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 |
12,580.00 |
12,920.25 |
340.25 |
2.7% |
12,444.50 |
High |
12,948.00 |
13,012.00 |
64.00 |
0.5% |
13,012.00 |
Low |
12,449.00 |
12,744.25 |
295.25 |
2.4% |
12,072.00 |
Close |
12,737.50 |
12,971.50 |
234.00 |
1.8% |
12,971.50 |
Range |
499.00 |
267.75 |
-231.25 |
-46.3% |
940.00 |
ATR |
367.23 |
360.61 |
-6.62 |
-1.8% |
0.00 |
Volume |
645,261 |
592,416 |
-52,845 |
-8.2% |
2,900,465 |
|
Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,712.50 |
13,609.75 |
13,118.75 |
|
R3 |
13,444.75 |
13,342.00 |
13,045.25 |
|
R2 |
13,177.00 |
13,177.00 |
13,020.50 |
|
R1 |
13,074.25 |
13,074.25 |
12,996.00 |
13,125.50 |
PP |
12,909.25 |
12,909.25 |
12,909.25 |
12,935.00 |
S1 |
12,806.50 |
12,806.50 |
12,947.00 |
12,858.00 |
S2 |
12,641.50 |
12,641.50 |
12,922.50 |
|
S3 |
12,373.75 |
12,538.75 |
12,897.75 |
|
S4 |
12,106.00 |
12,271.00 |
12,824.25 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,505.25 |
15,178.25 |
13,488.50 |
|
R3 |
14,565.25 |
14,238.25 |
13,230.00 |
|
R2 |
13,625.25 |
13,625.25 |
13,143.75 |
|
R1 |
13,298.25 |
13,298.25 |
13,057.75 |
13,461.75 |
PP |
12,685.25 |
12,685.25 |
12,685.25 |
12,767.00 |
S1 |
12,358.25 |
12,358.25 |
12,885.25 |
12,521.75 |
S2 |
11,745.25 |
11,745.25 |
12,799.25 |
|
S3 |
10,805.25 |
11,418.25 |
12,713.00 |
|
S4 |
9,865.25 |
10,478.25 |
12,454.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,012.00 |
12,072.00 |
940.00 |
7.2% |
351.75 |
2.7% |
96% |
True |
False |
580,093 |
10 |
13,012.00 |
11,857.00 |
1,155.00 |
8.9% |
344.50 |
2.7% |
96% |
True |
False |
592,295 |
20 |
13,012.00 |
11,381.75 |
1,630.25 |
12.6% |
333.25 |
2.6% |
98% |
True |
False |
614,710 |
40 |
13,012.00 |
11,068.50 |
1,943.50 |
15.0% |
362.75 |
2.8% |
98% |
True |
False |
538,007 |
60 |
13,589.00 |
11,068.50 |
2,520.50 |
19.4% |
400.75 |
3.1% |
76% |
False |
False |
359,317 |
80 |
15,229.50 |
11,068.50 |
4,161.00 |
32.1% |
404.75 |
3.1% |
46% |
False |
False |
269,747 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
32.7% |
400.25 |
3.1% |
45% |
False |
False |
215,884 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.7% |
405.25 |
3.1% |
45% |
False |
False |
179,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,150.00 |
2.618 |
13,713.00 |
1.618 |
13,445.25 |
1.000 |
13,279.75 |
0.618 |
13,177.50 |
HIGH |
13,012.00 |
0.618 |
12,909.75 |
0.500 |
12,878.00 |
0.382 |
12,846.50 |
LOW |
12,744.25 |
0.618 |
12,578.75 |
1.000 |
12,476.50 |
1.618 |
12,311.00 |
2.618 |
12,043.25 |
4.250 |
11,606.25 |
|
|
Fisher Pivots for day following 29-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,940.50 |
12,848.25 |
PP |
12,909.25 |
12,725.00 |
S1 |
12,878.00 |
12,601.75 |
|