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 |
12,250.45 |
12,294.14 |
43.69 |
0.4% |
12,080.70 |
High |
12,258.10 |
12,660.77 |
402.67 |
3.3% |
12,662.86 |
Low |
12,051.21 |
12,259.55 |
208.34 |
1.7% |
11,836.52 |
Close |
12,086.90 |
12,601.47 |
514.57 |
4.3% |
12,396.47 |
Range |
206.89 |
401.22 |
194.33 |
93.9% |
826.34 |
ATR |
301.76 |
321.20 |
19.44 |
6.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,710.92 |
13,557.42 |
12,822.14 |
|
R3 |
13,309.70 |
13,156.20 |
12,711.81 |
|
R2 |
12,908.48 |
12,908.48 |
12,675.03 |
|
R1 |
12,754.98 |
12,754.98 |
12,638.25 |
12,831.73 |
PP |
12,507.26 |
12,507.26 |
12,507.26 |
12,545.64 |
S1 |
12,353.76 |
12,353.76 |
12,564.69 |
12,430.51 |
S2 |
12,106.04 |
12,106.04 |
12,527.91 |
|
S3 |
11,704.82 |
11,952.54 |
12,491.13 |
|
S4 |
11,303.60 |
11,551.32 |
12,380.80 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,777.64 |
14,413.39 |
12,850.96 |
|
R3 |
13,951.30 |
13,587.05 |
12,623.71 |
|
R2 |
13,124.96 |
13,124.96 |
12,547.97 |
|
R1 |
12,760.71 |
12,760.71 |
12,472.22 |
12,942.84 |
PP |
12,298.62 |
12,298.62 |
12,298.62 |
12,389.68 |
S1 |
11,934.37 |
11,934.37 |
12,320.72 |
12,116.50 |
S2 |
11,472.28 |
11,472.28 |
12,244.97 |
|
S3 |
10,645.94 |
11,108.03 |
12,169.23 |
|
S4 |
9,819.60 |
10,281.69 |
11,941.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,662.86 |
12,051.21 |
611.65 |
4.9% |
277.68 |
2.2% |
90% |
False |
False |
|
10 |
12,662.86 |
11,488.27 |
1,174.59 |
9.3% |
272.69 |
2.2% |
95% |
False |
False |
|
20 |
12,662.86 |
11,326.18 |
1,336.68 |
10.6% |
267.04 |
2.1% |
95% |
False |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
14.5% |
280.50 |
2.2% |
86% |
False |
False |
|
60 |
13,556.67 |
11,037.21 |
2,519.46 |
20.0% |
314.76 |
2.5% |
62% |
False |
False |
|
80 |
15,161.89 |
11,037.21 |
4,124.68 |
32.7% |
322.04 |
2.6% |
38% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
33.6% |
323.68 |
2.6% |
37% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
33.6% |
331.25 |
2.6% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,365.96 |
2.618 |
13,711.16 |
1.618 |
13,309.94 |
1.000 |
13,061.99 |
0.618 |
12,908.72 |
HIGH |
12,660.77 |
0.618 |
12,507.50 |
0.500 |
12,460.16 |
0.382 |
12,412.82 |
LOW |
12,259.55 |
0.618 |
12,011.60 |
1.000 |
11,858.33 |
1.618 |
11,610.38 |
2.618 |
11,209.16 |
4.250 |
10,554.37 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,554.37 |
12,519.64 |
PP |
12,507.26 |
12,437.82 |
S1 |
12,460.16 |
12,355.99 |
|