| 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 |
12,294.14 |
12,576.39 |
282.25 |
2.3% |
12,080.70 |
| High |
12,660.77 |
12,741.83 |
81.06 |
0.6% |
12,662.86 |
| Low |
12,259.55 |
12,433.55 |
174.00 |
1.4% |
11,836.52 |
| Close |
12,601.47 |
12,717.87 |
116.40 |
0.9% |
12,396.47 |
| Range |
401.22 |
308.28 |
-92.94 |
-23.2% |
826.34 |
| ATR |
321.20 |
320.28 |
-0.92 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,555.92 |
13,445.18 |
12,887.42 |
|
| R3 |
13,247.64 |
13,136.90 |
12,802.65 |
|
| R2 |
12,939.36 |
12,939.36 |
12,774.39 |
|
| R1 |
12,828.62 |
12,828.62 |
12,746.13 |
12,883.99 |
| PP |
12,631.08 |
12,631.08 |
12,631.08 |
12,658.77 |
| S1 |
12,520.34 |
12,520.34 |
12,689.61 |
12,575.71 |
| S2 |
12,322.80 |
12,322.80 |
12,661.35 |
|
| S3 |
12,014.52 |
12,212.06 |
12,633.09 |
|
| S4 |
11,706.24 |
11,903.78 |
12,548.32 |
|
|
| 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 |
12,741.83 |
12,051.21 |
690.62 |
5.4% |
285.52 |
2.2% |
97% |
True |
False |
|
| 10 |
12,741.83 |
11,828.13 |
913.70 |
7.2% |
272.23 |
2.1% |
97% |
True |
False |
|
| 20 |
12,741.83 |
11,326.18 |
1,415.65 |
11.1% |
274.08 |
2.2% |
98% |
True |
False |
|
| 40 |
12,863.91 |
11,037.21 |
1,826.70 |
14.4% |
281.19 |
2.2% |
92% |
False |
False |
|
| 60 |
13,556.67 |
11,037.21 |
2,519.46 |
19.8% |
313.79 |
2.5% |
67% |
False |
False |
|
| 80 |
15,161.89 |
11,037.21 |
4,124.68 |
32.4% |
323.37 |
2.5% |
41% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
33.2% |
324.23 |
2.5% |
40% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
33.2% |
330.73 |
2.6% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,052.02 |
|
2.618 |
13,548.91 |
|
1.618 |
13,240.63 |
|
1.000 |
13,050.11 |
|
0.618 |
12,932.35 |
|
HIGH |
12,741.83 |
|
0.618 |
12,624.07 |
|
0.500 |
12,587.69 |
|
0.382 |
12,551.31 |
|
LOW |
12,433.55 |
|
0.618 |
12,243.03 |
|
1.000 |
12,125.27 |
|
1.618 |
11,934.75 |
|
2.618 |
11,626.47 |
|
4.250 |
11,123.36 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,674.48 |
12,610.75 |
| PP |
12,631.08 |
12,503.64 |
| S1 |
12,587.69 |
12,396.52 |
|