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 |
12,444.50 |
12,311.25 |
-133.25 |
-1.1% |
12,043.50 |
High |
12,498.50 |
12,334.00 |
-164.50 |
-1.3% |
12,698.50 |
Low |
12,266.50 |
12,072.00 |
-194.50 |
-1.6% |
11,857.00 |
Close |
12,354.50 |
12,112.50 |
-242.00 |
-2.0% |
12,423.50 |
Range |
232.00 |
262.00 |
30.00 |
12.9% |
841.50 |
ATR |
344.57 |
340.14 |
-4.43 |
-1.3% |
0.00 |
Volume |
491,612 |
536,287 |
44,675 |
9.1% |
3,022,488 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,958.75 |
12,797.75 |
12,256.50 |
|
R3 |
12,696.75 |
12,535.75 |
12,184.50 |
|
R2 |
12,434.75 |
12,434.75 |
12,160.50 |
|
R1 |
12,273.75 |
12,273.75 |
12,136.50 |
12,223.25 |
PP |
12,172.75 |
12,172.75 |
12,172.75 |
12,147.50 |
S1 |
12,011.75 |
12,011.75 |
12,088.50 |
11,961.25 |
S2 |
11,910.75 |
11,910.75 |
12,064.50 |
|
S3 |
11,648.75 |
11,749.75 |
12,040.50 |
|
S4 |
11,386.75 |
11,487.75 |
11,968.50 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,850.75 |
14,478.75 |
12,886.25 |
|
R3 |
14,009.25 |
13,637.25 |
12,655.00 |
|
R2 |
13,167.75 |
13,167.75 |
12,577.75 |
|
R1 |
12,795.75 |
12,795.75 |
12,500.75 |
12,981.75 |
PP |
12,326.25 |
12,326.25 |
12,326.25 |
12,419.50 |
S1 |
11,954.25 |
11,954.25 |
12,346.25 |
12,140.25 |
S2 |
11,484.75 |
11,484.75 |
12,269.25 |
|
S3 |
10,643.25 |
11,112.75 |
12,192.00 |
|
S4 |
9,801.75 |
10,271.25 |
11,960.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,698.50 |
12,072.00 |
626.50 |
5.2% |
282.50 |
2.3% |
6% |
False |
True |
582,224 |
10 |
12,698.50 |
11,479.25 |
1,219.25 |
10.1% |
327.75 |
2.7% |
52% |
False |
False |
599,819 |
20 |
12,698.50 |
11,351.00 |
1,347.50 |
11.1% |
322.00 |
2.7% |
57% |
False |
False |
619,228 |
40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.7% |
362.75 |
3.0% |
55% |
False |
False |
491,473 |
60 |
13,589.00 |
11,068.50 |
2,520.50 |
20.8% |
399.25 |
3.3% |
41% |
False |
False |
328,162 |
80 |
15,229.50 |
11,068.50 |
4,161.00 |
34.4% |
400.50 |
3.3% |
25% |
False |
False |
246,358 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.0% |
400.75 |
3.3% |
25% |
False |
False |
197,159 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.0% |
405.25 |
3.3% |
25% |
False |
False |
164,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,447.50 |
2.618 |
13,020.00 |
1.618 |
12,758.00 |
1.000 |
12,596.00 |
0.618 |
12,496.00 |
HIGH |
12,334.00 |
0.618 |
12,234.00 |
0.500 |
12,203.00 |
0.382 |
12,172.00 |
LOW |
12,072.00 |
0.618 |
11,910.00 |
1.000 |
11,810.00 |
1.618 |
11,648.00 |
2.618 |
11,386.00 |
4.250 |
10,958.50 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,203.00 |
12,385.25 |
PP |
12,172.75 |
12,294.25 |
S1 |
12,142.75 |
12,203.50 |
|