| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,717.2 |
1,726.3 |
9.1 |
0.5% |
1,706.4 |
| High |
1,738.3 |
1,734.6 |
-3.7 |
-0.2% |
1,738.3 |
| Low |
1,711.7 |
1,712.9 |
1.2 |
0.1% |
1,678.4 |
| Close |
1,727.4 |
1,719.1 |
-8.3 |
-0.5% |
1,727.4 |
| Range |
26.6 |
21.7 |
-4.9 |
-18.4% |
59.9 |
| ATR |
26.8 |
26.5 |
-0.4 |
-1.4% |
0.0 |
| Volume |
200,622 |
160,719 |
-39,903 |
-19.9% |
913,269 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,787.3 |
1,774.9 |
1,731.0 |
|
| R3 |
1,765.6 |
1,753.2 |
1,725.1 |
|
| R2 |
1,743.9 |
1,743.9 |
1,723.1 |
|
| R1 |
1,731.5 |
1,731.5 |
1,721.1 |
1,726.9 |
| PP |
1,722.2 |
1,722.2 |
1,722.2 |
1,719.9 |
| S1 |
1,709.8 |
1,709.8 |
1,717.1 |
1,705.2 |
| S2 |
1,700.5 |
1,700.5 |
1,715.1 |
|
| S3 |
1,678.8 |
1,688.1 |
1,713.1 |
|
| S4 |
1,657.1 |
1,666.4 |
1,707.2 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.4 |
1,870.8 |
1,760.3 |
|
| R3 |
1,834.5 |
1,810.9 |
1,743.9 |
|
| R2 |
1,774.6 |
1,774.6 |
1,738.4 |
|
| R1 |
1,751.0 |
1,751.0 |
1,732.9 |
1,762.8 |
| PP |
1,714.7 |
1,714.7 |
1,714.7 |
1,720.6 |
| S1 |
1,691.1 |
1,691.1 |
1,721.9 |
1,702.9 |
| S2 |
1,654.8 |
1,654.8 |
1,716.4 |
|
| S3 |
1,594.9 |
1,631.2 |
1,710.9 |
|
| S4 |
1,535.0 |
1,571.3 |
1,694.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,738.3 |
1,678.4 |
59.9 |
3.5% |
25.2 |
1.5% |
68% |
False |
False |
183,290 |
| 10 |
1,744.3 |
1,678.4 |
65.9 |
3.8% |
26.1 |
1.5% |
62% |
False |
False |
207,285 |
| 20 |
1,842.8 |
1,678.4 |
164.4 |
9.6% |
26.0 |
1.5% |
25% |
False |
False |
201,176 |
| 40 |
1,882.5 |
1,678.4 |
204.1 |
11.9% |
26.7 |
1.6% |
20% |
False |
False |
178,835 |
| 60 |
1,928.2 |
1,678.4 |
249.8 |
14.5% |
27.6 |
1.6% |
16% |
False |
False |
134,062 |
| 80 |
2,009.5 |
1,678.4 |
331.1 |
19.3% |
27.0 |
1.6% |
12% |
False |
False |
102,227 |
| 100 |
2,085.2 |
1,678.4 |
406.8 |
23.7% |
29.5 |
1.7% |
10% |
False |
False |
82,482 |
| 120 |
2,085.2 |
1,678.4 |
406.8 |
23.7% |
29.3 |
1.7% |
10% |
False |
False |
69,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,826.8 |
|
2.618 |
1,791.4 |
|
1.618 |
1,769.7 |
|
1.000 |
1,756.3 |
|
0.618 |
1,748.0 |
|
HIGH |
1,734.6 |
|
0.618 |
1,726.3 |
|
0.500 |
1,723.8 |
|
0.382 |
1,721.2 |
|
LOW |
1,712.9 |
|
0.618 |
1,699.5 |
|
1.000 |
1,691.2 |
|
1.618 |
1,677.8 |
|
2.618 |
1,656.1 |
|
4.250 |
1,620.7 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,723.8 |
1,715.5 |
| PP |
1,722.2 |
1,711.9 |
| S1 |
1,720.7 |
1,708.4 |
|