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 |
3,565.0 |
3,575.0 |
10.0 |
0.3% |
3,482.0 |
High |
3,577.0 |
3,624.0 |
47.0 |
1.3% |
3,607.0 |
Low |
3,550.0 |
3,575.0 |
25.0 |
0.7% |
3,468.0 |
Close |
3,563.0 |
3,597.0 |
34.0 |
1.0% |
3,589.0 |
Range |
27.0 |
49.0 |
22.0 |
81.5% |
139.0 |
ATR |
61.9 |
61.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
329 |
10,024 |
9,695 |
2,946.8% |
48,678 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,745.7 |
3,720.3 |
3,624.0 |
|
R3 |
3,696.7 |
3,671.3 |
3,610.5 |
|
R2 |
3,647.7 |
3,647.7 |
3,606.0 |
|
R1 |
3,622.3 |
3,622.3 |
3,601.5 |
3,635.0 |
PP |
3,598.7 |
3,598.7 |
3,598.7 |
3,605.0 |
S1 |
3,573.3 |
3,573.3 |
3,592.5 |
3,586.0 |
S2 |
3,549.7 |
3,549.7 |
3,588.0 |
|
S3 |
3,500.7 |
3,524.3 |
3,583.5 |
|
S4 |
3,451.7 |
3,475.3 |
3,570.1 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,971.7 |
3,919.3 |
3,665.5 |
|
R3 |
3,832.7 |
3,780.3 |
3,627.2 |
|
R2 |
3,693.7 |
3,693.7 |
3,614.5 |
|
R1 |
3,641.3 |
3,641.3 |
3,601.7 |
3,667.5 |
PP |
3,554.7 |
3,554.7 |
3,554.7 |
3,567.8 |
S1 |
3,502.3 |
3,502.3 |
3,576.3 |
3,528.5 |
S2 |
3,415.7 |
3,415.7 |
3,563.5 |
|
S3 |
3,276.7 |
3,363.3 |
3,550.8 |
|
S4 |
3,137.7 |
3,224.3 |
3,512.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,624.0 |
3,542.0 |
82.0 |
2.3% |
45.0 |
1.3% |
67% |
True |
False |
3,169 |
10 |
3,624.0 |
3,360.0 |
264.0 |
7.3% |
53.1 |
1.5% |
90% |
True |
False |
8,616 |
20 |
3,624.0 |
3,334.0 |
290.0 |
8.1% |
53.6 |
1.5% |
91% |
True |
False |
6,982 |
40 |
3,814.0 |
3,334.0 |
480.0 |
13.3% |
46.0 |
1.3% |
55% |
False |
False |
5,253 |
60 |
3,815.0 |
3,334.0 |
481.0 |
13.4% |
36.6 |
1.0% |
55% |
False |
False |
4,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,832.3 |
2.618 |
3,752.3 |
1.618 |
3,703.3 |
1.000 |
3,673.0 |
0.618 |
3,654.3 |
HIGH |
3,624.0 |
0.618 |
3,605.3 |
0.500 |
3,599.5 |
0.382 |
3,593.7 |
LOW |
3,575.0 |
0.618 |
3,544.7 |
1.000 |
3,526.0 |
1.618 |
3,495.7 |
2.618 |
3,446.7 |
4.250 |
3,366.8 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,599.5 |
3,593.7 |
PP |
3,598.7 |
3,590.3 |
S1 |
3,597.8 |
3,587.0 |
|