| 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 |
1,522.6890 |
1,380.1860 |
-142.5030 |
-9.4% |
1,257.3920 |
| High |
1,524.6960 |
1,610.8220 |
86.1260 |
5.6% |
1,645.1560 |
| Low |
1,359.1790 |
1,368.0630 |
8.8840 |
0.7% |
1,193.2490 |
| Close |
1,380.4750 |
1,601.8420 |
221.3670 |
16.0% |
1,525.0880 |
| Range |
165.5170 |
242.7590 |
77.2420 |
46.7% |
451.9070 |
| ATR |
142.7483 |
149.8919 |
7.1436 |
5.0% |
0.0000 |
| Volume |
836,315 |
967,135 |
130,820 |
15.6% |
4,262,890 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.1860 |
2,171.2730 |
1,735.3595 |
|
| R3 |
2,012.4270 |
1,928.5140 |
1,668.6007 |
|
| R2 |
1,769.6680 |
1,769.6680 |
1,646.3478 |
|
| R1 |
1,685.7550 |
1,685.7550 |
1,624.0949 |
1,727.7115 |
| PP |
1,526.9090 |
1,526.9090 |
1,526.9090 |
1,547.8873 |
| S1 |
1,442.9960 |
1,442.9960 |
1,579.5891 |
1,484.9525 |
| S2 |
1,284.1500 |
1,284.1500 |
1,557.3362 |
|
| S3 |
1,041.3910 |
1,200.2370 |
1,535.0833 |
|
| S4 |
798.6320 |
957.4780 |
1,468.3246 |
|
|
| 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 |
18.8% |
174.2822 |
10.9% |
80% |
False |
False |
715,361 |
| 10 |
1,660.9380 |
1,073.7810 |
587.1570 |
36.7% |
172.6030 |
10.8% |
90% |
False |
False |
800,696 |
| 20 |
1,660.9380 |
1,001.6950 |
659.2430 |
41.2% |
132.5420 |
8.3% |
91% |
False |
False |
798,181 |
| 40 |
1,971.3220 |
883.1590 |
1,088.1630 |
67.9% |
140.7932 |
8.8% |
66% |
False |
False |
697,889 |
| 60 |
2,962.3770 |
883.1590 |
2,079.2180 |
129.8% |
162.2114 |
10.1% |
35% |
False |
False |
636,761 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
168.4% |
163.4461 |
10.2% |
27% |
False |
False |
541,380 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
168.4% |
165.0359 |
10.3% |
27% |
False |
False |
490,511 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
168.4% |
174.4030 |
10.9% |
27% |
False |
False |
484,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.5478 |
|
2.618 |
2,246.3651 |
|
1.618 |
2,003.6061 |
|
1.000 |
1,853.5810 |
|
0.618 |
1,760.8471 |
|
HIGH |
1,610.8220 |
|
0.618 |
1,518.0881 |
|
0.500 |
1,489.4425 |
|
0.382 |
1,460.7969 |
|
LOW |
1,368.0630 |
|
0.618 |
1,218.0379 |
|
1.000 |
1,125.3040 |
|
1.618 |
975.2789 |
|
2.618 |
732.5199 |
|
4.250 |
336.3373 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,564.3755 |
1,571.2475 |
| PP |
1,526.9090 |
1,540.6530 |
| S1 |
1,489.4425 |
1,510.0585 |
|