| 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 |
20,978.99 |
22,784.71 |
1,805.72 |
8.6% |
20,933.33 |
| High |
23,005.19 |
24,181.77 |
1,176.58 |
5.1% |
24,243.50 |
| Low |
20,833.81 |
22,599.16 |
1,765.35 |
8.5% |
20,486.92 |
| Close |
22,784.71 |
24,029.54 |
1,244.83 |
5.5% |
22,597.24 |
| Range |
2,171.38 |
1,582.61 |
-588.77 |
-27.1% |
3,756.58 |
| ATR |
1,554.44 |
1,556.45 |
2.01 |
0.1% |
0.00 |
| Volume |
74,288 |
81,704 |
7,416 |
10.0% |
341,367 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,351.32 |
27,773.04 |
24,899.98 |
|
| R3 |
26,768.71 |
26,190.43 |
24,464.76 |
|
| R2 |
25,186.10 |
25,186.10 |
24,319.69 |
|
| R1 |
24,607.82 |
24,607.82 |
24,174.61 |
24,896.96 |
| PP |
23,603.49 |
23,603.49 |
23,603.49 |
23,748.06 |
| S1 |
23,025.21 |
23,025.21 |
23,884.47 |
23,314.35 |
| S2 |
22,020.88 |
22,020.88 |
23,739.39 |
|
| S3 |
20,438.27 |
21,442.60 |
23,594.32 |
|
| S4 |
18,855.66 |
19,859.99 |
23,159.10 |
|
|
| 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 |
24,181.77 |
20,737.68 |
3,444.09 |
14.3% |
1,566.74 |
6.5% |
96% |
True |
False |
51,256 |
| 10 |
24,243.50 |
20,384.28 |
3,859.22 |
16.1% |
1,572.30 |
6.5% |
94% |
False |
False |
58,309 |
| 20 |
24,243.50 |
18,680.15 |
5,563.35 |
23.2% |
1,458.61 |
6.1% |
96% |
False |
False |
59,185 |
| 40 |
31,724.20 |
17,614.34 |
14,109.86 |
58.7% |
1,630.41 |
6.8% |
45% |
False |
False |
55,442 |
| 60 |
39,948.97 |
17,614.34 |
22,334.63 |
92.9% |
1,870.35 |
7.8% |
29% |
False |
False |
48,269 |
| 80 |
47,184.11 |
17,614.34 |
29,569.77 |
123.1% |
1,867.38 |
7.8% |
22% |
False |
False |
41,450 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
127.2% |
1,901.95 |
7.9% |
21% |
False |
False |
38,395 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
127.2% |
2,015.13 |
8.4% |
21% |
False |
False |
38,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,907.86 |
|
2.618 |
28,325.04 |
|
1.618 |
26,742.43 |
|
1.000 |
25,764.38 |
|
0.618 |
25,159.82 |
|
HIGH |
24,181.77 |
|
0.618 |
23,577.21 |
|
0.500 |
23,390.47 |
|
0.382 |
23,203.72 |
|
LOW |
22,599.16 |
|
0.618 |
21,621.11 |
|
1.000 |
21,016.55 |
|
1.618 |
20,038.50 |
|
2.618 |
18,455.89 |
|
4.250 |
15,873.07 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
23,816.52 |
23,506.27 |
| PP |
23,603.49 |
22,983.00 |
| S1 |
23,390.47 |
22,459.73 |
|