Trading Metrics calculated at close of trading on 26-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,980.00 |
3,972.50 |
-7.50 |
-0.2% |
3,890.00 |
High |
4,004.75 |
3,980.50 |
-24.25 |
-0.6% |
4,032.50 |
Low |
3,963.50 |
3,929.75 |
-33.75 |
-0.9% |
3,837.75 |
Close |
3,987.00 |
3,939.75 |
-47.25 |
-1.2% |
3,981.75 |
Range |
41.25 |
50.75 |
9.50 |
23.0% |
194.75 |
ATR |
83.68 |
81.79 |
-1.89 |
-2.3% |
0.00 |
Volume |
1,240 |
1,112 |
-128 |
-10.3% |
9,102 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,102.25 |
4,071.75 |
3,967.75 |
|
R3 |
4,051.50 |
4,021.00 |
3,953.75 |
|
R2 |
4,000.75 |
4,000.75 |
3,949.00 |
|
R1 |
3,970.25 |
3,970.25 |
3,944.50 |
3,960.00 |
PP |
3,950.00 |
3,950.00 |
3,950.00 |
3,945.00 |
S1 |
3,919.50 |
3,919.50 |
3,935.00 |
3,909.50 |
S2 |
3,899.25 |
3,899.25 |
3,930.50 |
|
S3 |
3,848.50 |
3,868.75 |
3,925.75 |
|
S4 |
3,797.75 |
3,818.00 |
3,911.75 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,535.00 |
4,453.00 |
4,088.75 |
|
R3 |
4,340.25 |
4,258.25 |
4,035.25 |
|
R2 |
4,145.50 |
4,145.50 |
4,017.50 |
|
R1 |
4,063.50 |
4,063.50 |
3,999.50 |
4,104.50 |
PP |
3,950.75 |
3,950.75 |
3,950.75 |
3,971.00 |
S1 |
3,868.75 |
3,868.75 |
3,964.00 |
3,909.75 |
S2 |
3,756.00 |
3,756.00 |
3,946.00 |
|
S3 |
3,561.25 |
3,674.00 |
3,928.25 |
|
S4 |
3,366.50 |
3,479.25 |
3,874.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,032.50 |
3,929.75 |
102.75 |
2.6% |
59.00 |
1.5% |
10% |
False |
True |
1,525 |
10 |
4,032.50 |
3,741.75 |
290.75 |
7.4% |
77.50 |
2.0% |
68% |
False |
False |
2,431 |
20 |
4,032.50 |
3,741.75 |
290.75 |
7.4% |
77.25 |
2.0% |
68% |
False |
False |
2,680 |
40 |
4,214.00 |
3,654.50 |
559.50 |
14.2% |
90.50 |
2.3% |
51% |
False |
False |
2,003 |
60 |
4,319.00 |
3,654.50 |
664.50 |
16.9% |
98.75 |
2.5% |
43% |
False |
False |
1,546 |
80 |
4,627.25 |
3,654.50 |
972.75 |
24.7% |
95.00 |
2.4% |
29% |
False |
False |
1,215 |
100 |
4,646.25 |
3,654.50 |
991.75 |
25.2% |
86.50 |
2.2% |
29% |
False |
False |
991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,196.25 |
2.618 |
4,113.25 |
1.618 |
4,062.50 |
1.000 |
4,031.25 |
0.618 |
4,011.75 |
HIGH |
3,980.50 |
0.618 |
3,961.00 |
0.500 |
3,955.00 |
0.382 |
3,949.25 |
LOW |
3,929.75 |
0.618 |
3,898.50 |
1.000 |
3,879.00 |
1.618 |
3,847.75 |
2.618 |
3,797.00 |
4.250 |
3,714.00 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,955.00 |
3,981.00 |
PP |
3,950.00 |
3,967.25 |
S1 |
3,945.00 |
3,953.50 |
|