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 |
4,022.00 |
4,105.00 |
83.00 |
2.1% |
3,967.75 |
High |
4,111.00 |
4,144.00 |
33.00 |
0.8% |
4,144.00 |
Low |
3,994.50 |
4,081.00 |
86.50 |
2.2% |
3,913.25 |
Close |
4,073.50 |
4,133.50 |
60.00 |
1.5% |
4,133.50 |
Range |
116.50 |
63.00 |
-53.50 |
-45.9% |
230.75 |
ATR |
87.86 |
86.62 |
-1.24 |
-1.4% |
0.00 |
Volume |
2,014,467 |
1,919,598 |
-94,869 |
-4.7% |
8,757,128 |
|
Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.50 |
4,284.00 |
4,168.25 |
|
R3 |
4,245.50 |
4,221.00 |
4,150.75 |
|
R2 |
4,182.50 |
4,182.50 |
4,145.00 |
|
R1 |
4,158.00 |
4,158.00 |
4,139.25 |
4,170.25 |
PP |
4,119.50 |
4,119.50 |
4,119.50 |
4,125.50 |
S1 |
4,095.00 |
4,095.00 |
4,127.75 |
4,107.25 |
S2 |
4,056.50 |
4,056.50 |
4,122.00 |
|
S3 |
3,993.50 |
4,032.00 |
4,116.25 |
|
S4 |
3,930.50 |
3,969.00 |
4,098.75 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,755.75 |
4,675.50 |
4,260.50 |
|
R3 |
4,525.00 |
4,444.75 |
4,197.00 |
|
R2 |
4,294.25 |
4,294.25 |
4,175.75 |
|
R1 |
4,214.00 |
4,214.00 |
4,154.75 |
4,254.00 |
PP |
4,063.50 |
4,063.50 |
4,063.50 |
4,083.75 |
S1 |
3,983.25 |
3,983.25 |
4,112.25 |
4,023.50 |
S2 |
3,832.75 |
3,832.75 |
4,091.25 |
|
S3 |
3,602.00 |
3,752.50 |
4,070.00 |
|
S4 |
3,371.25 |
3,521.75 |
4,006.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,144.00 |
3,913.25 |
230.75 |
5.6% |
75.50 |
1.8% |
95% |
True |
False |
1,751,425 |
10 |
4,144.00 |
3,820.25 |
323.75 |
7.8% |
78.50 |
1.9% |
97% |
True |
False |
1,710,036 |
20 |
4,144.00 |
3,723.75 |
420.25 |
10.2% |
80.25 |
1.9% |
98% |
True |
False |
1,704,702 |
40 |
4,191.00 |
3,639.00 |
552.00 |
13.4% |
91.25 |
2.2% |
90% |
False |
False |
1,582,214 |
60 |
4,306.50 |
3,639.00 |
667.50 |
16.1% |
99.25 |
2.4% |
74% |
False |
False |
1,057,350 |
80 |
4,591.50 |
3,639.00 |
952.50 |
23.0% |
97.75 |
2.4% |
52% |
False |
False |
793,654 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.1% |
95.50 |
2.3% |
50% |
False |
False |
635,243 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.1% |
97.00 |
2.3% |
50% |
False |
False |
529,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,411.75 |
2.618 |
4,309.00 |
1.618 |
4,246.00 |
1.000 |
4,207.00 |
0.618 |
4,183.00 |
HIGH |
4,144.00 |
0.618 |
4,120.00 |
0.500 |
4,112.50 |
0.382 |
4,105.00 |
LOW |
4,081.00 |
0.618 |
4,042.00 |
1.000 |
4,018.00 |
1.618 |
3,979.00 |
2.618 |
3,916.00 |
4.250 |
3,813.25 |
|
|
Fisher Pivots for day following 29-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
4,126.50 |
4,102.75 |
PP |
4,119.50 |
4,072.00 |
S1 |
4,112.50 |
4,041.50 |
|