| 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 |
1,813.3 |
1,811.2 |
-2.1 |
-0.1% |
1,749.9 |
| High |
1,819.4 |
1,856.2 |
36.8 |
2.0% |
1,845.6 |
| Low |
1,798.5 |
1,806.8 |
8.3 |
0.5% |
1,733.5 |
| Close |
1,805.8 |
1,847.7 |
41.9 |
2.3% |
1,808.4 |
| Range |
20.9 |
49.4 |
28.5 |
136.4% |
112.1 |
| ATR |
45.2 |
45.6 |
0.4 |
0.8% |
0.0 |
| Volume |
147,546 |
158,782 |
11,236 |
7.6% |
920,613 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.1 |
1,965.8 |
1,874.9 |
|
| R3 |
1,935.7 |
1,916.4 |
1,861.3 |
|
| R2 |
1,886.3 |
1,886.3 |
1,856.8 |
|
| R1 |
1,867.0 |
1,867.0 |
1,852.2 |
1,876.7 |
| PP |
1,836.9 |
1,836.9 |
1,836.9 |
1,841.7 |
| S1 |
1,817.6 |
1,817.6 |
1,843.2 |
1,827.3 |
| S2 |
1,787.5 |
1,787.5 |
1,838.6 |
|
| S3 |
1,738.1 |
1,768.2 |
1,834.1 |
|
| S4 |
1,688.7 |
1,718.8 |
1,820.5 |
|
|
| 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 |
1,856.2 |
1,793.1 |
63.1 |
3.4% |
37.2 |
2.0% |
87% |
True |
False |
166,864 |
| 10 |
1,856.2 |
1,682.3 |
173.9 |
9.4% |
42.3 |
2.3% |
95% |
True |
False |
180,876 |
| 20 |
1,856.2 |
1,680.2 |
176.0 |
9.5% |
44.0 |
2.4% |
95% |
True |
False |
185,198 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
15.1% |
48.9 |
2.6% |
74% |
False |
False |
179,695 |
| 60 |
1,952.7 |
1,640.7 |
312.0 |
16.9% |
53.2 |
2.9% |
66% |
False |
False |
119,851 |
| 80 |
2,108.5 |
1,640.7 |
467.8 |
25.3% |
51.7 |
2.8% |
44% |
False |
False |
89,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,066.2 |
|
2.618 |
1,985.5 |
|
1.618 |
1,936.1 |
|
1.000 |
1,905.6 |
|
0.618 |
1,886.7 |
|
HIGH |
1,856.2 |
|
0.618 |
1,837.3 |
|
0.500 |
1,831.5 |
|
0.382 |
1,825.7 |
|
LOW |
1,806.8 |
|
0.618 |
1,776.3 |
|
1.000 |
1,757.4 |
|
1.618 |
1,726.9 |
|
2.618 |
1,677.5 |
|
4.250 |
1,596.9 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.3 |
1,840.8 |
| PP |
1,836.9 |
1,833.8 |
| S1 |
1,831.5 |
1,826.9 |
|