| 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 |
12,775.52 |
12,879.26 |
103.74 |
0.8% |
12,397.97 |
| High |
12,986.64 |
13,084.61 |
97.97 |
0.8% |
12,986.64 |
| Low |
12,730.79 |
12,833.16 |
102.37 |
0.8% |
12,051.21 |
| Close |
12,947.97 |
12,940.78 |
-7.19 |
-0.1% |
12,947.97 |
| Range |
255.85 |
251.45 |
-4.40 |
-1.7% |
935.43 |
| ATR |
316.60 |
311.94 |
-4.65 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,707.20 |
13,575.44 |
13,079.08 |
|
| R3 |
13,455.75 |
13,323.99 |
13,009.93 |
|
| R2 |
13,204.30 |
13,204.30 |
12,986.88 |
|
| R1 |
13,072.54 |
13,072.54 |
12,963.83 |
13,138.42 |
| PP |
12,952.85 |
12,952.85 |
12,952.85 |
12,985.79 |
| S1 |
12,821.09 |
12,821.09 |
12,917.73 |
12,886.97 |
| S2 |
12,701.40 |
12,701.40 |
12,894.68 |
|
| S3 |
12,449.95 |
12,569.64 |
12,871.63 |
|
| S4 |
12,198.50 |
12,318.19 |
12,802.48 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,468.23 |
15,143.53 |
13,462.46 |
|
| R3 |
14,532.80 |
14,208.10 |
13,205.21 |
|
| R2 |
13,597.37 |
13,597.37 |
13,119.47 |
|
| R1 |
13,272.67 |
13,272.67 |
13,033.72 |
13,435.02 |
| PP |
12,661.94 |
12,661.94 |
12,661.94 |
12,743.12 |
| S1 |
12,337.24 |
12,337.24 |
12,862.22 |
12,499.59 |
| S2 |
11,726.51 |
11,726.51 |
12,776.47 |
|
| S3 |
10,791.08 |
11,401.81 |
12,690.73 |
|
| S4 |
9,855.65 |
10,466.38 |
12,433.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,084.61 |
12,051.21 |
1,033.40 |
8.0% |
284.74 |
2.2% |
86% |
True |
False |
|
| 10 |
13,084.61 |
11,967.92 |
1,116.69 |
8.6% |
275.06 |
2.1% |
87% |
True |
False |
|
| 20 |
13,084.61 |
11,366.07 |
1,718.54 |
13.3% |
272.50 |
2.1% |
92% |
True |
False |
|
| 40 |
13,084.61 |
11,037.21 |
2,047.40 |
15.8% |
274.41 |
2.1% |
93% |
True |
False |
|
| 60 |
13,343.51 |
11,037.21 |
2,306.30 |
17.8% |
307.84 |
2.4% |
83% |
False |
False |
|
| 80 |
14,639.35 |
11,037.21 |
3,602.14 |
27.8% |
322.10 |
2.5% |
53% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
32.7% |
318.32 |
2.5% |
45% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
32.7% |
329.38 |
2.5% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,153.27 |
|
2.618 |
13,742.91 |
|
1.618 |
13,491.46 |
|
1.000 |
13,336.06 |
|
0.618 |
13,240.01 |
|
HIGH |
13,084.61 |
|
0.618 |
12,988.56 |
|
0.500 |
12,958.89 |
|
0.382 |
12,929.21 |
|
LOW |
12,833.16 |
|
0.618 |
12,677.76 |
|
1.000 |
12,581.71 |
|
1.618 |
12,426.31 |
|
2.618 |
12,174.86 |
|
4.250 |
11,764.50 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,958.89 |
12,880.21 |
| PP |
12,952.85 |
12,819.65 |
| S1 |
12,946.82 |
12,759.08 |
|