| 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 |
1,811.2 |
1,848.4 |
37.2 |
2.1% |
1,749.9 |
| High |
1,856.2 |
1,880.7 |
24.5 |
1.3% |
1,845.6 |
| Low |
1,806.8 |
1,830.5 |
23.7 |
1.3% |
1,733.5 |
| Close |
1,847.7 |
1,872.8 |
25.1 |
1.4% |
1,808.4 |
| Range |
49.4 |
50.2 |
0.8 |
1.6% |
112.1 |
| ATR |
45.6 |
45.9 |
0.3 |
0.7% |
0.0 |
| Volume |
158,782 |
162,536 |
3,754 |
2.4% |
920,613 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.9 |
1,992.6 |
1,900.4 |
|
| R3 |
1,961.7 |
1,942.4 |
1,886.6 |
|
| R2 |
1,911.5 |
1,911.5 |
1,882.0 |
|
| R1 |
1,892.2 |
1,892.2 |
1,877.4 |
1,901.9 |
| PP |
1,861.3 |
1,861.3 |
1,861.3 |
1,866.2 |
| S1 |
1,842.0 |
1,842.0 |
1,868.2 |
1,851.7 |
| S2 |
1,811.1 |
1,811.1 |
1,863.6 |
|
| S3 |
1,760.9 |
1,791.8 |
1,859.0 |
|
| S4 |
1,710.7 |
1,741.6 |
1,845.2 |
|
|
| 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 |
1,880.7 |
1,793.1 |
87.6 |
4.7% |
39.6 |
2.1% |
91% |
True |
False |
164,557 |
| 10 |
1,880.7 |
1,702.6 |
178.1 |
9.5% |
42.8 |
2.3% |
96% |
True |
False |
176,459 |
| 20 |
1,880.7 |
1,680.2 |
200.5 |
10.7% |
44.3 |
2.4% |
96% |
True |
False |
184,557 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
14.9% |
48.7 |
2.6% |
83% |
False |
False |
183,737 |
| 60 |
1,952.7 |
1,640.7 |
312.0 |
16.7% |
53.1 |
2.8% |
74% |
False |
False |
122,558 |
| 80 |
2,108.5 |
1,640.7 |
467.8 |
25.0% |
52.0 |
2.8% |
50% |
False |
False |
91,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.1 |
|
2.618 |
2,012.1 |
|
1.618 |
1,961.9 |
|
1.000 |
1,930.9 |
|
0.618 |
1,911.7 |
|
HIGH |
1,880.7 |
|
0.618 |
1,861.5 |
|
0.500 |
1,855.6 |
|
0.382 |
1,849.7 |
|
LOW |
1,830.5 |
|
0.618 |
1,799.5 |
|
1.000 |
1,780.3 |
|
1.618 |
1,749.3 |
|
2.618 |
1,699.1 |
|
4.250 |
1,617.2 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.1 |
1,861.7 |
| PP |
1,861.3 |
1,850.7 |
| S1 |
1,855.6 |
1,839.6 |
|