Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,888.26 |
3,880.94 |
-7.32 |
-0.2% |
3,792.61 |
High |
3,918.50 |
3,880.94 |
-37.56 |
-1.0% |
3,918.50 |
Low |
3,871.13 |
3,847.22 |
-23.91 |
-0.6% |
3,742.06 |
Close |
3,899.38 |
3,854.43 |
-44.95 |
-1.2% |
3,899.38 |
Range |
47.37 |
33.72 |
-13.65 |
-28.8% |
176.44 |
ATR |
83.13 |
80.92 |
-2.21 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,962.02 |
3,941.95 |
3,872.98 |
|
R3 |
3,928.30 |
3,908.23 |
3,863.70 |
|
R2 |
3,894.58 |
3,894.58 |
3,860.61 |
|
R1 |
3,874.51 |
3,874.51 |
3,857.52 |
3,867.69 |
PP |
3,860.86 |
3,860.86 |
3,860.86 |
3,857.45 |
S1 |
3,840.79 |
3,840.79 |
3,851.34 |
3,833.97 |
S2 |
3,827.14 |
3,827.14 |
3,848.25 |
|
S3 |
3,793.42 |
3,807.07 |
3,845.16 |
|
S4 |
3,759.70 |
3,773.35 |
3,835.88 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,382.63 |
4,317.45 |
3,996.42 |
|
R3 |
4,206.19 |
4,141.01 |
3,947.90 |
|
R2 |
4,029.75 |
4,029.75 |
3,931.73 |
|
R1 |
3,964.57 |
3,964.57 |
3,915.55 |
3,997.16 |
PP |
3,853.31 |
3,853.31 |
3,853.31 |
3,869.61 |
S1 |
3,788.13 |
3,788.13 |
3,883.21 |
3,820.72 |
S2 |
3,676.87 |
3,676.87 |
3,867.03 |
|
S3 |
3,500.43 |
3,611.69 |
3,850.86 |
|
S4 |
3,323.99 |
3,435.25 |
3,802.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,918.50 |
3,742.06 |
176.44 |
4.6% |
56.91 |
1.5% |
64% |
False |
False |
|
10 |
3,944.87 |
3,738.67 |
206.20 |
5.3% |
64.22 |
1.7% |
56% |
False |
False |
|
20 |
3,974.39 |
3,636.94 |
337.45 |
8.8% |
73.05 |
1.9% |
64% |
False |
False |
|
40 |
4,176.90 |
3,636.94 |
539.96 |
14.0% |
77.55 |
2.0% |
40% |
False |
False |
|
60 |
4,512.94 |
3,636.94 |
876.00 |
22.7% |
84.84 |
2.2% |
25% |
False |
False |
|
80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.0% |
78.86 |
2.0% |
22% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.0% |
80.70 |
2.1% |
22% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
26.0% |
83.20 |
2.2% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,024.25 |
2.618 |
3,969.22 |
1.618 |
3,935.50 |
1.000 |
3,914.66 |
0.618 |
3,901.78 |
HIGH |
3,880.94 |
0.618 |
3,868.06 |
0.500 |
3,864.08 |
0.382 |
3,860.10 |
LOW |
3,847.22 |
0.618 |
3,826.38 |
1.000 |
3,813.50 |
1.618 |
3,792.66 |
2.618 |
3,758.94 |
4.250 |
3,703.91 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,864.08 |
3,882.86 |
PP |
3,860.86 |
3,873.38 |
S1 |
3,857.65 |
3,863.91 |
|