| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,998.43 |
3,965.72 |
-32.71 |
-0.8% |
3,883.79 |
| High |
4,012.44 |
3,975.30 |
-37.14 |
-0.9% |
4,012.44 |
| Low |
3,938.86 |
3,943.46 |
4.60 |
0.1% |
3,818.63 |
| Close |
3,961.63 |
3,966.84 |
5.21 |
0.1% |
3,961.63 |
| Range |
73.58 |
31.84 |
-41.74 |
-56.7% |
193.81 |
| ATR |
78.41 |
75.09 |
-3.33 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,057.39 |
4,043.95 |
3,984.35 |
|
| R3 |
4,025.55 |
4,012.11 |
3,975.60 |
|
| R2 |
3,993.71 |
3,993.71 |
3,972.68 |
|
| R1 |
3,980.27 |
3,980.27 |
3,969.76 |
3,986.99 |
| PP |
3,961.87 |
3,961.87 |
3,961.87 |
3,965.23 |
| S1 |
3,948.43 |
3,948.43 |
3,963.92 |
3,955.15 |
| S2 |
3,930.03 |
3,930.03 |
3,961.00 |
|
| S3 |
3,898.19 |
3,916.59 |
3,958.08 |
|
| S4 |
3,866.35 |
3,884.75 |
3,949.33 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,512.33 |
4,430.79 |
4,068.23 |
|
| R3 |
4,318.52 |
4,236.98 |
4,014.93 |
|
| R2 |
4,124.71 |
4,124.71 |
3,997.16 |
|
| R1 |
4,043.17 |
4,043.17 |
3,979.40 |
4,083.94 |
| PP |
3,930.90 |
3,930.90 |
3,930.90 |
3,951.29 |
| S1 |
3,849.36 |
3,849.36 |
3,943.86 |
3,890.13 |
| S2 |
3,737.09 |
3,737.09 |
3,926.10 |
|
| S3 |
3,543.28 |
3,655.55 |
3,908.33 |
|
| S4 |
3,349.47 |
3,461.74 |
3,855.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,012.44 |
3,860.73 |
151.71 |
3.8% |
61.57 |
1.6% |
70% |
False |
False |
|
| 10 |
4,012.44 |
3,721.56 |
290.88 |
7.3% |
65.26 |
1.6% |
84% |
False |
False |
|
| 20 |
4,012.44 |
3,721.56 |
290.88 |
7.3% |
64.74 |
1.6% |
84% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
13.6% |
72.17 |
1.8% |
61% |
False |
False |
|
| 60 |
4,308.45 |
3,636.94 |
671.51 |
16.9% |
82.13 |
2.1% |
49% |
False |
False |
|
| 80 |
4,627.77 |
3,636.94 |
990.83 |
25.0% |
79.27 |
2.0% |
33% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.2% |
78.06 |
2.0% |
33% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
25.2% |
78.71 |
2.0% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,110.62 |
|
2.618 |
4,058.66 |
|
1.618 |
4,026.82 |
|
1.000 |
4,007.14 |
|
0.618 |
3,994.98 |
|
HIGH |
3,975.30 |
|
0.618 |
3,963.14 |
|
0.500 |
3,959.38 |
|
0.382 |
3,955.62 |
|
LOW |
3,943.46 |
|
0.618 |
3,923.78 |
|
1.000 |
3,911.62 |
|
1.618 |
3,891.94 |
|
2.618 |
3,860.10 |
|
4.250 |
3,808.14 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,964.35 |
3,970.04 |
| PP |
3,961.87 |
3,968.97 |
| S1 |
3,959.38 |
3,967.91 |
|