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 |
13,172.0 |
13,179.0 |
7.0 |
0.1% |
12,854.0 |
High |
13,330.0 |
13,197.0 |
-133.0 |
-1.0% |
13,438.0 |
Low |
13,123.0 |
13,020.0 |
-103.0 |
-0.8% |
12,810.0 |
Close |
13,186.0 |
13,096.0 |
-90.0 |
-0.7% |
13,263.0 |
Range |
207.0 |
177.0 |
-30.0 |
-14.5% |
628.0 |
ATR |
305.0 |
295.8 |
-9.1 |
-3.0% |
0.0 |
Volume |
50,487 |
60,302 |
9,815 |
19.4% |
323,795 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,635.3 |
13,542.7 |
13,193.4 |
|
R3 |
13,458.3 |
13,365.7 |
13,144.7 |
|
R2 |
13,281.3 |
13,281.3 |
13,128.5 |
|
R1 |
13,188.7 |
13,188.7 |
13,112.2 |
13,146.5 |
PP |
13,104.3 |
13,104.3 |
13,104.3 |
13,083.3 |
S1 |
13,011.7 |
13,011.7 |
13,079.8 |
12,969.5 |
S2 |
12,927.3 |
12,927.3 |
13,063.6 |
|
S3 |
12,750.3 |
12,834.7 |
13,047.3 |
|
S4 |
12,573.3 |
12,657.7 |
12,998.7 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,054.3 |
14,786.7 |
13,608.4 |
|
R3 |
14,426.3 |
14,158.7 |
13,435.7 |
|
R2 |
13,798.3 |
13,798.3 |
13,378.1 |
|
R1 |
13,530.7 |
13,530.7 |
13,320.6 |
13,664.5 |
PP |
13,170.3 |
13,170.3 |
13,170.3 |
13,237.3 |
S1 |
12,902.7 |
12,902.7 |
13,205.4 |
13,036.5 |
S2 |
12,542.3 |
12,542.3 |
13,147.9 |
|
S3 |
11,914.3 |
12,274.7 |
13,090.3 |
|
S4 |
11,286.3 |
11,646.7 |
12,917.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,438.0 |
13,020.0 |
418.0 |
3.2% |
240.6 |
1.8% |
18% |
False |
True |
61,847 |
10 |
13,438.0 |
12,418.0 |
1,020.0 |
7.8% |
295.4 |
2.3% |
66% |
False |
False |
64,975 |
20 |
13,438.0 |
12,367.0 |
1,071.0 |
8.2% |
295.6 |
2.3% |
68% |
False |
False |
67,091 |
40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.6% |
287.5 |
2.2% |
32% |
False |
False |
48,949 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.6% |
260.9 |
2.0% |
32% |
False |
False |
32,642 |
80 |
14,709.0 |
12,367.0 |
2,342.0 |
17.9% |
244.0 |
1.9% |
31% |
False |
False |
24,487 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.5% |
242.9 |
1.9% |
29% |
False |
False |
19,595 |
120 |
15,514.0 |
12,367.0 |
3,147.0 |
24.0% |
219.8 |
1.7% |
23% |
False |
False |
16,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,949.3 |
2.618 |
13,660.4 |
1.618 |
13,483.4 |
1.000 |
13,374.0 |
0.618 |
13,306.4 |
HIGH |
13,197.0 |
0.618 |
13,129.4 |
0.500 |
13,108.5 |
0.382 |
13,087.6 |
LOW |
13,020.0 |
0.618 |
12,910.6 |
1.000 |
12,843.0 |
1.618 |
12,733.6 |
2.618 |
12,556.6 |
4.250 |
12,267.8 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
13,108.5 |
13,189.5 |
PP |
13,104.3 |
13,158.3 |
S1 |
13,100.2 |
13,127.2 |
|