |
|
| S4 |
1,716.3 |
1,729.9 |
1,787.5 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,928.7 |
1,908.1 |
1,827.1 |
|
| R3 |
1,887.1 |
1,866.5 |
1,815.6 |
|
| R2 |
1,845.5 |
1,845.5 |
1,811.8 |
|
| R1 |
1,824.9 |
1,824.9 |
1,808.0 |
1,835.2 |
| PP |
1,803.9 |
1,803.9 |
1,803.9 |
1,809.1 |
| S1 |
1,783.3 |
1,783.3 |
1,800.4 |
1,793.6 |
| S2 |
1,762.3 |
1,762.3 |
1,796.6 |
|
| S3 |
1,720.7 |
1,741.7 |
1,792.8 |
|
| S4 |
1,679.1 |
1,700.1 |
1,781.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,824.6 |
1,783.0 |
41.6 |
2.3% |
24.0 |
1.3% |
51% |
False |
False |
3,302 |
| 10 |
1,824.6 |
1,738.9 |
85.7 |
4.8% |
22.1 |
1.2% |
76% |
False |
False |
2,114 |
| 20 |
1,824.6 |
1,708.3 |
116.3 |
6.4% |
22.5 |
1.2% |
82% |
False |
False |
1,654 |
| 40 |
1,910.6 |
1,708.3 |
202.3 |
11.2% |
24.7 |
1.4% |
47% |
False |
False |
1,164 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.2% |
22.6 |
1.3% |
47% |
False |
False |
924 |
| 80 |
2,030.0 |
1,708.3 |
321.7 |
17.8% |
20.6 |
1.1% |
30% |
False |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,952.6 |
|
2.618 |
1,903.1 |
|
1.618 |
1,872.8 |
|
1.000 |
1,854.1 |
|
0.618 |
1,842.5 |
|
HIGH |
1,823.8 |
|
0.618 |
1,812.2 |
|
0.500 |
1,808.7 |
|
0.382 |
1,805.1 |
|
LOW |
1,793.5 |
|
0.618 |
1,774.8 |
|
1.000 |
1,763.2 |
|
1.618 |
1,744.5 |
|
2.618 |
1,714.2 |
|
4.250 |
1,664.7 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.7 |
1,804.1 |
| PP |
1,807.2 |
1,803.9 |
| S1 |
1,805.7 |
1,803.8 |
|