Trading Metrics calculated at close of trading on 26-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,576.0 |
3,585.0 |
9.0 |
0.3% |
3,475.0 |
High |
3,615.0 |
3,601.0 |
-14.0 |
-0.4% |
3,620.0 |
Low |
3,561.0 |
3,553.0 |
-8.0 |
-0.2% |
3,467.0 |
Close |
3,594.0 |
3,571.0 |
-23.0 |
-0.6% |
3,596.0 |
Range |
54.0 |
48.0 |
-6.0 |
-11.1% |
153.0 |
ATR |
79.9 |
77.6 |
-2.3 |
-2.9% |
0.0 |
Volume |
660,480 |
722,106 |
61,626 |
9.3% |
4,688,927 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,719.0 |
3,693.0 |
3,597.4 |
|
R3 |
3,671.0 |
3,645.0 |
3,584.2 |
|
R2 |
3,623.0 |
3,623.0 |
3,579.8 |
|
R1 |
3,597.0 |
3,597.0 |
3,575.4 |
3,586.0 |
PP |
3,575.0 |
3,575.0 |
3,575.0 |
3,569.5 |
S1 |
3,549.0 |
3,549.0 |
3,566.6 |
3,538.0 |
S2 |
3,527.0 |
3,527.0 |
3,562.2 |
|
S3 |
3,479.0 |
3,501.0 |
3,557.8 |
|
S4 |
3,431.0 |
3,453.0 |
3,544.6 |
|
|
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 |
3,539.0 |
81.0 |
2.3% |
59.2 |
1.7% |
40% |
False |
False |
833,864 |
10 |
3,620.0 |
3,362.0 |
258.0 |
7.2% |
74.5 |
2.1% |
81% |
False |
False |
907,850 |
20 |
3,620.0 |
3,343.0 |
277.0 |
7.8% |
75.2 |
2.1% |
82% |
False |
False |
909,116 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
78.1 |
2.2% |
46% |
False |
False |
827,901 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
76.5 |
2.1% |
46% |
False |
False |
554,619 |
80 |
3,875.0 |
3,343.0 |
532.0 |
14.9% |
73.3 |
2.1% |
43% |
False |
False |
416,367 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.7% |
66.2 |
1.9% |
41% |
False |
False |
333,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,805.0 |
2.618 |
3,726.7 |
1.618 |
3,678.7 |
1.000 |
3,649.0 |
0.618 |
3,630.7 |
HIGH |
3,601.0 |
0.618 |
3,582.7 |
0.500 |
3,577.0 |
0.382 |
3,571.3 |
LOW |
3,553.0 |
0.618 |
3,523.3 |
1.000 |
3,505.0 |
1.618 |
3,475.3 |
2.618 |
3,427.3 |
4.250 |
3,349.0 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,577.0 |
3,586.5 |
PP |
3,575.0 |
3,581.3 |
S1 |
3,573.0 |
3,576.2 |
|