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 |
1,719.53 |
1,717.15 |
-2.38 |
-0.1% |
1,707.01 |
High |
1,727.52 |
1,738.64 |
11.12 |
0.6% |
1,736.70 |
Low |
1,715.79 |
1,713.29 |
-2.50 |
-0.1% |
1,681.43 |
Close |
1,717.16 |
1,734.38 |
17.22 |
1.0% |
1,727.14 |
Range |
11.73 |
25.35 |
13.62 |
116.1% |
55.27 |
ATR |
21.76 |
22.02 |
0.26 |
1.2% |
0.00 |
Volume |
7,279 |
7,205 |
-74 |
-1.0% |
35,040 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.82 |
1,794.95 |
1,748.32 |
|
R3 |
1,779.47 |
1,769.60 |
1,741.35 |
|
R2 |
1,754.12 |
1,754.12 |
1,739.03 |
|
R1 |
1,744.25 |
1,744.25 |
1,736.70 |
1,749.19 |
PP |
1,728.77 |
1,728.77 |
1,728.77 |
1,731.24 |
S1 |
1,718.90 |
1,718.90 |
1,732.06 |
1,723.84 |
S2 |
1,703.42 |
1,703.42 |
1,729.73 |
|
S3 |
1,678.07 |
1,693.55 |
1,727.41 |
|
S4 |
1,652.72 |
1,668.20 |
1,720.44 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.90 |
1,859.29 |
1,757.54 |
|
R3 |
1,825.63 |
1,804.02 |
1,742.34 |
|
R2 |
1,770.36 |
1,770.36 |
1,737.27 |
|
R1 |
1,748.75 |
1,748.75 |
1,732.21 |
1,759.56 |
PP |
1,715.09 |
1,715.09 |
1,715.09 |
1,720.49 |
S1 |
1,693.48 |
1,693.48 |
1,722.07 |
1,704.29 |
S2 |
1,659.82 |
1,659.82 |
1,717.01 |
|
S3 |
1,604.55 |
1,638.21 |
1,711.94 |
|
S4 |
1,549.28 |
1,582.94 |
1,696.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,738.64 |
1,681.43 |
57.21 |
3.3% |
23.53 |
1.4% |
93% |
True |
False |
6,993 |
10 |
1,738.64 |
1,681.43 |
57.21 |
3.3% |
21.81 |
1.3% |
93% |
True |
False |
7,051 |
20 |
1,831.69 |
1,681.43 |
150.26 |
8.7% |
22.54 |
1.3% |
35% |
False |
False |
7,090 |
40 |
1,877.31 |
1,681.43 |
195.88 |
11.3% |
22.80 |
1.3% |
27% |
False |
False |
7,190 |
60 |
1,907.61 |
1,681.43 |
226.18 |
13.0% |
23.50 |
1.4% |
23% |
False |
False |
7,141 |
80 |
1,996.96 |
1,681.43 |
315.53 |
18.2% |
23.51 |
1.4% |
17% |
False |
False |
7,138 |
100 |
2,065.89 |
1,681.43 |
384.46 |
22.2% |
25.78 |
1.5% |
14% |
False |
False |
6,988 |
120 |
2,065.89 |
1,681.43 |
384.46 |
22.2% |
26.17 |
1.5% |
14% |
False |
False |
6,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.38 |
2.618 |
1,805.01 |
1.618 |
1,779.66 |
1.000 |
1,763.99 |
0.618 |
1,754.31 |
HIGH |
1,738.64 |
0.618 |
1,728.96 |
0.500 |
1,725.97 |
0.382 |
1,722.97 |
LOW |
1,713.29 |
0.618 |
1,697.62 |
1.000 |
1,687.94 |
1.618 |
1,672.27 |
2.618 |
1,646.92 |
4.250 |
1,605.55 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,731.58 |
1,731.58 |
PP |
1,728.77 |
1,728.77 |
S1 |
1,725.97 |
1,725.97 |
|