| 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 |
13,206.0 |
13,387.0 |
181.0 |
1.4% |
13,172.0 |
| High |
13,350.0 |
13,545.0 |
195.0 |
1.5% |
13,545.0 |
| Low |
13,084.0 |
13,332.0 |
248.0 |
1.9% |
13,020.0 |
| Close |
13,280.0 |
13,472.0 |
192.0 |
1.4% |
13,472.0 |
| Range |
266.0 |
213.0 |
-53.0 |
-19.9% |
525.0 |
| ATR |
285.4 |
284.0 |
-1.5 |
-0.5% |
0.0 |
| Volume |
56,936 |
54,430 |
-2,506 |
-4.4% |
273,787 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,088.7 |
13,993.3 |
13,589.2 |
|
| R3 |
13,875.7 |
13,780.3 |
13,530.6 |
|
| R2 |
13,662.7 |
13,662.7 |
13,511.1 |
|
| R1 |
13,567.3 |
13,567.3 |
13,491.5 |
13,615.0 |
| PP |
13,449.7 |
13,449.7 |
13,449.7 |
13,473.5 |
| S1 |
13,354.3 |
13,354.3 |
13,452.5 |
13,402.0 |
| S2 |
13,236.7 |
13,236.7 |
13,433.0 |
|
| S3 |
13,023.7 |
13,141.3 |
13,413.4 |
|
| S4 |
12,810.7 |
12,928.3 |
13,354.9 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,920.7 |
14,721.3 |
13,760.8 |
|
| R3 |
14,395.7 |
14,196.3 |
13,616.4 |
|
| R2 |
13,870.7 |
13,870.7 |
13,568.3 |
|
| R1 |
13,671.3 |
13,671.3 |
13,520.1 |
13,771.0 |
| PP |
13,345.7 |
13,345.7 |
13,345.7 |
13,395.5 |
| S1 |
13,146.3 |
13,146.3 |
13,423.9 |
13,246.0 |
| S2 |
12,820.7 |
12,820.7 |
13,375.8 |
|
| S3 |
12,295.7 |
12,621.3 |
13,327.6 |
|
| S4 |
11,770.7 |
12,096.3 |
13,183.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,545.0 |
13,020.0 |
525.0 |
3.9% |
206.8 |
1.5% |
86% |
True |
False |
54,757 |
| 10 |
13,545.0 |
12,810.0 |
735.0 |
5.5% |
262.7 |
1.9% |
90% |
True |
False |
59,758 |
| 20 |
13,545.0 |
12,367.0 |
1,178.0 |
8.7% |
284.2 |
2.1% |
94% |
True |
False |
64,262 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
290.0 |
2.2% |
48% |
False |
False |
53,013 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
267.8 |
2.0% |
48% |
False |
False |
35,359 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.1% |
245.7 |
1.8% |
48% |
False |
False |
26,524 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.0% |
245.8 |
1.8% |
43% |
False |
False |
21,225 |
| 120 |
15,514.0 |
12,367.0 |
3,147.0 |
23.4% |
225.2 |
1.7% |
35% |
False |
False |
17,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,450.3 |
|
2.618 |
14,102.6 |
|
1.618 |
13,889.6 |
|
1.000 |
13,758.0 |
|
0.618 |
13,676.6 |
|
HIGH |
13,545.0 |
|
0.618 |
13,463.6 |
|
0.500 |
13,438.5 |
|
0.382 |
13,413.4 |
|
LOW |
13,332.0 |
|
0.618 |
13,200.4 |
|
1.000 |
13,119.0 |
|
1.618 |
12,987.4 |
|
2.618 |
12,774.4 |
|
4.250 |
12,426.8 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,460.8 |
13,419.0 |
| PP |
13,449.7 |
13,366.0 |
| S1 |
13,438.5 |
13,313.0 |
|