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 |
3,972.50 |
3,959.00 |
-13.50 |
-0.3% |
3,890.00 |
High |
3,980.50 |
4,059.00 |
78.50 |
2.0% |
4,032.50 |
Low |
3,929.75 |
3,959.00 |
29.25 |
0.7% |
3,837.75 |
Close |
3,939.75 |
4,041.25 |
101.50 |
2.6% |
3,981.75 |
Range |
50.75 |
100.00 |
49.25 |
97.0% |
194.75 |
ATR |
81.79 |
84.47 |
2.68 |
3.3% |
0.00 |
Volume |
1,112 |
2,312 |
1,200 |
107.9% |
9,102 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,319.75 |
4,280.50 |
4,096.25 |
|
R3 |
4,219.75 |
4,180.50 |
4,068.75 |
|
R2 |
4,119.75 |
4,119.75 |
4,059.50 |
|
R1 |
4,080.50 |
4,080.50 |
4,050.50 |
4,100.00 |
PP |
4,019.75 |
4,019.75 |
4,019.75 |
4,029.50 |
S1 |
3,980.50 |
3,980.50 |
4,032.00 |
4,000.00 |
S2 |
3,919.75 |
3,919.75 |
4,023.00 |
|
S3 |
3,819.75 |
3,880.50 |
4,013.75 |
|
S4 |
3,719.75 |
3,780.50 |
3,986.25 |
|
|
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 |
4,059.00 |
3,929.75 |
129.25 |
3.2% |
68.00 |
1.7% |
86% |
True |
False |
1,562 |
10 |
4,059.00 |
3,741.75 |
317.25 |
7.9% |
76.50 |
1.9% |
94% |
True |
False |
1,997 |
20 |
4,059.00 |
3,741.75 |
317.25 |
7.9% |
76.00 |
1.9% |
94% |
True |
False |
2,705 |
40 |
4,214.00 |
3,654.50 |
559.50 |
13.8% |
89.75 |
2.2% |
69% |
False |
False |
2,036 |
60 |
4,319.00 |
3,654.50 |
664.50 |
16.4% |
97.75 |
2.4% |
58% |
False |
False |
1,573 |
80 |
4,604.00 |
3,654.50 |
949.50 |
23.5% |
95.25 |
2.4% |
41% |
False |
False |
1,242 |
100 |
4,646.25 |
3,654.50 |
991.75 |
24.5% |
87.25 |
2.2% |
39% |
False |
False |
1,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,484.00 |
2.618 |
4,320.75 |
1.618 |
4,220.75 |
1.000 |
4,159.00 |
0.618 |
4,120.75 |
HIGH |
4,059.00 |
0.618 |
4,020.75 |
0.500 |
4,009.00 |
0.382 |
3,997.25 |
LOW |
3,959.00 |
0.618 |
3,897.25 |
1.000 |
3,859.00 |
1.618 |
3,797.25 |
2.618 |
3,697.25 |
4.250 |
3,534.00 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
4,030.50 |
4,025.50 |
PP |
4,019.75 |
4,010.00 |
S1 |
4,009.00 |
3,994.50 |
|