Trading Metrics calculated at close of trading on 28-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,951.43 |
4,026.13 |
74.70 |
1.9% |
3,883.79 |
High |
4,039.56 |
4,078.95 |
39.39 |
1.0% |
4,012.44 |
Low |
3,951.43 |
3,992.97 |
41.54 |
1.1% |
3,818.63 |
Close |
4,023.61 |
4,072.43 |
48.82 |
1.2% |
3,961.63 |
Range |
88.13 |
85.98 |
-2.15 |
-2.4% |
193.81 |
ATR |
76.93 |
77.57 |
0.65 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,306.06 |
4,275.22 |
4,119.72 |
|
R3 |
4,220.08 |
4,189.24 |
4,096.07 |
|
R2 |
4,134.10 |
4,134.10 |
4,088.19 |
|
R1 |
4,103.26 |
4,103.26 |
4,080.31 |
4,118.68 |
PP |
4,048.12 |
4,048.12 |
4,048.12 |
4,055.83 |
S1 |
4,017.28 |
4,017.28 |
4,064.55 |
4,032.70 |
S2 |
3,962.14 |
3,962.14 |
4,056.67 |
|
S3 |
3,876.16 |
3,931.30 |
4,048.79 |
|
S4 |
3,790.18 |
3,845.32 |
4,025.14 |
|
|
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 |
4,078.95 |
3,910.74 |
168.21 |
4.1% |
64.40 |
1.6% |
96% |
True |
False |
|
10 |
4,078.95 |
3,817.18 |
261.77 |
6.4% |
65.47 |
1.6% |
98% |
True |
False |
|
20 |
4,078.95 |
3,721.56 |
357.39 |
8.8% |
65.59 |
1.6% |
98% |
True |
False |
|
40 |
4,176.90 |
3,636.94 |
539.96 |
13.3% |
71.71 |
1.8% |
81% |
False |
False |
|
60 |
4,307.66 |
3,636.94 |
670.72 |
16.5% |
79.53 |
2.0% |
65% |
False |
False |
|
80 |
4,593.45 |
3,636.94 |
956.51 |
23.5% |
79.98 |
2.0% |
46% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
24.6% |
78.16 |
1.9% |
44% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
24.6% |
78.96 |
1.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,444.37 |
2.618 |
4,304.05 |
1.618 |
4,218.07 |
1.000 |
4,164.93 |
0.618 |
4,132.09 |
HIGH |
4,078.95 |
0.618 |
4,046.11 |
0.500 |
4,035.96 |
0.382 |
4,025.81 |
LOW |
3,992.97 |
0.618 |
3,939.83 |
1.000 |
3,906.99 |
1.618 |
3,853.85 |
2.618 |
3,767.87 |
4.250 |
3,627.56 |
|
|
Fisher Pivots for day following 28-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
4,060.27 |
4,046.57 |
PP |
4,048.12 |
4,020.71 |
S1 |
4,035.96 |
3,994.85 |
|