Trading Metrics calculated at close of trading on 25-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,988.00 |
3,967.75 |
-20.25 |
-0.5% |
3,878.50 |
High |
4,016.25 |
3,988.75 |
-27.50 |
-0.7% |
4,016.25 |
Low |
3,941.50 |
3,946.00 |
4.50 |
0.1% |
3,820.25 |
Close |
3,965.00 |
3,970.00 |
5.00 |
0.1% |
3,965.00 |
Range |
74.75 |
42.75 |
-32.00 |
-42.8% |
196.00 |
ATR |
88.33 |
85.07 |
-3.26 |
-3.7% |
0.00 |
Volume |
1,736,592 |
1,493,471 |
-243,121 |
-14.0% |
8,343,238 |
|
Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,096.50 |
4,076.00 |
3,993.50 |
|
R3 |
4,053.75 |
4,033.25 |
3,981.75 |
|
R2 |
4,011.00 |
4,011.00 |
3,977.75 |
|
R1 |
3,990.50 |
3,990.50 |
3,974.00 |
4,000.75 |
PP |
3,968.25 |
3,968.25 |
3,968.25 |
3,973.50 |
S1 |
3,947.75 |
3,947.75 |
3,966.00 |
3,958.00 |
S2 |
3,925.50 |
3,925.50 |
3,962.25 |
|
S3 |
3,882.75 |
3,905.00 |
3,958.25 |
|
S4 |
3,840.00 |
3,862.25 |
3,946.50 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,521.75 |
4,439.50 |
4,072.75 |
|
R3 |
4,325.75 |
4,243.50 |
4,019.00 |
|
R2 |
4,129.75 |
4,129.75 |
4,001.00 |
|
R1 |
4,047.50 |
4,047.50 |
3,983.00 |
4,088.50 |
PP |
3,933.75 |
3,933.75 |
3,933.75 |
3,954.50 |
S1 |
3,851.50 |
3,851.50 |
3,947.00 |
3,892.50 |
S2 |
3,737.75 |
3,737.75 |
3,929.00 |
|
S3 |
3,541.75 |
3,655.50 |
3,911.00 |
|
S4 |
3,345.75 |
3,459.50 |
3,857.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,016.25 |
3,834.00 |
182.25 |
4.6% |
72.25 |
1.8% |
75% |
False |
False |
1,679,423 |
10 |
4,016.25 |
3,723.75 |
292.50 |
7.4% |
81.25 |
2.0% |
84% |
False |
False |
1,707,555 |
20 |
4,016.25 |
3,723.75 |
292.50 |
7.4% |
78.75 |
2.0% |
84% |
False |
False |
1,711,579 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.3% |
93.75 |
2.4% |
59% |
False |
False |
1,402,019 |
60 |
4,308.50 |
3,639.00 |
669.50 |
16.9% |
101.25 |
2.5% |
49% |
False |
False |
936,481 |
80 |
4,630.75 |
3,639.00 |
991.75 |
25.0% |
96.75 |
2.4% |
33% |
False |
False |
702,948 |
100 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
96.25 |
2.4% |
33% |
False |
False |
562,629 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
96.50 |
2.4% |
33% |
False |
False |
468,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,170.50 |
2.618 |
4,100.75 |
1.618 |
4,058.00 |
1.000 |
4,031.50 |
0.618 |
4,015.25 |
HIGH |
3,988.75 |
0.618 |
3,972.50 |
0.500 |
3,967.50 |
0.382 |
3,962.25 |
LOW |
3,946.00 |
0.618 |
3,919.50 |
1.000 |
3,903.25 |
1.618 |
3,876.75 |
2.618 |
3,834.00 |
4.250 |
3,764.25 |
|
|
Fisher Pivots for day following 25-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,969.00 |
3,973.25 |
PP |
3,968.25 |
3,972.25 |
S1 |
3,967.50 |
3,971.00 |
|