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 |
3,579.0 |
3,576.0 |
-3.0 |
-0.1% |
3,475.0 |
High |
3,620.0 |
3,615.0 |
-5.0 |
-0.1% |
3,620.0 |
Low |
3,560.0 |
3,561.0 |
1.0 |
0.0% |
3,467.0 |
Close |
3,596.0 |
3,594.0 |
-2.0 |
-0.1% |
3,596.0 |
Range |
60.0 |
54.0 |
-6.0 |
-10.0% |
153.0 |
ATR |
81.9 |
79.9 |
-2.0 |
-2.4% |
0.0 |
Volume |
789,947 |
660,480 |
-129,467 |
-16.4% |
4,688,927 |
|
Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,752.0 |
3,727.0 |
3,623.7 |
|
R3 |
3,698.0 |
3,673.0 |
3,608.9 |
|
R2 |
3,644.0 |
3,644.0 |
3,603.9 |
|
R1 |
3,619.0 |
3,619.0 |
3,599.0 |
3,631.5 |
PP |
3,590.0 |
3,590.0 |
3,590.0 |
3,596.3 |
S1 |
3,565.0 |
3,565.0 |
3,589.1 |
3,577.5 |
S2 |
3,536.0 |
3,536.0 |
3,584.1 |
|
S3 |
3,482.0 |
3,511.0 |
3,579.2 |
|
S4 |
3,428.0 |
3,457.0 |
3,564.3 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,020.0 |
3,961.0 |
3,680.2 |
|
R3 |
3,867.0 |
3,808.0 |
3,638.1 |
|
R2 |
3,714.0 |
3,714.0 |
3,624.1 |
|
R1 |
3,655.0 |
3,655.0 |
3,610.0 |
3,684.5 |
PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,575.8 |
S1 |
3,502.0 |
3,502.0 |
3,582.0 |
3,531.5 |
S2 |
3,408.0 |
3,408.0 |
3,568.0 |
|
S3 |
3,255.0 |
3,349.0 |
3,553.9 |
|
S4 |
3,102.0 |
3,196.0 |
3,511.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,620.0 |
3,467.0 |
153.0 |
4.3% |
75.2 |
2.1% |
83% |
False |
False |
914,078 |
10 |
3,620.0 |
3,362.0 |
258.0 |
7.2% |
76.9 |
2.1% |
90% |
False |
False |
918,319 |
20 |
3,620.0 |
3,343.0 |
277.0 |
7.7% |
76.6 |
2.1% |
91% |
False |
False |
915,833 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
78.6 |
2.2% |
51% |
False |
False |
810,317 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
77.3 |
2.1% |
51% |
False |
False |
542,585 |
80 |
3,875.0 |
3,343.0 |
532.0 |
14.8% |
73.0 |
2.0% |
47% |
False |
False |
407,360 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
65.7 |
1.8% |
45% |
False |
False |
325,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,844.5 |
2.618 |
3,756.4 |
1.618 |
3,702.4 |
1.000 |
3,669.0 |
0.618 |
3,648.4 |
HIGH |
3,615.0 |
0.618 |
3,594.4 |
0.500 |
3,588.0 |
0.382 |
3,581.6 |
LOW |
3,561.0 |
0.618 |
3,527.6 |
1.000 |
3,507.0 |
1.618 |
3,473.6 |
2.618 |
3,419.6 |
4.250 |
3,331.5 |
|
|
Fisher Pivots for day following 25-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,592.0 |
3,590.5 |
PP |
3,590.0 |
3,587.0 |
S1 |
3,588.0 |
3,583.5 |
|