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 |
3,959.00 |
3,939.25 |
-19.75 |
-0.5% |
3,878.50 |
High |
3,964.50 |
4,042.75 |
78.25 |
2.0% |
4,016.25 |
Low |
3,913.25 |
3,938.75 |
25.50 |
0.7% |
3,820.25 |
Close |
3,923.25 |
4,024.50 |
101.25 |
2.6% |
3,965.00 |
Range |
51.25 |
104.00 |
52.75 |
102.9% |
196.00 |
ATR |
83.05 |
85.65 |
2.60 |
3.1% |
0.00 |
Volume |
1,589,161 |
1,740,431 |
151,270 |
9.5% |
8,343,238 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.00 |
4,273.25 |
4,081.75 |
|
R3 |
4,210.00 |
4,169.25 |
4,053.00 |
|
R2 |
4,106.00 |
4,106.00 |
4,043.50 |
|
R1 |
4,065.25 |
4,065.25 |
4,034.00 |
4,085.50 |
PP |
4,002.00 |
4,002.00 |
4,002.00 |
4,012.25 |
S1 |
3,961.25 |
3,961.25 |
4,015.00 |
3,981.50 |
S2 |
3,898.00 |
3,898.00 |
4,005.50 |
|
S3 |
3,794.00 |
3,857.25 |
3,996.00 |
|
S4 |
3,690.00 |
3,753.25 |
3,967.25 |
|
|
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 |
4,042.75 |
3,913.25 |
129.50 |
3.2% |
69.50 |
1.7% |
86% |
True |
False |
1,676,150 |
10 |
4,042.75 |
3,723.75 |
319.00 |
7.9% |
77.50 |
1.9% |
94% |
True |
False |
1,660,631 |
20 |
4,042.75 |
3,723.75 |
319.00 |
7.9% |
77.25 |
1.9% |
94% |
True |
False |
1,713,606 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.1% |
91.50 |
2.3% |
68% |
False |
False |
1,484,959 |
60 |
4,306.50 |
3,639.00 |
667.50 |
16.6% |
99.25 |
2.5% |
58% |
False |
False |
991,885 |
80 |
4,591.50 |
3,639.00 |
952.50 |
23.7% |
97.00 |
2.4% |
40% |
False |
False |
744,514 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.7% |
96.00 |
2.4% |
39% |
False |
False |
595,918 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.7% |
96.75 |
2.4% |
39% |
False |
False |
496,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,484.75 |
2.618 |
4,315.00 |
1.618 |
4,211.00 |
1.000 |
4,146.75 |
0.618 |
4,107.00 |
HIGH |
4,042.75 |
0.618 |
4,003.00 |
0.500 |
3,990.75 |
0.382 |
3,978.50 |
LOW |
3,938.75 |
0.618 |
3,874.50 |
1.000 |
3,834.75 |
1.618 |
3,770.50 |
2.618 |
3,666.50 |
4.250 |
3,496.75 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
4,013.25 |
4,009.00 |
PP |
4,002.00 |
3,993.50 |
S1 |
3,990.75 |
3,978.00 |
|