Trading Metrics calculated at close of trading on 26-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,965.72 |
3,953.22 |
-12.50 |
-0.3% |
3,883.79 |
High |
3,975.30 |
3,953.22 |
-22.08 |
-0.6% |
4,012.44 |
Low |
3,943.46 |
3,910.74 |
-32.72 |
-0.8% |
3,818.63 |
Close |
3,966.84 |
3,921.05 |
-45.79 |
-1.2% |
3,961.63 |
Range |
31.84 |
42.48 |
10.64 |
33.4% |
193.81 |
ATR |
75.09 |
73.73 |
-1.36 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,055.78 |
4,030.89 |
3,944.41 |
|
R3 |
4,013.30 |
3,988.41 |
3,932.73 |
|
R2 |
3,970.82 |
3,970.82 |
3,928.84 |
|
R1 |
3,945.93 |
3,945.93 |
3,924.94 |
3,937.14 |
PP |
3,928.34 |
3,928.34 |
3,928.34 |
3,923.94 |
S1 |
3,903.45 |
3,903.45 |
3,917.16 |
3,894.66 |
S2 |
3,885.86 |
3,885.86 |
3,913.26 |
|
S3 |
3,843.38 |
3,860.97 |
3,909.37 |
|
S4 |
3,800.90 |
3,818.49 |
3,897.69 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,512.33 |
4,430.79 |
4,068.23 |
|
R3 |
4,318.52 |
4,236.98 |
4,014.93 |
|
R2 |
4,124.71 |
4,124.71 |
3,997.16 |
|
R1 |
4,043.17 |
4,043.17 |
3,979.40 |
4,083.94 |
PP |
3,930.90 |
3,930.90 |
3,930.90 |
3,951.29 |
S1 |
3,849.36 |
3,849.36 |
3,943.86 |
3,890.13 |
S2 |
3,737.09 |
3,737.09 |
3,926.10 |
|
S3 |
3,543.28 |
3,655.55 |
3,908.33 |
|
S4 |
3,349.47 |
3,461.74 |
3,855.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,012.44 |
3,910.74 |
101.70 |
2.6% |
54.25 |
1.4% |
10% |
False |
True |
|
10 |
4,012.44 |
3,721.56 |
290.88 |
7.4% |
62.40 |
1.6% |
69% |
False |
False |
|
20 |
4,012.44 |
3,721.56 |
290.88 |
7.4% |
64.96 |
1.7% |
69% |
False |
False |
|
40 |
4,176.90 |
3,636.94 |
539.96 |
13.8% |
70.97 |
1.8% |
53% |
False |
False |
|
60 |
4,307.66 |
3,636.94 |
670.72 |
17.1% |
80.84 |
2.1% |
42% |
False |
False |
|
80 |
4,603.07 |
3,636.94 |
966.13 |
24.6% |
79.22 |
2.0% |
29% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.5% |
77.70 |
2.0% |
28% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
25.5% |
78.50 |
2.0% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,133.76 |
2.618 |
4,064.43 |
1.618 |
4,021.95 |
1.000 |
3,995.70 |
0.618 |
3,979.47 |
HIGH |
3,953.22 |
0.618 |
3,936.99 |
0.500 |
3,931.98 |
0.382 |
3,926.97 |
LOW |
3,910.74 |
0.618 |
3,884.49 |
1.000 |
3,868.26 |
1.618 |
3,842.01 |
2.618 |
3,799.53 |
4.250 |
3,730.20 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,931.98 |
3,961.59 |
PP |
3,928.34 |
3,948.08 |
S1 |
3,924.69 |
3,934.56 |
|