| 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 |
1,524.9930 |
1,522.6890 |
-2.3040 |
-0.2% |
1,257.3920 |
| High |
1,660.9380 |
1,524.6960 |
-136.2420 |
-8.2% |
1,645.1560 |
| Low |
1,459.0340 |
1,359.1790 |
-99.8550 |
-6.8% |
1,193.2490 |
| Close |
1,522.7060 |
1,380.4750 |
-142.2310 |
-9.3% |
1,525.0880 |
| Range |
201.9040 |
165.5170 |
-36.3870 |
-18.0% |
451.9070 |
| ATR |
140.9968 |
142.7483 |
1.7514 |
1.2% |
0.0000 |
| Volume |
8,491 |
836,315 |
827,824 |
9,749.4% |
4,262,890 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.0010 |
1,814.7550 |
1,471.5094 |
|
| R3 |
1,752.4840 |
1,649.2380 |
1,425.9922 |
|
| R2 |
1,586.9670 |
1,586.9670 |
1,410.8198 |
|
| R1 |
1,483.7210 |
1,483.7210 |
1,395.6474 |
1,452.5855 |
| PP |
1,421.4500 |
1,421.4500 |
1,421.4500 |
1,405.8823 |
| S1 |
1,318.2040 |
1,318.2040 |
1,365.3026 |
1,287.0685 |
| S2 |
1,255.9330 |
1,255.9330 |
1,350.1302 |
|
| S3 |
1,090.4160 |
1,152.6870 |
1,334.9578 |
|
| S4 |
924.8990 |
987.1700 |
1,289.4407 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.2187 |
2,619.5603 |
1,773.6369 |
|
| R3 |
2,358.3117 |
2,167.6533 |
1,649.3624 |
|
| R2 |
1,906.4047 |
1,906.4047 |
1,607.9376 |
|
| R1 |
1,715.7463 |
1,715.7463 |
1,566.5128 |
1,811.0755 |
| PP |
1,454.4977 |
1,454.4977 |
1,454.4977 |
1,502.1623 |
| S1 |
1,263.8393 |
1,263.8393 |
1,483.6632 |
1,359.1685 |
| S2 |
1,002.5907 |
1,002.5907 |
1,442.2384 |
|
| S3 |
550.6837 |
811.9323 |
1,400.8136 |
|
| S4 |
98.7767 |
360.0253 |
1,276.5392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,660.9380 |
1,359.1790 |
301.7590 |
21.9% |
151.3706 |
11.0% |
7% |
False |
True |
738,578 |
| 10 |
1,660.9380 |
1,011.7730 |
649.1650 |
47.0% |
157.1154 |
11.4% |
57% |
False |
False |
808,409 |
| 20 |
1,660.9380 |
1,001.6950 |
659.2430 |
47.8% |
124.4496 |
9.0% |
57% |
False |
False |
786,821 |
| 40 |
2,012.3160 |
883.1590 |
1,129.1570 |
81.8% |
136.8503 |
9.9% |
44% |
False |
False |
690,201 |
| 60 |
2,962.3770 |
883.1590 |
2,079.2180 |
150.6% |
160.6842 |
11.6% |
24% |
False |
False |
620,711 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
195.3% |
163.7222 |
11.9% |
18% |
False |
False |
535,082 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
195.3% |
165.0953 |
12.0% |
18% |
False |
False |
486,259 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
195.3% |
173.5849 |
12.6% |
18% |
False |
False |
480,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.1433 |
|
2.618 |
1,958.0195 |
|
1.618 |
1,792.5025 |
|
1.000 |
1,690.2130 |
|
0.618 |
1,626.9855 |
|
HIGH |
1,524.6960 |
|
0.618 |
1,461.4685 |
|
0.500 |
1,441.9375 |
|
0.382 |
1,422.4065 |
|
LOW |
1,359.1790 |
|
0.618 |
1,256.8895 |
|
1.000 |
1,193.6620 |
|
1.618 |
1,091.3725 |
|
2.618 |
925.8555 |
|
4.250 |
655.7318 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,441.9375 |
1,510.0585 |
| PP |
1,421.4500 |
1,466.8640 |
| S1 |
1,400.9625 |
1,423.6695 |
|