| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,715.2 |
1,732.3 |
17.1 |
1.0% |
1,706.4 |
| High |
1,739.6 |
1,755.0 |
15.4 |
0.9% |
1,738.3 |
| Low |
1,709.1 |
1,732.0 |
22.9 |
1.3% |
1,678.4 |
| Close |
1,719.1 |
1,750.3 |
31.2 |
1.8% |
1,727.4 |
| Range |
30.5 |
23.0 |
-7.5 |
-24.6% |
59.9 |
| ATR |
26.0 |
26.7 |
0.7 |
2.7% |
0.0 |
| Volume |
144,865 |
37,236 |
-107,629 |
-74.3% |
913,269 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.8 |
1,805.5 |
1,763.0 |
|
| R3 |
1,791.8 |
1,782.5 |
1,756.6 |
|
| R2 |
1,768.8 |
1,768.8 |
1,754.5 |
|
| R1 |
1,759.5 |
1,759.5 |
1,752.4 |
1,764.2 |
| PP |
1,745.8 |
1,745.8 |
1,745.8 |
1,748.1 |
| S1 |
1,736.5 |
1,736.5 |
1,748.2 |
1,741.2 |
| S2 |
1,722.8 |
1,722.8 |
1,746.1 |
|
| S3 |
1,699.8 |
1,713.5 |
1,744.0 |
|
| S4 |
1,676.8 |
1,690.5 |
1,737.7 |
|
|
| 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 |
1,755.0 |
1,709.1 |
45.9 |
2.6% |
23.3 |
1.3% |
90% |
True |
False |
138,161 |
| 10 |
1,755.0 |
1,678.4 |
76.6 |
4.4% |
23.0 |
1.3% |
94% |
True |
False |
158,025 |
| 20 |
1,826.8 |
1,678.4 |
148.4 |
8.5% |
26.6 |
1.5% |
48% |
False |
False |
197,112 |
| 40 |
1,882.5 |
1,678.4 |
204.1 |
11.7% |
26.8 |
1.5% |
35% |
False |
False |
176,631 |
| 60 |
1,917.6 |
1,678.4 |
239.2 |
13.7% |
27.1 |
1.5% |
30% |
False |
False |
139,149 |
| 80 |
2,009.5 |
1,678.4 |
331.1 |
18.9% |
26.9 |
1.5% |
22% |
False |
False |
106,180 |
| 100 |
2,085.2 |
1,678.4 |
406.8 |
23.2% |
29.2 |
1.7% |
18% |
False |
False |
85,706 |
| 120 |
2,085.2 |
1,678.4 |
406.8 |
23.2% |
29.5 |
1.7% |
18% |
False |
False |
71,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,852.8 |
|
2.618 |
1,815.2 |
|
1.618 |
1,792.2 |
|
1.000 |
1,778.0 |
|
0.618 |
1,769.2 |
|
HIGH |
1,755.0 |
|
0.618 |
1,746.2 |
|
0.500 |
1,743.5 |
|
0.382 |
1,740.8 |
|
LOW |
1,732.0 |
|
0.618 |
1,717.8 |
|
1.000 |
1,709.0 |
|
1.618 |
1,694.8 |
|
2.618 |
1,671.8 |
|
4.250 |
1,634.3 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,748.0 |
1,744.2 |
| PP |
1,745.8 |
1,738.1 |
| S1 |
1,743.5 |
1,732.1 |
|