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 |
7,249.5 |
7,255.0 |
5.5 |
0.1% |
7,128.5 |
High |
7,316.0 |
7,338.5 |
22.5 |
0.3% |
7,300.0 |
Low |
7,238.5 |
7,253.0 |
14.5 |
0.2% |
7,108.0 |
Close |
7,259.5 |
7,303.5 |
44.0 |
0.6% |
7,234.5 |
Range |
77.5 |
85.5 |
8.0 |
10.3% |
192.0 |
ATR |
120.9 |
118.4 |
-2.5 |
-2.1% |
0.0 |
Volume |
78,508 |
76,146 |
-2,362 |
-3.0% |
464,177 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,555.0 |
7,514.5 |
7,350.5 |
|
R3 |
7,469.5 |
7,429.0 |
7,327.0 |
|
R2 |
7,384.0 |
7,384.0 |
7,319.0 |
|
R1 |
7,343.5 |
7,343.5 |
7,311.5 |
7,364.0 |
PP |
7,298.5 |
7,298.5 |
7,298.5 |
7,308.5 |
S1 |
7,258.0 |
7,258.0 |
7,295.5 |
7,278.0 |
S2 |
7,213.0 |
7,213.0 |
7,288.0 |
|
S3 |
7,127.5 |
7,172.5 |
7,280.0 |
|
S4 |
7,042.0 |
7,087.0 |
7,256.5 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,790.0 |
7,704.5 |
7,340.0 |
|
R3 |
7,598.0 |
7,512.5 |
7,287.5 |
|
R2 |
7,406.0 |
7,406.0 |
7,269.5 |
|
R1 |
7,320.5 |
7,320.5 |
7,252.0 |
7,363.0 |
PP |
7,214.0 |
7,214.0 |
7,214.0 |
7,235.5 |
S1 |
7,128.5 |
7,128.5 |
7,217.0 |
7,171.0 |
S2 |
7,022.0 |
7,022.0 |
7,199.5 |
|
S3 |
6,830.0 |
6,936.5 |
7,181.5 |
|
S4 |
6,638.0 |
6,744.5 |
7,129.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,338.5 |
7,149.0 |
189.5 |
2.6% |
86.0 |
1.2% |
82% |
True |
False |
81,041 |
10 |
7,338.5 |
6,955.5 |
383.0 |
5.2% |
112.0 |
1.5% |
91% |
True |
False |
92,962 |
20 |
7,338.5 |
6,953.5 |
385.0 |
5.3% |
121.5 |
1.7% |
91% |
True |
False |
97,601 |
40 |
7,590.0 |
6,910.5 |
679.5 |
9.3% |
123.0 |
1.7% |
58% |
False |
False |
97,406 |
60 |
7,590.0 |
6,910.5 |
679.5 |
9.3% |
110.0 |
1.5% |
58% |
False |
False |
65,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,702.0 |
2.618 |
7,562.5 |
1.618 |
7,477.0 |
1.000 |
7,424.0 |
0.618 |
7,391.5 |
HIGH |
7,338.5 |
0.618 |
7,306.0 |
0.500 |
7,296.0 |
0.382 |
7,285.5 |
LOW |
7,253.0 |
0.618 |
7,200.0 |
1.000 |
7,167.5 |
1.618 |
7,114.5 |
2.618 |
7,029.0 |
4.250 |
6,889.5 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
7,301.0 |
7,290.0 |
PP |
7,298.5 |
7,276.5 |
S1 |
7,296.0 |
7,263.0 |
|