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 |
3,967.75 |
3,959.00 |
-8.75 |
-0.2% |
3,878.50 |
High |
3,988.75 |
3,964.50 |
-24.25 |
-0.6% |
4,016.25 |
Low |
3,946.00 |
3,913.25 |
-32.75 |
-0.8% |
3,820.25 |
Close |
3,970.00 |
3,923.25 |
-46.75 |
-1.2% |
3,965.00 |
Range |
42.75 |
51.25 |
8.50 |
19.9% |
196.00 |
ATR |
85.07 |
83.05 |
-2.02 |
-2.4% |
0.00 |
Volume |
1,493,471 |
1,589,161 |
95,690 |
6.4% |
8,343,238 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,087.50 |
4,056.50 |
3,951.50 |
|
R3 |
4,036.25 |
4,005.25 |
3,937.25 |
|
R2 |
3,985.00 |
3,985.00 |
3,932.75 |
|
R1 |
3,954.00 |
3,954.00 |
3,928.00 |
3,944.00 |
PP |
3,933.75 |
3,933.75 |
3,933.75 |
3,928.50 |
S1 |
3,902.75 |
3,902.75 |
3,918.50 |
3,892.50 |
S2 |
3,882.50 |
3,882.50 |
3,913.75 |
|
S3 |
3,831.25 |
3,851.50 |
3,909.25 |
|
S4 |
3,780.00 |
3,800.25 |
3,895.00 |
|
|
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 |
3,913.25 |
103.00 |
2.6% |
59.75 |
1.5% |
10% |
False |
True |
1,674,935 |
10 |
4,016.25 |
3,723.75 |
292.50 |
7.5% |
79.25 |
2.0% |
68% |
False |
False |
1,702,385 |
20 |
4,016.25 |
3,723.75 |
292.50 |
7.5% |
78.50 |
2.0% |
68% |
False |
False |
1,716,169 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.4% |
92.25 |
2.3% |
50% |
False |
False |
1,441,631 |
60 |
4,306.50 |
3,639.00 |
667.50 |
17.0% |
100.00 |
2.6% |
43% |
False |
False |
962,920 |
80 |
4,617.25 |
3,639.00 |
978.25 |
24.9% |
96.75 |
2.5% |
29% |
False |
False |
722,785 |
100 |
4,634.00 |
3,639.00 |
995.00 |
25.4% |
95.75 |
2.4% |
29% |
False |
False |
578,516 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.4% |
96.25 |
2.5% |
29% |
False |
False |
482,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,182.25 |
2.618 |
4,098.75 |
1.618 |
4,047.50 |
1.000 |
4,015.75 |
0.618 |
3,996.25 |
HIGH |
3,964.50 |
0.618 |
3,945.00 |
0.500 |
3,939.00 |
0.382 |
3,932.75 |
LOW |
3,913.25 |
0.618 |
3,881.50 |
1.000 |
3,862.00 |
1.618 |
3,830.25 |
2.618 |
3,779.00 |
4.250 |
3,695.50 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,939.00 |
3,964.75 |
PP |
3,933.75 |
3,951.00 |
S1 |
3,928.50 |
3,937.00 |
|