| 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 |
136.562 |
136.885 |
0.323 |
0.2% |
138.604 |
| High |
136.962 |
137.459 |
0.497 |
0.4% |
138.876 |
| Low |
136.281 |
136.327 |
0.046 |
0.0% |
135.569 |
| Close |
136.902 |
136.380 |
-0.522 |
-0.4% |
135.930 |
| Range |
0.681 |
1.132 |
0.451 |
66.2% |
3.307 |
| ATR |
1.255 |
1.246 |
-0.009 |
-0.7% |
0.000 |
| Volume |
262,573 |
318,336 |
55,763 |
21.2% |
1,653,871 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.118 |
139.381 |
137.003 |
|
| R3 |
138.986 |
138.249 |
136.691 |
|
| R2 |
137.854 |
137.854 |
136.588 |
|
| R1 |
137.117 |
137.117 |
136.484 |
136.920 |
| PP |
136.722 |
136.722 |
136.722 |
136.623 |
| S1 |
135.985 |
135.985 |
136.276 |
135.788 |
| S2 |
135.590 |
135.590 |
136.172 |
|
| S3 |
134.458 |
134.853 |
136.069 |
|
| S4 |
133.326 |
133.721 |
135.757 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.713 |
144.628 |
137.749 |
|
| R3 |
143.406 |
141.321 |
136.839 |
|
| R2 |
140.099 |
140.099 |
136.536 |
|
| R1 |
138.014 |
138.014 |
136.233 |
137.403 |
| PP |
136.792 |
136.792 |
136.792 |
136.486 |
| S1 |
134.707 |
134.707 |
135.627 |
134.096 |
| S2 |
133.485 |
133.485 |
135.324 |
|
| S3 |
130.178 |
131.400 |
135.021 |
|
| S4 |
126.871 |
128.093 |
134.111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.876 |
135.569 |
3.307 |
2.4% |
1.338 |
1.0% |
25% |
False |
False |
331,944 |
| 10 |
139.387 |
135.569 |
3.818 |
2.8% |
1.173 |
0.9% |
21% |
False |
False |
330,646 |
| 20 |
139.387 |
134.749 |
4.638 |
3.4% |
1.165 |
0.9% |
35% |
False |
False |
356,561 |
| 40 |
139.387 |
128.648 |
10.739 |
7.9% |
1.368 |
1.0% |
72% |
False |
False |
357,325 |
| 60 |
139.387 |
126.364 |
13.023 |
9.5% |
1.319 |
1.0% |
77% |
False |
False |
349,334 |
| 80 |
139.387 |
122.266 |
17.121 |
12.6% |
1.305 |
1.0% |
82% |
False |
False |
331,206 |
| 100 |
139.387 |
114.826 |
24.561 |
18.0% |
1.273 |
0.9% |
88% |
False |
False |
312,527 |
| 120 |
139.387 |
114.409 |
24.978 |
18.3% |
1.175 |
0.9% |
88% |
False |
False |
298,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.270 |
|
2.618 |
140.423 |
|
1.618 |
139.291 |
|
1.000 |
138.591 |
|
0.618 |
138.159 |
|
HIGH |
137.459 |
|
0.618 |
137.027 |
|
0.500 |
136.893 |
|
0.382 |
136.759 |
|
LOW |
136.327 |
|
0.618 |
135.627 |
|
1.000 |
135.195 |
|
1.618 |
134.495 |
|
2.618 |
133.363 |
|
4.250 |
131.516 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136.893 |
136.675 |
| PP |
136.722 |
136.576 |
| S1 |
136.551 |
136.478 |
|