| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
22,175.57 |
20,978.99 |
-1,196.58 |
-5.4% |
20,933.33 |
| High |
22,178.34 |
23,005.19 |
826.85 |
3.7% |
24,243.50 |
| Low |
20,737.68 |
20,833.81 |
96.13 |
0.5% |
20,486.92 |
| Close |
20,984.80 |
22,784.71 |
1,799.91 |
8.6% |
22,597.24 |
| Range |
1,440.66 |
2,171.38 |
730.72 |
50.7% |
3,756.58 |
| ATR |
1,506.98 |
1,554.44 |
47.46 |
3.1% |
0.00 |
| Volume |
35,806 |
74,288 |
38,482 |
107.5% |
341,367 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,722.04 |
27,924.76 |
23,978.97 |
|
| R3 |
26,550.66 |
25,753.38 |
23,381.84 |
|
| R2 |
24,379.28 |
24,379.28 |
23,182.80 |
|
| R1 |
23,582.00 |
23,582.00 |
22,983.75 |
23,980.64 |
| PP |
22,207.90 |
22,207.90 |
22,207.90 |
22,407.23 |
| S1 |
21,410.62 |
21,410.62 |
22,585.67 |
21,809.26 |
| S2 |
20,036.52 |
20,036.52 |
22,386.62 |
|
| S3 |
17,865.14 |
19,239.24 |
22,187.58 |
|
| S4 |
15,693.76 |
17,067.86 |
21,590.45 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,712.29 |
31,911.35 |
24,663.36 |
|
| R3 |
29,955.71 |
28,154.77 |
23,630.30 |
|
| R2 |
26,199.13 |
26,199.13 |
23,285.95 |
|
| R1 |
24,398.19 |
24,398.19 |
22,941.59 |
25,298.66 |
| PP |
22,442.55 |
22,442.55 |
22,442.55 |
22,892.79 |
| S1 |
20,641.61 |
20,641.61 |
22,252.89 |
21,542.08 |
| S2 |
18,685.97 |
18,685.97 |
21,908.53 |
|
| S3 |
14,929.39 |
16,885.03 |
21,564.18 |
|
| S4 |
11,172.81 |
13,128.45 |
20,531.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23,778.94 |
20,737.68 |
3,041.26 |
13.3% |
1,533.60 |
6.7% |
67% |
False |
False |
49,314 |
| 10 |
24,243.50 |
19,643.08 |
4,600.42 |
20.2% |
1,535.14 |
6.7% |
68% |
False |
False |
56,962 |
| 20 |
24,243.50 |
18,680.15 |
5,563.35 |
24.4% |
1,405.78 |
6.2% |
74% |
False |
False |
57,809 |
| 40 |
31,961.87 |
17,614.34 |
14,347.53 |
63.0% |
1,654.32 |
7.3% |
36% |
False |
False |
54,160 |
| 60 |
39,948.97 |
17,614.34 |
22,334.63 |
98.0% |
1,865.61 |
8.2% |
23% |
False |
False |
46,911 |
| 80 |
47,374.73 |
17,614.34 |
29,760.39 |
130.6% |
1,875.13 |
8.2% |
17% |
False |
False |
40,431 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
134.2% |
1,910.66 |
8.4% |
17% |
False |
False |
37,584 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
134.2% |
2,035.76 |
8.9% |
17% |
False |
False |
38,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
32,233.56 |
|
2.618 |
28,689.86 |
|
1.618 |
26,518.48 |
|
1.000 |
25,176.57 |
|
0.618 |
24,347.10 |
|
HIGH |
23,005.19 |
|
0.618 |
22,175.72 |
|
0.500 |
21,919.50 |
|
0.382 |
21,663.28 |
|
LOW |
20,833.81 |
|
0.618 |
19,491.90 |
|
1.000 |
18,662.43 |
|
1.618 |
17,320.52 |
|
2.618 |
15,149.14 |
|
4.250 |
11,605.45 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
22,496.31 |
22,480.29 |
| PP |
22,207.90 |
22,175.86 |
| S1 |
21,919.50 |
21,871.44 |
|