Trading Metrics calculated at close of trading on 29-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,623.0 |
3,675.0 |
52.0 |
1.4% |
3,576.0 |
High |
3,672.0 |
3,727.0 |
55.0 |
1.5% |
3,727.0 |
Low |
3,589.0 |
3,658.0 |
69.0 |
1.9% |
3,553.0 |
Close |
3,647.0 |
3,702.0 |
55.0 |
1.5% |
3,702.0 |
Range |
83.0 |
69.0 |
-14.0 |
-16.9% |
174.0 |
ATR |
77.0 |
77.2 |
0.2 |
0.3% |
0.0 |
Volume |
739,383 |
916,219 |
176,836 |
23.9% |
3,713,217 |
|
Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,902.7 |
3,871.3 |
3,740.0 |
|
R3 |
3,833.7 |
3,802.3 |
3,721.0 |
|
R2 |
3,764.7 |
3,764.7 |
3,714.7 |
|
R1 |
3,733.3 |
3,733.3 |
3,708.3 |
3,749.0 |
PP |
3,695.7 |
3,695.7 |
3,695.7 |
3,703.5 |
S1 |
3,664.3 |
3,664.3 |
3,695.7 |
3,680.0 |
S2 |
3,626.7 |
3,626.7 |
3,689.4 |
|
S3 |
3,557.7 |
3,595.3 |
3,683.0 |
|
S4 |
3,488.7 |
3,526.3 |
3,664.1 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,182.7 |
4,116.3 |
3,797.7 |
|
R3 |
4,008.7 |
3,942.3 |
3,749.9 |
|
R2 |
3,834.7 |
3,834.7 |
3,733.9 |
|
R1 |
3,768.3 |
3,768.3 |
3,718.0 |
3,801.5 |
PP |
3,660.7 |
3,660.7 |
3,660.7 |
3,677.3 |
S1 |
3,594.3 |
3,594.3 |
3,686.1 |
3,627.5 |
S2 |
3,486.7 |
3,486.7 |
3,670.1 |
|
S3 |
3,312.7 |
3,420.3 |
3,654.2 |
|
S4 |
3,138.7 |
3,246.3 |
3,606.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,727.0 |
3,553.0 |
174.0 |
4.7% |
63.0 |
1.7% |
86% |
True |
False |
742,643 |
10 |
3,727.0 |
3,467.0 |
260.0 |
7.0% |
69.7 |
1.9% |
90% |
True |
False |
840,214 |
20 |
3,727.0 |
3,343.0 |
384.0 |
10.4% |
75.4 |
2.0% |
93% |
True |
False |
883,976 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.4% |
78.8 |
2.1% |
72% |
False |
False |
883,637 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.4% |
77.1 |
2.1% |
72% |
False |
False |
593,311 |
80 |
3,860.0 |
3,343.0 |
517.0 |
14.0% |
73.7 |
2.0% |
69% |
False |
False |
445,476 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.1% |
67.2 |
1.8% |
64% |
False |
False |
356,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,020.3 |
2.618 |
3,907.6 |
1.618 |
3,838.6 |
1.000 |
3,796.0 |
0.618 |
3,769.6 |
HIGH |
3,727.0 |
0.618 |
3,700.6 |
0.500 |
3,692.5 |
0.382 |
3,684.4 |
LOW |
3,658.0 |
0.618 |
3,615.4 |
1.000 |
3,589.0 |
1.618 |
3,546.4 |
2.618 |
3,477.4 |
4.250 |
3,364.8 |
|
|
Fisher Pivots for day following 29-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,698.8 |
3,684.5 |
PP |
3,695.7 |
3,667.0 |
S1 |
3,692.5 |
3,649.5 |
|