| 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 |
1,808.0 |
1,813.3 |
5.3 |
0.3% |
1,749.9 |
| High |
1,822.7 |
1,819.4 |
-3.3 |
-0.2% |
1,845.6 |
| Low |
1,797.5 |
1,798.5 |
1.0 |
0.1% |
1,733.5 |
| Close |
1,817.4 |
1,805.8 |
-11.6 |
-0.6% |
1,808.4 |
| Range |
25.2 |
20.9 |
-4.3 |
-17.1% |
112.1 |
| ATR |
47.1 |
45.2 |
-1.9 |
-4.0% |
0.0 |
| Volume |
155,351 |
147,546 |
-7,805 |
-5.0% |
920,613 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.6 |
1,859.1 |
1,817.3 |
|
| R3 |
1,849.7 |
1,838.2 |
1,811.5 |
|
| R2 |
1,828.8 |
1,828.8 |
1,809.6 |
|
| R1 |
1,817.3 |
1,817.3 |
1,807.7 |
1,812.6 |
| PP |
1,807.9 |
1,807.9 |
1,807.9 |
1,805.6 |
| S1 |
1,796.4 |
1,796.4 |
1,803.9 |
1,791.7 |
| S2 |
1,787.0 |
1,787.0 |
1,802.0 |
|
| S3 |
1,766.1 |
1,775.5 |
1,800.1 |
|
| S4 |
1,745.2 |
1,754.6 |
1,794.3 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.1 |
2,082.4 |
1,870.1 |
|
| R3 |
2,020.0 |
1,970.3 |
1,839.2 |
|
| R2 |
1,907.9 |
1,907.9 |
1,829.0 |
|
| R1 |
1,858.2 |
1,858.2 |
1,818.7 |
1,883.1 |
| PP |
1,795.8 |
1,795.8 |
1,795.8 |
1,808.3 |
| S1 |
1,746.1 |
1,746.1 |
1,798.1 |
1,771.0 |
| S2 |
1,683.7 |
1,683.7 |
1,787.8 |
|
| S3 |
1,571.6 |
1,634.0 |
1,777.6 |
|
| S4 |
1,459.5 |
1,521.9 |
1,746.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,845.6 |
1,790.8 |
54.8 |
3.0% |
35.4 |
2.0% |
27% |
False |
False |
173,601 |
| 10 |
1,845.6 |
1,682.3 |
163.3 |
9.0% |
42.9 |
2.4% |
76% |
False |
False |
186,870 |
| 20 |
1,845.6 |
1,680.2 |
165.4 |
9.2% |
44.5 |
2.5% |
76% |
False |
False |
185,758 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
15.5% |
49.2 |
2.7% |
59% |
False |
False |
175,736 |
| 60 |
1,952.7 |
1,640.7 |
312.0 |
17.3% |
53.5 |
3.0% |
53% |
False |
False |
117,206 |
| 80 |
2,108.5 |
1,640.7 |
467.8 |
25.9% |
51.5 |
2.9% |
35% |
False |
False |
87,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,908.2 |
|
2.618 |
1,874.1 |
|
1.618 |
1,853.2 |
|
1.000 |
1,840.3 |
|
0.618 |
1,832.3 |
|
HIGH |
1,819.4 |
|
0.618 |
1,811.4 |
|
0.500 |
1,809.0 |
|
0.382 |
1,806.5 |
|
LOW |
1,798.5 |
|
0.618 |
1,785.6 |
|
1.000 |
1,777.6 |
|
1.618 |
1,764.7 |
|
2.618 |
1,743.8 |
|
4.250 |
1,709.7 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,809.0 |
1,819.4 |
| PP |
1,807.9 |
1,814.8 |
| S1 |
1,806.9 |
1,810.3 |
|