| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,601.8420 |
1,758.5010 |
156.6590 |
9.8% |
1,524.9930 |
| High |
1,781.4440 |
1,768.4230 |
-13.0210 |
-0.7% |
1,781.4440 |
| Low |
1,595.5960 |
1,658.0130 |
62.4170 |
3.9% |
1,359.1790 |
| Close |
1,758.3650 |
1,732.8260 |
-25.5390 |
-1.5% |
1,732.8260 |
| Range |
185.8480 |
110.4100 |
-75.4380 |
-40.6% |
422.2650 |
| ATR |
152.4602 |
149.4566 |
-3.0036 |
-2.0% |
0.0000 |
| Volume |
1,153,187 |
915,128 |
-238,059 |
-20.6% |
3,880,256 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.9840 |
2,002.3150 |
1,793.5515 |
|
| R3 |
1,940.5740 |
1,891.9050 |
1,763.1888 |
|
| R2 |
1,830.1640 |
1,830.1640 |
1,753.0678 |
|
| R1 |
1,781.4950 |
1,781.4950 |
1,742.9469 |
1,750.6245 |
| PP |
1,719.7540 |
1,719.7540 |
1,719.7540 |
1,704.3188 |
| S1 |
1,671.0850 |
1,671.0850 |
1,722.7051 |
1,640.2145 |
| S2 |
1,609.3440 |
1,609.3440 |
1,712.5842 |
|
| S3 |
1,498.9340 |
1,560.6750 |
1,702.4633 |
|
| S4 |
1,388.5240 |
1,450.2650 |
1,672.1005 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.2780 |
2,734.3170 |
1,965.0718 |
|
| R3 |
2,469.0130 |
2,312.0520 |
1,848.9489 |
|
| R2 |
2,046.7480 |
2,046.7480 |
1,810.2413 |
|
| R1 |
1,889.7870 |
1,889.7870 |
1,771.5336 |
1,968.2675 |
| PP |
1,624.4830 |
1,624.4830 |
1,624.4830 |
1,663.7233 |
| S1 |
1,467.5220 |
1,467.5220 |
1,694.1184 |
1,546.0025 |
| S2 |
1,202.2180 |
1,202.2180 |
1,655.4108 |
|
| S3 |
779.9530 |
1,045.2570 |
1,616.7031 |
|
| S4 |
357.6880 |
622.9920 |
1,500.5803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,781.4440 |
1,359.1790 |
422.2650 |
24.4% |
181.2876 |
10.5% |
88% |
False |
False |
776,051 |
| 10 |
1,781.4440 |
1,193.2490 |
588.1950 |
33.9% |
178.3643 |
10.3% |
92% |
False |
False |
814,314 |
| 20 |
1,781.4440 |
1,011.6300 |
769.8140 |
44.4% |
137.5290 |
7.9% |
94% |
False |
False |
806,252 |
| 40 |
1,918.0350 |
883.1590 |
1,034.8760 |
59.7% |
141.6847 |
8.2% |
82% |
False |
False |
720,591 |
| 60 |
2,952.0600 |
883.1590 |
2,068.9010 |
119.4% |
161.8974 |
9.3% |
41% |
False |
False |
671,119 |
| 80 |
3,461.7630 |
883.1590 |
2,578.6040 |
148.8% |
163.4013 |
9.4% |
33% |
False |
False |
562,433 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
155.6% |
164.2164 |
9.5% |
32% |
False |
False |
511,093 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
155.6% |
171.9872 |
9.9% |
32% |
False |
False |
496,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.6655 |
|
2.618 |
2,057.4764 |
|
1.618 |
1,947.0664 |
|
1.000 |
1,878.8330 |
|
0.618 |
1,836.6564 |
|
HIGH |
1,768.4230 |
|
0.618 |
1,726.2464 |
|
0.500 |
1,713.2180 |
|
0.382 |
1,700.1896 |
|
LOW |
1,658.0130 |
|
0.618 |
1,589.7796 |
|
1.000 |
1,547.6030 |
|
1.618 |
1,479.3696 |
|
2.618 |
1,368.9596 |
|
4.250 |
1,188.7705 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,726.2900 |
1,680.1352 |
| PP |
1,719.7540 |
1,627.4443 |
| S1 |
1,713.2180 |
1,574.7535 |
|