| 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 |
12,192.00 |
12,580.00 |
388.00 |
3.2% |
12,043.50 |
| High |
12,690.00 |
12,948.00 |
258.00 |
2.0% |
12,698.50 |
| Low |
12,191.50 |
12,449.00 |
257.50 |
2.1% |
11,857.00 |
| Close |
12,619.00 |
12,737.50 |
118.50 |
0.9% |
12,423.50 |
| Range |
498.50 |
499.00 |
0.50 |
0.1% |
841.50 |
| ATR |
357.10 |
367.23 |
10.14 |
2.8% |
0.00 |
| Volume |
634,889 |
645,261 |
10,372 |
1.6% |
3,022,488 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,208.50 |
13,972.00 |
13,012.00 |
|
| R3 |
13,709.50 |
13,473.00 |
12,874.75 |
|
| R2 |
13,210.50 |
13,210.50 |
12,829.00 |
|
| R1 |
12,974.00 |
12,974.00 |
12,783.25 |
13,092.25 |
| PP |
12,711.50 |
12,711.50 |
12,711.50 |
12,770.50 |
| S1 |
12,475.00 |
12,475.00 |
12,691.75 |
12,593.25 |
| S2 |
12,212.50 |
12,212.50 |
12,646.00 |
|
| S3 |
11,713.50 |
11,976.00 |
12,600.25 |
|
| S4 |
11,214.50 |
11,477.00 |
12,463.00 |
|
|
| 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 |
12,948.00 |
12,072.00 |
876.00 |
6.9% |
369.25 |
2.9% |
76% |
True |
False |
588,519 |
| 10 |
12,948.00 |
11,740.25 |
1,207.75 |
9.5% |
346.00 |
2.7% |
83% |
True |
False |
589,151 |
| 20 |
12,948.00 |
11,351.00 |
1,597.00 |
12.5% |
337.00 |
2.6% |
87% |
True |
False |
621,993 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.0% |
365.25 |
2.9% |
88% |
False |
False |
523,275 |
| 60 |
13,589.00 |
11,068.50 |
2,520.50 |
19.8% |
399.75 |
3.1% |
66% |
False |
False |
349,460 |
| 80 |
15,229.50 |
11,068.50 |
4,161.00 |
32.7% |
406.00 |
3.2% |
40% |
False |
False |
262,348 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
33.3% |
403.50 |
3.2% |
39% |
False |
False |
209,960 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
33.3% |
406.75 |
3.2% |
39% |
False |
False |
174,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,068.75 |
|
2.618 |
14,254.50 |
|
1.618 |
13,755.50 |
|
1.000 |
13,447.00 |
|
0.618 |
13,256.50 |
|
HIGH |
12,948.00 |
|
0.618 |
12,757.50 |
|
0.500 |
12,698.50 |
|
0.382 |
12,639.50 |
|
LOW |
12,449.00 |
|
0.618 |
12,140.50 |
|
1.000 |
11,950.00 |
|
1.618 |
11,641.50 |
|
2.618 |
11,142.50 |
|
4.250 |
10,328.25 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,724.50 |
12,661.75 |
| PP |
12,711.50 |
12,585.75 |
| S1 |
12,698.50 |
12,510.00 |
|