Trading Metrics calculated at close of trading on 22-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,955.47 |
3,998.43 |
42.96 |
1.1% |
3,883.79 |
High |
3,999.29 |
4,012.44 |
13.15 |
0.3% |
4,012.44 |
Low |
3,927.64 |
3,938.86 |
11.22 |
0.3% |
3,818.63 |
Close |
3,998.95 |
3,961.63 |
-37.32 |
-0.9% |
3,961.63 |
Range |
71.65 |
73.58 |
1.93 |
2.7% |
193.81 |
ATR |
78.78 |
78.41 |
-0.37 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.72 |
4,150.25 |
4,002.10 |
|
R3 |
4,118.14 |
4,076.67 |
3,981.86 |
|
R2 |
4,044.56 |
4,044.56 |
3,975.12 |
|
R1 |
4,003.09 |
4,003.09 |
3,968.37 |
3,987.04 |
PP |
3,970.98 |
3,970.98 |
3,970.98 |
3,962.95 |
S1 |
3,929.51 |
3,929.51 |
3,954.89 |
3,913.46 |
S2 |
3,897.40 |
3,897.40 |
3,948.14 |
|
S3 |
3,823.82 |
3,855.93 |
3,941.40 |
|
S4 |
3,750.24 |
3,782.35 |
3,921.16 |
|
|
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 |
3,818.63 |
193.81 |
4.9% |
71.97 |
1.8% |
74% |
True |
False |
|
10 |
4,012.44 |
3,721.56 |
290.88 |
7.3% |
65.45 |
1.7% |
83% |
True |
False |
|
20 |
4,012.44 |
3,721.56 |
290.88 |
7.3% |
67.74 |
1.7% |
83% |
True |
False |
|
40 |
4,176.90 |
3,636.94 |
539.96 |
13.6% |
73.23 |
1.8% |
60% |
False |
False |
|
60 |
4,308.45 |
3,636.94 |
671.51 |
17.0% |
82.90 |
2.1% |
48% |
False |
False |
|
80 |
4,637.30 |
3,636.94 |
1,000.36 |
25.3% |
79.47 |
2.0% |
32% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.3% |
78.72 |
2.0% |
32% |
False |
False |
|
120 |
4,637.30 |
3,636.94 |
1,000.36 |
25.3% |
79.30 |
2.0% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,325.16 |
2.618 |
4,205.07 |
1.618 |
4,131.49 |
1.000 |
4,086.02 |
0.618 |
4,057.91 |
HIGH |
4,012.44 |
0.618 |
3,984.33 |
0.500 |
3,975.65 |
0.382 |
3,966.97 |
LOW |
3,938.86 |
0.618 |
3,893.39 |
1.000 |
3,865.28 |
1.618 |
3,819.81 |
2.618 |
3,746.23 |
4.250 |
3,626.15 |
|
|
Fisher Pivots for day following 22-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,975.65 |
3,967.43 |
PP |
3,970.98 |
3,965.50 |
S1 |
3,966.30 |
3,963.56 |
|