| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
21,840.82 |
20,409.57 |
-1,431.25 |
-6.6% |
19,765.36 |
| High |
22,005.61 |
20,420.61 |
-1,585.00 |
-7.2% |
22,356.29 |
| Low |
20,288.42 |
19,315.79 |
-972.63 |
-4.8% |
19,314.55 |
| Close |
20,407.00 |
19,437.13 |
-969.87 |
-4.8% |
21,840.50 |
| Range |
1,717.19 |
1,104.82 |
-612.37 |
-35.7% |
3,041.74 |
| ATR |
1,625.74 |
1,588.53 |
-37.21 |
-2.3% |
0.00 |
| Volume |
404 |
59,613 |
59,209 |
14,655.7% |
244,505 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,038.97 |
22,342.87 |
20,044.78 |
|
| R3 |
21,934.15 |
21,238.05 |
19,740.96 |
|
| R2 |
20,829.33 |
20,829.33 |
19,639.68 |
|
| R1 |
20,133.23 |
20,133.23 |
19,538.41 |
19,928.87 |
| PP |
19,724.51 |
19,724.51 |
19,724.51 |
19,622.33 |
| S1 |
19,028.41 |
19,028.41 |
19,335.85 |
18,824.05 |
| S2 |
18,619.69 |
18,619.69 |
19,234.58 |
|
| S3 |
17,514.87 |
17,923.59 |
19,133.30 |
|
| S4 |
16,410.05 |
16,818.77 |
18,829.48 |
|
|
| 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 |
19,315.79 |
3,040.50 |
15.6% |
1,246.28 |
6.4% |
4% |
False |
True |
48,386 |
| 10 |
22,356.29 |
18,680.15 |
3,676.14 |
18.9% |
1,270.55 |
6.5% |
21% |
False |
False |
56,426 |
| 20 |
23,346.73 |
17,614.34 |
5,732.39 |
29.5% |
1,493.54 |
7.7% |
32% |
False |
False |
67,126 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
75.7% |
1,679.40 |
8.6% |
12% |
False |
False |
44,490 |
| 60 |
42,946.95 |
17,614.34 |
25,332.61 |
130.3% |
1,925.43 |
9.9% |
7% |
False |
False |
40,886 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
157.3% |
1,933.76 |
9.9% |
6% |
False |
False |
34,666 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
157.3% |
2,060.86 |
10.6% |
6% |
False |
False |
36,667 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
157.3% |
2,112.44 |
10.9% |
6% |
False |
False |
37,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,116.10 |
|
2.618 |
23,313.03 |
|
1.618 |
22,208.21 |
|
1.000 |
21,525.43 |
|
0.618 |
21,103.39 |
|
HIGH |
20,420.61 |
|
0.618 |
19,998.57 |
|
0.500 |
19,868.20 |
|
0.382 |
19,737.83 |
|
LOW |
19,315.79 |
|
0.618 |
18,633.01 |
|
1.000 |
18,210.97 |
|
1.618 |
17,528.19 |
|
2.618 |
16,423.37 |
|
4.250 |
14,620.31 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,868.20 |
20,836.04 |
| PP |
19,724.51 |
20,369.74 |
| S1 |
19,580.82 |
19,903.43 |
|