| 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 |
1,848.4 |
1,876.2 |
27.8 |
1.5% |
1,808.0 |
| High |
1,880.7 |
1,890.7 |
10.0 |
0.5% |
1,890.7 |
| Low |
1,830.5 |
1,863.8 |
33.3 |
1.8% |
1,797.5 |
| Close |
1,872.8 |
1,885.3 |
12.5 |
0.7% |
1,885.3 |
| Range |
50.2 |
26.9 |
-23.3 |
-46.4% |
93.2 |
| ATR |
45.9 |
44.6 |
-1.4 |
-3.0% |
0.0 |
| Volume |
162,536 |
165,539 |
3,003 |
1.8% |
789,754 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.6 |
1,949.9 |
1,900.1 |
|
| R3 |
1,933.7 |
1,923.0 |
1,892.7 |
|
| R2 |
1,906.8 |
1,906.8 |
1,890.2 |
|
| R1 |
1,896.1 |
1,896.1 |
1,887.8 |
1,901.5 |
| PP |
1,879.9 |
1,879.9 |
1,879.9 |
1,882.6 |
| S1 |
1,869.2 |
1,869.2 |
1,882.8 |
1,874.6 |
| S2 |
1,853.0 |
1,853.0 |
1,880.4 |
|
| S3 |
1,826.1 |
1,842.3 |
1,877.9 |
|
| S4 |
1,799.2 |
1,815.4 |
1,870.5 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.4 |
2,104.6 |
1,936.6 |
|
| R3 |
2,044.2 |
2,011.4 |
1,910.9 |
|
| R2 |
1,951.0 |
1,951.0 |
1,902.4 |
|
| R1 |
1,918.2 |
1,918.2 |
1,893.8 |
1,934.6 |
| PP |
1,857.8 |
1,857.8 |
1,857.8 |
1,866.1 |
| S1 |
1,825.0 |
1,825.0 |
1,876.8 |
1,841.4 |
| S2 |
1,764.6 |
1,764.6 |
1,868.2 |
|
| S3 |
1,671.4 |
1,731.8 |
1,859.7 |
|
| S4 |
1,578.2 |
1,638.6 |
1,834.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,890.7 |
1,797.5 |
93.2 |
4.9% |
34.5 |
1.8% |
94% |
True |
False |
157,950 |
| 10 |
1,890.7 |
1,733.5 |
157.2 |
8.3% |
41.0 |
2.2% |
97% |
True |
False |
171,036 |
| 20 |
1,890.7 |
1,680.2 |
210.5 |
11.2% |
43.4 |
2.3% |
97% |
True |
False |
181,633 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
14.8% |
48.1 |
2.6% |
87% |
False |
False |
187,852 |
| 60 |
1,952.7 |
1,640.7 |
312.0 |
16.5% |
53.0 |
2.8% |
78% |
False |
False |
125,317 |
| 80 |
2,108.5 |
1,640.7 |
467.8 |
24.8% |
52.0 |
2.8% |
52% |
False |
False |
94,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.0 |
|
2.618 |
1,961.1 |
|
1.618 |
1,934.2 |
|
1.000 |
1,917.6 |
|
0.618 |
1,907.3 |
|
HIGH |
1,890.7 |
|
0.618 |
1,880.4 |
|
0.500 |
1,877.3 |
|
0.382 |
1,874.1 |
|
LOW |
1,863.8 |
|
0.618 |
1,847.2 |
|
1.000 |
1,836.9 |
|
1.618 |
1,820.3 |
|
2.618 |
1,793.4 |
|
4.250 |
1,749.5 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,882.6 |
1,873.1 |
| PP |
1,879.9 |
1,860.9 |
| S1 |
1,877.3 |
1,848.8 |
|