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 |
13,179.0 |
13,155.0 |
-24.0 |
-0.2% |
12,854.0 |
High |
13,197.0 |
13,252.0 |
55.0 |
0.4% |
13,438.0 |
Low |
13,020.0 |
13,081.0 |
61.0 |
0.5% |
12,810.0 |
Close |
13,096.0 |
13,163.0 |
67.0 |
0.5% |
13,263.0 |
Range |
177.0 |
171.0 |
-6.0 |
-3.4% |
628.0 |
ATR |
295.8 |
286.9 |
-8.9 |
-3.0% |
0.0 |
Volume |
60,302 |
51,632 |
-8,670 |
-14.4% |
323,795 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,678.3 |
13,591.7 |
13,257.1 |
|
R3 |
13,507.3 |
13,420.7 |
13,210.0 |
|
R2 |
13,336.3 |
13,336.3 |
13,194.4 |
|
R1 |
13,249.7 |
13,249.7 |
13,178.7 |
13,293.0 |
PP |
13,165.3 |
13,165.3 |
13,165.3 |
13,187.0 |
S1 |
13,078.7 |
13,078.7 |
13,147.3 |
13,122.0 |
S2 |
12,994.3 |
12,994.3 |
13,131.7 |
|
S3 |
12,823.3 |
12,907.7 |
13,116.0 |
|
S4 |
12,652.3 |
12,736.7 |
13,069.0 |
|
|
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 |
13,359.0 |
13,020.0 |
339.0 |
2.6% |
209.6 |
1.6% |
42% |
False |
False |
57,566 |
10 |
13,438.0 |
12,418.0 |
1,020.0 |
7.7% |
287.8 |
2.2% |
73% |
False |
False |
63,130 |
20 |
13,438.0 |
12,367.0 |
1,071.0 |
8.1% |
291.4 |
2.2% |
74% |
False |
False |
66,718 |
40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.5% |
287.0 |
2.2% |
35% |
False |
False |
50,236 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.5% |
263.8 |
2.0% |
35% |
False |
False |
33,503 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.5% |
242.4 |
1.8% |
35% |
False |
False |
25,132 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.4% |
241.0 |
1.8% |
31% |
False |
False |
20,111 |
120 |
15,514.0 |
12,367.0 |
3,147.0 |
23.9% |
221.2 |
1.7% |
25% |
False |
False |
16,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,978.8 |
2.618 |
13,699.7 |
1.618 |
13,528.7 |
1.000 |
13,423.0 |
0.618 |
13,357.7 |
HIGH |
13,252.0 |
0.618 |
13,186.7 |
0.500 |
13,166.5 |
0.382 |
13,146.3 |
LOW |
13,081.0 |
0.618 |
12,975.3 |
1.000 |
12,910.0 |
1.618 |
12,804.3 |
2.618 |
12,633.3 |
4.250 |
12,354.3 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
13,166.5 |
13,175.0 |
PP |
13,165.3 |
13,171.0 |
S1 |
13,164.2 |
13,167.0 |
|