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 |
1,717.9 |
1,715.2 |
-2.7 |
-0.2% |
1,706.4 |
High |
1,726.4 |
1,739.6 |
13.2 |
0.8% |
1,738.3 |
Low |
1,711.5 |
1,709.1 |
-2.4 |
-0.1% |
1,678.4 |
Close |
1,717.7 |
1,719.1 |
1.4 |
0.1% |
1,727.4 |
Range |
14.9 |
30.5 |
15.6 |
104.7% |
59.9 |
ATR |
25.6 |
26.0 |
0.3 |
1.4% |
0.0 |
Volume |
147,367 |
144,865 |
-2,502 |
-1.7% |
913,269 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.1 |
1,797.1 |
1,735.9 |
|
R3 |
1,783.6 |
1,766.6 |
1,727.5 |
|
R2 |
1,753.1 |
1,753.1 |
1,724.7 |
|
R1 |
1,736.1 |
1,736.1 |
1,721.9 |
1,744.6 |
PP |
1,722.6 |
1,722.6 |
1,722.6 |
1,726.9 |
S1 |
1,705.6 |
1,705.6 |
1,716.3 |
1,714.1 |
S2 |
1,692.1 |
1,692.1 |
1,713.5 |
|
S3 |
1,661.6 |
1,675.1 |
1,710.7 |
|
S4 |
1,631.1 |
1,644.6 |
1,702.3 |
|
|
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 |
1,739.6 |
1,678.4 |
61.2 |
3.6% |
27.0 |
1.6% |
67% |
True |
False |
180,489 |
10 |
1,739.6 |
1,678.4 |
61.2 |
3.6% |
24.6 |
1.4% |
67% |
True |
False |
180,937 |
20 |
1,834.9 |
1,678.4 |
156.5 |
9.1% |
26.6 |
1.5% |
26% |
False |
False |
203,027 |
40 |
1,882.5 |
1,678.4 |
204.1 |
11.9% |
27.0 |
1.6% |
20% |
False |
False |
180,745 |
60 |
1,917.6 |
1,678.4 |
239.2 |
13.9% |
27.5 |
1.6% |
17% |
False |
False |
138,691 |
80 |
2,009.5 |
1,678.4 |
331.1 |
19.3% |
26.9 |
1.6% |
12% |
False |
False |
105,742 |
100 |
2,085.2 |
1,678.4 |
406.8 |
23.7% |
29.4 |
1.7% |
10% |
False |
False |
85,349 |
120 |
2,085.2 |
1,678.4 |
406.8 |
23.7% |
29.4 |
1.7% |
10% |
False |
False |
71,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.2 |
2.618 |
1,819.4 |
1.618 |
1,788.9 |
1.000 |
1,770.1 |
0.618 |
1,758.4 |
HIGH |
1,739.6 |
0.618 |
1,727.9 |
0.500 |
1,724.4 |
0.382 |
1,720.8 |
LOW |
1,709.1 |
0.618 |
1,690.3 |
1.000 |
1,678.6 |
1.618 |
1,659.8 |
2.618 |
1,629.3 |
4.250 |
1,579.5 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,724.4 |
1,724.4 |
PP |
1,722.6 |
1,722.6 |
S1 |
1,720.9 |
1,720.9 |
|