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 |
3,582.0 |
3,623.0 |
41.0 |
1.1% |
3,475.0 |
High |
3,633.0 |
3,672.0 |
39.0 |
1.1% |
3,620.0 |
Low |
3,572.0 |
3,589.0 |
17.0 |
0.5% |
3,467.0 |
Close |
3,605.0 |
3,647.0 |
42.0 |
1.2% |
3,596.0 |
Range |
61.0 |
83.0 |
22.0 |
36.1% |
153.0 |
ATR |
76.5 |
77.0 |
0.5 |
0.6% |
0.0 |
Volume |
675,029 |
739,383 |
64,354 |
9.5% |
4,688,927 |
|
Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,885.0 |
3,849.0 |
3,692.7 |
|
R3 |
3,802.0 |
3,766.0 |
3,669.8 |
|
R2 |
3,719.0 |
3,719.0 |
3,662.2 |
|
R1 |
3,683.0 |
3,683.0 |
3,654.6 |
3,701.0 |
PP |
3,636.0 |
3,636.0 |
3,636.0 |
3,645.0 |
S1 |
3,600.0 |
3,600.0 |
3,639.4 |
3,618.0 |
S2 |
3,553.0 |
3,553.0 |
3,631.8 |
|
S3 |
3,470.0 |
3,517.0 |
3,624.2 |
|
S4 |
3,387.0 |
3,434.0 |
3,601.4 |
|
|
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 |
3,672.0 |
3,553.0 |
119.0 |
3.3% |
61.2 |
1.7% |
79% |
True |
False |
717,389 |
10 |
3,672.0 |
3,386.0 |
286.0 |
7.8% |
71.8 |
2.0% |
91% |
True |
False |
847,792 |
20 |
3,672.0 |
3,343.0 |
329.0 |
9.0% |
76.7 |
2.1% |
92% |
True |
False |
902,774 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.6% |
78.7 |
2.2% |
61% |
False |
False |
861,935 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.6% |
77.4 |
2.1% |
61% |
False |
False |
578,074 |
80 |
3,860.0 |
3,343.0 |
517.0 |
14.2% |
73.6 |
2.0% |
59% |
False |
False |
434,026 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.3% |
66.8 |
1.8% |
54% |
False |
False |
347,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,024.8 |
2.618 |
3,889.3 |
1.618 |
3,806.3 |
1.000 |
3,755.0 |
0.618 |
3,723.3 |
HIGH |
3,672.0 |
0.618 |
3,640.3 |
0.500 |
3,630.5 |
0.382 |
3,620.7 |
LOW |
3,589.0 |
0.618 |
3,537.7 |
1.000 |
3,506.0 |
1.618 |
3,454.7 |
2.618 |
3,371.7 |
4.250 |
3,236.3 |
|
|
Fisher Pivots for day following 28-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,641.5 |
3,635.5 |
PP |
3,636.0 |
3,624.0 |
S1 |
3,630.5 |
3,612.5 |
|