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 |
12,311.25 |
12,192.00 |
-119.25 |
-1.0% |
12,043.50 |
High |
12,334.00 |
12,690.00 |
356.00 |
2.9% |
12,698.50 |
Low |
12,072.00 |
12,191.50 |
119.50 |
1.0% |
11,857.00 |
Close |
12,112.50 |
12,619.00 |
506.50 |
4.2% |
12,423.50 |
Range |
262.00 |
498.50 |
236.50 |
90.3% |
841.50 |
ATR |
340.14 |
357.10 |
16.95 |
5.0% |
0.00 |
Volume |
536,287 |
634,889 |
98,602 |
18.4% |
3,022,488 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,995.75 |
13,805.75 |
12,893.25 |
|
R3 |
13,497.25 |
13,307.25 |
12,756.00 |
|
R2 |
12,998.75 |
12,998.75 |
12,710.50 |
|
R1 |
12,808.75 |
12,808.75 |
12,664.75 |
12,903.75 |
PP |
12,500.25 |
12,500.25 |
12,500.25 |
12,547.50 |
S1 |
12,310.25 |
12,310.25 |
12,573.25 |
12,405.25 |
S2 |
12,001.75 |
12,001.75 |
12,527.50 |
|
S3 |
11,503.25 |
11,811.75 |
12,482.00 |
|
S4 |
11,004.75 |
11,313.25 |
12,344.75 |
|
|
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 |
5.0% |
325.75 |
2.6% |
87% |
False |
False |
580,480 |
10 |
12,698.50 |
11,511.25 |
1,187.25 |
9.4% |
328.50 |
2.6% |
93% |
False |
False |
590,081 |
20 |
12,698.50 |
11,351.00 |
1,347.50 |
10.7% |
321.25 |
2.5% |
94% |
False |
False |
619,238 |
40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.1% |
362.75 |
2.9% |
81% |
False |
False |
507,204 |
60 |
13,589.00 |
11,068.50 |
2,520.50 |
20.0% |
397.75 |
3.2% |
62% |
False |
False |
338,726 |
80 |
15,229.50 |
11,068.50 |
4,161.00 |
33.0% |
402.75 |
3.2% |
37% |
False |
False |
254,289 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
33.6% |
401.50 |
3.2% |
37% |
False |
False |
203,508 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
33.6% |
405.75 |
3.2% |
37% |
False |
False |
169,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,808.50 |
2.618 |
13,995.00 |
1.618 |
13,496.50 |
1.000 |
13,188.50 |
0.618 |
12,998.00 |
HIGH |
12,690.00 |
0.618 |
12,499.50 |
0.500 |
12,440.75 |
0.382 |
12,382.00 |
LOW |
12,191.50 |
0.618 |
11,883.50 |
1.000 |
11,693.00 |
1.618 |
11,385.00 |
2.618 |
10,886.50 |
4.250 |
10,073.00 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,559.50 |
12,539.75 |
PP |
12,500.25 |
12,460.25 |
S1 |
12,440.75 |
12,381.00 |
|