| 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 |
3,575.0 |
3,624.0 |
49.0 |
1.4% |
3,482.0 |
| High |
3,624.0 |
3,660.0 |
36.0 |
1.0% |
3,607.0 |
| Low |
3,575.0 |
3,587.0 |
12.0 |
0.3% |
3,468.0 |
| Close |
3,597.0 |
3,638.0 |
41.0 |
1.1% |
3,589.0 |
| Range |
49.0 |
73.0 |
24.0 |
49.0% |
139.0 |
| ATR |
61.8 |
62.6 |
0.8 |
1.3% |
0.0 |
| Volume |
10,024 |
1,114 |
-8,910 |
-88.9% |
48,678 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,847.3 |
3,815.7 |
3,678.2 |
|
| R3 |
3,774.3 |
3,742.7 |
3,658.1 |
|
| R2 |
3,701.3 |
3,701.3 |
3,651.4 |
|
| R1 |
3,669.7 |
3,669.7 |
3,644.7 |
3,685.5 |
| PP |
3,628.3 |
3,628.3 |
3,628.3 |
3,636.3 |
| S1 |
3,596.7 |
3,596.7 |
3,631.3 |
3,612.5 |
| S2 |
3,555.3 |
3,555.3 |
3,624.6 |
|
| S3 |
3,482.3 |
3,523.7 |
3,617.9 |
|
| S4 |
3,409.3 |
3,450.7 |
3,597.9 |
|
|
| 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 |
3,660.0 |
3,550.0 |
110.0 |
3.0% |
48.0 |
1.3% |
80% |
True |
False |
2,585 |
| 10 |
3,660.0 |
3,406.0 |
254.0 |
7.0% |
55.2 |
1.5% |
91% |
True |
False |
6,838 |
| 20 |
3,660.0 |
3,334.0 |
326.0 |
9.0% |
54.1 |
1.5% |
93% |
True |
False |
6,989 |
| 40 |
3,814.0 |
3,334.0 |
480.0 |
13.2% |
47.9 |
1.3% |
63% |
False |
False |
5,281 |
| 60 |
3,815.0 |
3,334.0 |
481.0 |
13.2% |
37.9 |
1.0% |
63% |
False |
False |
4,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,970.3 |
|
2.618 |
3,851.1 |
|
1.618 |
3,778.1 |
|
1.000 |
3,733.0 |
|
0.618 |
3,705.1 |
|
HIGH |
3,660.0 |
|
0.618 |
3,632.1 |
|
0.500 |
3,623.5 |
|
0.382 |
3,614.9 |
|
LOW |
3,587.0 |
|
0.618 |
3,541.9 |
|
1.000 |
3,514.0 |
|
1.618 |
3,468.9 |
|
2.618 |
3,395.9 |
|
4.250 |
3,276.8 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,633.2 |
3,627.0 |
| PP |
3,628.3 |
3,616.0 |
| S1 |
3,623.5 |
3,605.0 |
|