| 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 |
1,380.1860 |
1,601.8420 |
221.6560 |
16.1% |
1,257.3920 |
| High |
1,610.8220 |
1,781.4440 |
170.6220 |
10.6% |
1,645.1560 |
| Low |
1,368.0630 |
1,595.5960 |
227.5330 |
16.6% |
1,193.2490 |
| Close |
1,601.8420 |
1,758.3650 |
156.5230 |
9.8% |
1,525.0880 |
| Range |
242.7590 |
185.8480 |
-56.9110 |
-23.4% |
451.9070 |
| ATR |
149.8919 |
152.4602 |
2.5683 |
1.7% |
0.0000 |
| Volume |
967,135 |
1,153,187 |
186,052 |
19.2% |
4,262,890 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.3457 |
2,199.7033 |
1,860.5814 |
|
| R3 |
2,083.4977 |
2,013.8553 |
1,809.4732 |
|
| R2 |
1,897.6497 |
1,897.6497 |
1,792.4371 |
|
| R1 |
1,828.0073 |
1,828.0073 |
1,775.4011 |
1,862.8285 |
| PP |
1,711.8017 |
1,711.8017 |
1,711.8017 |
1,729.2123 |
| S1 |
1,642.1593 |
1,642.1593 |
1,741.3289 |
1,676.9805 |
| S2 |
1,525.9537 |
1,525.9537 |
1,724.2929 |
|
| S3 |
1,340.1057 |
1,456.3113 |
1,707.2568 |
|
| S4 |
1,154.2577 |
1,270.4633 |
1,656.1486 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.2187 |
2,619.5603 |
1,773.6369 |
|
| R3 |
2,358.3117 |
2,167.6533 |
1,649.3624 |
|
| R2 |
1,906.4047 |
1,906.4047 |
1,607.9376 |
|
| R1 |
1,715.7463 |
1,715.7463 |
1,566.5128 |
1,811.0755 |
| PP |
1,454.4977 |
1,454.4977 |
1,454.4977 |
1,502.1623 |
| S1 |
1,263.8393 |
1,263.8393 |
1,483.6632 |
1,359.1685 |
| S2 |
1,002.5907 |
1,002.5907 |
1,442.2384 |
|
| S3 |
550.6837 |
811.9323 |
1,400.8136 |
|
| S4 |
98.7767 |
360.0253 |
1,276.5392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,781.4440 |
1,359.1790 |
422.2650 |
24.0% |
184.1974 |
10.5% |
95% |
True |
False |
756,056 |
| 10 |
1,781.4440 |
1,180.5740 |
600.8700 |
34.2% |
177.5707 |
10.1% |
96% |
True |
False |
825,028 |
| 20 |
1,781.4440 |
1,001.6950 |
779.7490 |
44.3% |
137.8448 |
7.8% |
97% |
True |
False |
811,700 |
| 40 |
1,918.0350 |
883.1590 |
1,034.8760 |
58.9% |
140.3657 |
8.0% |
85% |
False |
False |
711,184 |
| 60 |
2,962.3770 |
883.1590 |
2,079.2180 |
118.2% |
163.2387 |
9.3% |
42% |
False |
False |
655,928 |
| 80 |
3,553.0210 |
883.1590 |
2,669.8620 |
151.8% |
163.7006 |
9.3% |
33% |
False |
False |
555,751 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
153.4% |
164.5392 |
9.4% |
32% |
False |
False |
501,991 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
153.4% |
173.1930 |
9.8% |
32% |
False |
False |
488,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,571.2980 |
|
2.618 |
2,267.9941 |
|
1.618 |
2,082.1461 |
|
1.000 |
1,967.2920 |
|
0.618 |
1,896.2981 |
|
HIGH |
1,781.4440 |
|
0.618 |
1,710.4501 |
|
0.500 |
1,688.5200 |
|
0.382 |
1,666.5899 |
|
LOW |
1,595.5960 |
|
0.618 |
1,480.7419 |
|
1.000 |
1,409.7480 |
|
1.618 |
1,294.8939 |
|
2.618 |
1,109.0459 |
|
4.250 |
805.7420 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,735.0833 |
1,695.6805 |
| PP |
1,711.8017 |
1,632.9960 |
| S1 |
1,688.5200 |
1,570.3115 |
|