| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,735.3 |
1,744.0 |
8.7 |
0.5% |
1,725.1 |
| High |
1,755.9 |
1,752.5 |
-3.4 |
-0.2% |
1,755.9 |
| Low |
1,729.8 |
1,730.9 |
1.1 |
0.1% |
1,696.1 |
| Close |
1,745.3 |
1,737.1 |
-8.2 |
-0.5% |
1,745.3 |
| Range |
26.1 |
21.6 |
-4.5 |
-17.2% |
59.8 |
| ATR |
26.4 |
26.1 |
-0.3 |
-1.3% |
0.0 |
| Volume |
73,578 |
76,726 |
3,148 |
4.3% |
241,095 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.0 |
1,792.6 |
1,749.0 |
|
| R3 |
1,783.4 |
1,771.0 |
1,743.0 |
|
| R2 |
1,761.8 |
1,761.8 |
1,741.1 |
|
| R1 |
1,749.4 |
1,749.4 |
1,739.1 |
1,744.8 |
| PP |
1,740.2 |
1,740.2 |
1,740.2 |
1,737.9 |
| S1 |
1,727.8 |
1,727.8 |
1,735.1 |
1,723.2 |
| S2 |
1,718.6 |
1,718.6 |
1,733.1 |
|
| S3 |
1,697.0 |
1,706.2 |
1,731.2 |
|
| S4 |
1,675.4 |
1,684.6 |
1,725.2 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.8 |
1,888.4 |
1,778.2 |
|
| R3 |
1,852.0 |
1,828.6 |
1,761.7 |
|
| R2 |
1,792.2 |
1,792.2 |
1,756.3 |
|
| R1 |
1,768.8 |
1,768.8 |
1,750.8 |
1,780.5 |
| PP |
1,732.4 |
1,732.4 |
1,732.4 |
1,738.3 |
| S1 |
1,709.0 |
1,709.0 |
1,739.8 |
1,720.7 |
| S2 |
1,672.6 |
1,672.6 |
1,734.3 |
|
| S3 |
1,612.8 |
1,649.2 |
1,728.9 |
|
| S4 |
1,553.0 |
1,589.4 |
1,712.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,755.9 |
1,696.1 |
59.8 |
3.4% |
25.0 |
1.4% |
69% |
False |
False |
56,367 |
| 10 |
1,763.1 |
1,696.1 |
67.0 |
3.9% |
26.1 |
1.5% |
61% |
False |
False |
62,922 |
| 20 |
1,862.7 |
1,696.1 |
166.6 |
9.6% |
25.7 |
1.5% |
25% |
False |
False |
48,547 |
| 40 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
26.1 |
1.5% |
20% |
False |
False |
27,375 |
| 60 |
1,941.6 |
1,696.1 |
245.5 |
14.1% |
26.8 |
1.5% |
17% |
False |
False |
19,086 |
| 80 |
2,024.3 |
1,696.1 |
328.2 |
18.9% |
26.2 |
1.5% |
12% |
False |
False |
14,830 |
| 100 |
2,091.4 |
1,696.1 |
395.3 |
22.8% |
28.5 |
1.6% |
10% |
False |
False |
12,199 |
| 120 |
2,091.4 |
1,696.1 |
395.3 |
22.8% |
28.4 |
1.6% |
10% |
False |
False |
10,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,844.3 |
|
2.618 |
1,809.0 |
|
1.618 |
1,787.4 |
|
1.000 |
1,774.1 |
|
0.618 |
1,765.8 |
|
HIGH |
1,752.5 |
|
0.618 |
1,744.2 |
|
0.500 |
1,741.7 |
|
0.382 |
1,739.2 |
|
LOW |
1,730.9 |
|
0.618 |
1,717.6 |
|
1.000 |
1,709.3 |
|
1.618 |
1,696.0 |
|
2.618 |
1,674.4 |
|
4.250 |
1,639.1 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.7 |
1,733.4 |
| PP |
1,740.2 |
1,729.7 |
| S1 |
1,738.6 |
1,726.0 |
|