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 |
3,585.0 |
3,582.0 |
-3.0 |
-0.1% |
3,475.0 |
High |
3,601.0 |
3,633.0 |
32.0 |
0.9% |
3,620.0 |
Low |
3,553.0 |
3,572.0 |
19.0 |
0.5% |
3,467.0 |
Close |
3,571.0 |
3,605.0 |
34.0 |
1.0% |
3,596.0 |
Range |
48.0 |
61.0 |
13.0 |
27.1% |
153.0 |
ATR |
77.6 |
76.5 |
-1.1 |
-1.4% |
0.0 |
Volume |
722,106 |
675,029 |
-47,077 |
-6.5% |
4,688,927 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,786.3 |
3,756.7 |
3,638.6 |
|
R3 |
3,725.3 |
3,695.7 |
3,621.8 |
|
R2 |
3,664.3 |
3,664.3 |
3,616.2 |
|
R1 |
3,634.7 |
3,634.7 |
3,610.6 |
3,649.5 |
PP |
3,603.3 |
3,603.3 |
3,603.3 |
3,610.8 |
S1 |
3,573.7 |
3,573.7 |
3,599.4 |
3,588.5 |
S2 |
3,542.3 |
3,542.3 |
3,593.8 |
|
S3 |
3,481.3 |
3,512.7 |
3,588.2 |
|
S4 |
3,420.3 |
3,451.7 |
3,571.5 |
|
|
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 |
3,633.0 |
3,547.0 |
86.0 |
2.4% |
56.6 |
1.6% |
67% |
True |
False |
759,792 |
10 |
3,633.0 |
3,362.0 |
271.0 |
7.5% |
73.5 |
2.0% |
90% |
True |
False |
884,432 |
20 |
3,633.0 |
3,343.0 |
290.0 |
8.0% |
74.6 |
2.1% |
90% |
True |
False |
908,352 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
78.1 |
2.2% |
53% |
False |
False |
843,728 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
76.7 |
2.1% |
53% |
False |
False |
565,869 |
80 |
3,860.0 |
3,343.0 |
517.0 |
14.3% |
72.9 |
2.0% |
51% |
False |
False |
424,784 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.5% |
66.8 |
1.9% |
47% |
False |
False |
339,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,892.3 |
2.618 |
3,792.7 |
1.618 |
3,731.7 |
1.000 |
3,694.0 |
0.618 |
3,670.7 |
HIGH |
3,633.0 |
0.618 |
3,609.7 |
0.500 |
3,602.5 |
0.382 |
3,595.3 |
LOW |
3,572.0 |
0.618 |
3,534.3 |
1.000 |
3,511.0 |
1.618 |
3,473.3 |
2.618 |
3,412.3 |
4.250 |
3,312.8 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,604.2 |
3,601.0 |
PP |
3,603.3 |
3,597.0 |
S1 |
3,602.5 |
3,593.0 |
|