Trading Metrics calculated at close of trading on 28-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,733.1 |
1,751.4 |
18.3 |
1.1% |
1,725.1 |
High |
1,758.2 |
1,774.4 |
16.2 |
0.9% |
1,755.9 |
Low |
1,727.0 |
1,750.4 |
23.4 |
1.4% |
1,696.1 |
Close |
1,737.5 |
1,769.2 |
31.7 |
1.8% |
1,745.3 |
Range |
31.2 |
24.0 |
-7.2 |
-23.1% |
59.8 |
ATR |
25.7 |
26.5 |
0.8 |
3.1% |
0.0 |
Volume |
116,708 |
192,863 |
76,155 |
65.3% |
241,095 |
|
Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.7 |
1,826.9 |
1,782.4 |
|
R3 |
1,812.7 |
1,802.9 |
1,775.8 |
|
R2 |
1,788.7 |
1,788.7 |
1,773.6 |
|
R1 |
1,778.9 |
1,778.9 |
1,771.4 |
1,783.8 |
PP |
1,764.7 |
1,764.7 |
1,764.7 |
1,767.1 |
S1 |
1,754.9 |
1,754.9 |
1,767.0 |
1,759.8 |
S2 |
1,740.7 |
1,740.7 |
1,764.8 |
|
S3 |
1,716.7 |
1,730.9 |
1,762.6 |
|
S4 |
1,692.7 |
1,706.9 |
1,756.0 |
|
|
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 |
1,774.4 |
1,727.0 |
47.4 |
2.7% |
23.5 |
1.3% |
89% |
True |
False |
109,347 |
10 |
1,774.4 |
1,696.1 |
78.3 |
4.4% |
23.1 |
1.3% |
93% |
True |
False |
73,708 |
20 |
1,846.8 |
1,696.1 |
150.7 |
8.5% |
26.5 |
1.5% |
49% |
False |
False |
67,066 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.6% |
26.4 |
1.5% |
36% |
False |
False |
37,065 |
60 |
1,933.5 |
1,696.1 |
237.4 |
13.4% |
26.4 |
1.5% |
31% |
False |
False |
25,623 |
80 |
2,024.3 |
1,696.1 |
328.2 |
18.6% |
26.2 |
1.5% |
22% |
False |
False |
19,724 |
100 |
2,091.4 |
1,696.1 |
395.3 |
22.3% |
28.3 |
1.6% |
18% |
False |
False |
16,139 |
120 |
2,091.4 |
1,696.1 |
395.3 |
22.3% |
28.6 |
1.6% |
18% |
False |
False |
13,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.4 |
2.618 |
1,837.2 |
1.618 |
1,813.2 |
1.000 |
1,798.4 |
0.618 |
1,789.2 |
HIGH |
1,774.4 |
0.618 |
1,765.2 |
0.500 |
1,762.4 |
0.382 |
1,759.6 |
LOW |
1,750.4 |
0.618 |
1,735.6 |
1.000 |
1,726.4 |
1.618 |
1,711.6 |
2.618 |
1,687.6 |
4.250 |
1,648.4 |
|
|
Fisher Pivots for day following 28-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,766.9 |
1,763.0 |
PP |
1,764.7 |
1,756.9 |
S1 |
1,762.4 |
1,750.7 |
|