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 |
1,735.9 |
1,733.1 |
-2.8 |
-0.2% |
1,725.1 |
High |
1,744.3 |
1,758.2 |
13.9 |
0.8% |
1,755.9 |
Low |
1,729.6 |
1,727.0 |
-2.6 |
-0.2% |
1,696.1 |
Close |
1,735.7 |
1,737.5 |
1.8 |
0.1% |
1,745.3 |
Range |
14.7 |
31.2 |
16.5 |
112.2% |
59.8 |
ATR |
25.3 |
25.7 |
0.4 |
1.7% |
0.0 |
Volume |
86,862 |
116,708 |
29,846 |
34.4% |
241,095 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.5 |
1,817.2 |
1,754.7 |
|
R3 |
1,803.3 |
1,786.0 |
1,746.1 |
|
R2 |
1,772.1 |
1,772.1 |
1,743.2 |
|
R1 |
1,754.8 |
1,754.8 |
1,740.4 |
1,763.5 |
PP |
1,740.9 |
1,740.9 |
1,740.9 |
1,745.2 |
S1 |
1,723.6 |
1,723.6 |
1,734.6 |
1,732.3 |
S2 |
1,709.7 |
1,709.7 |
1,731.8 |
|
S3 |
1,678.5 |
1,692.4 |
1,728.9 |
|
S4 |
1,647.3 |
1,661.2 |
1,720.3 |
|
|
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 |
1,758.2 |
1,696.1 |
62.1 |
3.6% |
27.0 |
1.6% |
67% |
True |
False |
82,609 |
10 |
1,758.2 |
1,696.1 |
62.1 |
3.6% |
24.6 |
1.4% |
67% |
True |
False |
60,844 |
20 |
1,855.1 |
1,696.1 |
159.0 |
9.2% |
26.4 |
1.5% |
26% |
False |
False |
57,902 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
26.5 |
1.5% |
20% |
False |
False |
32,347 |
60 |
1,933.5 |
1,696.1 |
237.4 |
13.7% |
26.8 |
1.5% |
17% |
False |
False |
22,423 |
80 |
2,024.3 |
1,696.1 |
328.2 |
18.9% |
26.1 |
1.5% |
13% |
False |
False |
17,325 |
100 |
2,091.4 |
1,696.1 |
395.3 |
22.8% |
28.5 |
1.6% |
10% |
False |
False |
14,215 |
120 |
2,091.4 |
1,696.1 |
395.3 |
22.8% |
28.5 |
1.6% |
10% |
False |
False |
12,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,890.8 |
2.618 |
1,839.9 |
1.618 |
1,808.7 |
1.000 |
1,789.4 |
0.618 |
1,777.5 |
HIGH |
1,758.2 |
0.618 |
1,746.3 |
0.500 |
1,742.6 |
0.382 |
1,738.9 |
LOW |
1,727.0 |
0.618 |
1,707.7 |
1.000 |
1,695.8 |
1.618 |
1,676.5 |
2.618 |
1,645.3 |
4.250 |
1,594.4 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,742.6 |
1,742.6 |
PP |
1,740.9 |
1,740.9 |
S1 |
1,739.2 |
1,739.2 |
|