| 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 |
21,618.75 |
21,840.82 |
222.07 |
1.0% |
19,765.36 |
| High |
22,356.29 |
22,005.61 |
-350.68 |
-1.6% |
22,356.29 |
| Low |
21,203.01 |
20,288.42 |
-914.59 |
-4.3% |
19,314.55 |
| Close |
21,840.50 |
20,407.00 |
-1,433.50 |
-6.6% |
21,840.50 |
| Range |
1,153.28 |
1,717.19 |
563.91 |
48.9% |
3,041.74 |
| ATR |
1,618.71 |
1,625.74 |
7.03 |
0.4% |
0.00 |
| Volume |
72,129 |
404 |
-71,725 |
-99.4% |
244,505 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,051.91 |
24,946.65 |
21,351.45 |
|
| R3 |
24,334.72 |
23,229.46 |
20,879.23 |
|
| R2 |
22,617.53 |
22,617.53 |
20,721.82 |
|
| R1 |
21,512.27 |
21,512.27 |
20,564.41 |
21,206.31 |
| PP |
20,900.34 |
20,900.34 |
20,900.34 |
20,747.36 |
| S1 |
19,795.08 |
19,795.08 |
20,249.59 |
19,489.12 |
| S2 |
19,183.15 |
19,183.15 |
20,092.18 |
|
| S3 |
17,465.96 |
18,077.89 |
19,934.77 |
|
| S4 |
15,748.77 |
16,360.70 |
19,462.55 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,295.67 |
29,109.82 |
23,513.46 |
|
| R3 |
27,253.93 |
26,068.08 |
22,676.98 |
|
| R2 |
24,212.19 |
24,212.19 |
22,398.15 |
|
| R1 |
23,026.34 |
23,026.34 |
22,119.33 |
23,619.27 |
| PP |
21,170.45 |
21,170.45 |
21,170.45 |
21,466.91 |
| S1 |
19,984.60 |
19,984.60 |
21,561.67 |
20,577.53 |
| S2 |
18,128.71 |
18,128.71 |
21,282.85 |
|
| S3 |
15,086.97 |
16,942.86 |
21,004.02 |
|
| S4 |
12,045.23 |
13,901.12 |
20,167.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,356.29 |
19,314.55 |
3,041.74 |
14.9% |
1,302.53 |
6.4% |
36% |
False |
False |
48,981 |
| 10 |
22,356.29 |
18,680.15 |
3,676.14 |
18.0% |
1,284.79 |
6.3% |
47% |
False |
False |
50,515 |
| 20 |
29,410.94 |
17,614.34 |
11,796.60 |
57.8% |
1,776.63 |
8.7% |
24% |
False |
False |
64,239 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
72.1% |
1,726.48 |
8.5% |
19% |
False |
False |
44,141 |
| 60 |
42,946.95 |
17,614.34 |
25,332.61 |
124.1% |
1,938.43 |
9.5% |
11% |
False |
False |
40,449 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
149.8% |
1,929.87 |
9.5% |
9% |
False |
False |
34,438 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
149.8% |
2,063.51 |
10.1% |
9% |
False |
False |
36,383 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
149.8% |
2,114.95 |
10.4% |
9% |
False |
False |
37,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,303.67 |
|
2.618 |
26,501.21 |
|
1.618 |
24,784.02 |
|
1.000 |
23,722.80 |
|
0.618 |
23,066.83 |
|
HIGH |
22,005.61 |
|
0.618 |
21,349.64 |
|
0.500 |
21,147.02 |
|
0.382 |
20,944.39 |
|
LOW |
20,288.42 |
|
0.618 |
19,227.20 |
|
1.000 |
18,571.23 |
|
1.618 |
17,510.01 |
|
2.618 |
15,792.82 |
|
4.250 |
12,990.36 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,147.02 |
21,316.52 |
| PP |
20,900.34 |
21,013.35 |
| S1 |
20,653.67 |
20,710.17 |
|