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 |
3,939.25 |
4,022.00 |
82.75 |
2.1% |
3,878.50 |
High |
4,042.75 |
4,111.00 |
68.25 |
1.7% |
4,016.25 |
Low |
3,938.75 |
3,994.50 |
55.75 |
1.4% |
3,820.25 |
Close |
4,024.50 |
4,073.50 |
49.00 |
1.2% |
3,965.00 |
Range |
104.00 |
116.50 |
12.50 |
12.0% |
196.00 |
ATR |
85.65 |
87.86 |
2.20 |
2.6% |
0.00 |
Volume |
1,740,431 |
2,014,467 |
274,036 |
15.7% |
8,343,238 |
|
Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,409.25 |
4,357.75 |
4,137.50 |
|
R3 |
4,292.75 |
4,241.25 |
4,105.50 |
|
R2 |
4,176.25 |
4,176.25 |
4,094.75 |
|
R1 |
4,124.75 |
4,124.75 |
4,084.25 |
4,150.50 |
PP |
4,059.75 |
4,059.75 |
4,059.75 |
4,072.50 |
S1 |
4,008.25 |
4,008.25 |
4,062.75 |
4,034.00 |
S2 |
3,943.25 |
3,943.25 |
4,052.25 |
|
S3 |
3,826.75 |
3,891.75 |
4,041.50 |
|
S4 |
3,710.25 |
3,775.25 |
4,009.50 |
|
|
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 |
4,111.00 |
3,913.25 |
197.75 |
4.9% |
77.75 |
1.9% |
81% |
True |
False |
1,714,824 |
10 |
4,111.00 |
3,780.25 |
330.75 |
8.1% |
81.00 |
2.0% |
89% |
True |
False |
1,670,452 |
20 |
4,111.00 |
3,723.75 |
387.25 |
9.5% |
81.25 |
2.0% |
90% |
True |
False |
1,728,440 |
40 |
4,191.00 |
3,639.00 |
552.00 |
13.6% |
92.00 |
2.3% |
79% |
False |
False |
1,534,676 |
60 |
4,306.50 |
3,639.00 |
667.50 |
16.4% |
99.25 |
2.4% |
65% |
False |
False |
1,025,395 |
80 |
4,591.50 |
3,639.00 |
952.50 |
23.4% |
97.75 |
2.4% |
46% |
False |
False |
769,669 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.4% |
96.25 |
2.4% |
44% |
False |
False |
616,057 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.4% |
97.00 |
2.4% |
44% |
False |
False |
513,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,606.00 |
2.618 |
4,416.00 |
1.618 |
4,299.50 |
1.000 |
4,227.50 |
0.618 |
4,183.00 |
HIGH |
4,111.00 |
0.618 |
4,066.50 |
0.500 |
4,052.75 |
0.382 |
4,039.00 |
LOW |
3,994.50 |
0.618 |
3,922.50 |
1.000 |
3,878.00 |
1.618 |
3,806.00 |
2.618 |
3,689.50 |
4.250 |
3,499.50 |
|
|
Fisher Pivots for day following 28-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
4,066.50 |
4,053.00 |
PP |
4,059.75 |
4,032.50 |
S1 |
4,052.75 |
4,012.00 |
|