| 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 |
3,959.00 |
4,035.00 |
76.00 |
1.9% |
3,890.00 |
| High |
4,059.00 |
4,127.00 |
68.00 |
1.7% |
4,032.50 |
| Low |
3,959.00 |
4,011.00 |
52.00 |
1.3% |
3,837.75 |
| Close |
4,041.25 |
4,090.00 |
48.75 |
1.2% |
3,981.75 |
| Range |
100.00 |
116.00 |
16.00 |
16.0% |
194.75 |
| ATR |
84.47 |
86.72 |
2.25 |
2.7% |
0.00 |
| Volume |
2,312 |
1,829 |
-483 |
-20.9% |
9,102 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,424.00 |
4,373.00 |
4,153.75 |
|
| R3 |
4,308.00 |
4,257.00 |
4,122.00 |
|
| R2 |
4,192.00 |
4,192.00 |
4,111.25 |
|
| R1 |
4,141.00 |
4,141.00 |
4,100.75 |
4,166.50 |
| PP |
4,076.00 |
4,076.00 |
4,076.00 |
4,088.75 |
| S1 |
4,025.00 |
4,025.00 |
4,079.25 |
4,050.50 |
| S2 |
3,960.00 |
3,960.00 |
4,068.75 |
|
| S3 |
3,844.00 |
3,909.00 |
4,058.00 |
|
| S4 |
3,728.00 |
3,793.00 |
4,026.25 |
|
|
| 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 |
4,127.00 |
3,929.75 |
197.25 |
4.8% |
76.50 |
1.9% |
81% |
True |
False |
1,572 |
| 10 |
4,127.00 |
3,797.75 |
329.25 |
8.1% |
80.00 |
2.0% |
89% |
True |
False |
1,763 |
| 20 |
4,127.00 |
3,741.75 |
385.25 |
9.4% |
79.75 |
1.9% |
90% |
True |
False |
2,671 |
| 40 |
4,200.75 |
3,654.50 |
546.25 |
13.4% |
90.25 |
2.2% |
80% |
False |
False |
2,076 |
| 60 |
4,319.00 |
3,654.50 |
664.50 |
16.2% |
98.00 |
2.4% |
66% |
False |
False |
1,599 |
| 80 |
4,604.00 |
3,654.50 |
949.50 |
23.2% |
96.00 |
2.3% |
46% |
False |
False |
1,259 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
24.2% |
88.25 |
2.2% |
44% |
False |
False |
1,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,620.00 |
|
2.618 |
4,430.75 |
|
1.618 |
4,314.75 |
|
1.000 |
4,243.00 |
|
0.618 |
4,198.75 |
|
HIGH |
4,127.00 |
|
0.618 |
4,082.75 |
|
0.500 |
4,069.00 |
|
0.382 |
4,055.25 |
|
LOW |
4,011.00 |
|
0.618 |
3,939.25 |
|
1.000 |
3,895.00 |
|
1.618 |
3,823.25 |
|
2.618 |
3,707.25 |
|
4.250 |
3,518.00 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,083.00 |
4,069.50 |
| PP |
4,076.00 |
4,049.00 |
| S1 |
4,069.00 |
4,028.50 |
|