| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
20,409.57 |
19,437.35 |
-972.22 |
-4.8% |
19,765.36 |
| High |
20,420.61 |
19,978.68 |
-441.93 |
-2.2% |
22,356.29 |
| Low |
19,315.79 |
18,942.40 |
-373.39 |
-1.9% |
19,314.55 |
| Close |
19,437.13 |
19,659.10 |
221.97 |
1.1% |
21,840.50 |
| Range |
1,104.82 |
1,036.28 |
-68.54 |
-6.2% |
3,041.74 |
| ATR |
1,588.53 |
1,549.09 |
-39.45 |
-2.5% |
0.00 |
| Volume |
59,613 |
73,495 |
13,882 |
23.3% |
244,505 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,635.57 |
22,183.61 |
20,229.05 |
|
| R3 |
21,599.29 |
21,147.33 |
19,944.08 |
|
| R2 |
20,563.01 |
20,563.01 |
19,849.08 |
|
| R1 |
20,111.05 |
20,111.05 |
19,754.09 |
20,337.03 |
| PP |
19,526.73 |
19,526.73 |
19,526.73 |
19,639.72 |
| S1 |
19,074.77 |
19,074.77 |
19,564.11 |
19,300.75 |
| S2 |
18,490.45 |
18,490.45 |
19,469.12 |
|
| S3 |
17,454.17 |
18,038.49 |
19,374.12 |
|
| S4 |
16,417.89 |
17,002.21 |
19,089.15 |
|
|
| 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 |
18,942.40 |
3,413.89 |
17.4% |
1,313.25 |
6.7% |
21% |
False |
True |
52,928 |
| 10 |
22,356.29 |
18,680.15 |
3,676.14 |
18.7% |
1,276.41 |
6.5% |
27% |
False |
False |
58,656 |
| 20 |
22,913.74 |
17,614.34 |
5,299.40 |
27.0% |
1,422.32 |
7.2% |
39% |
False |
False |
63,628 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
74.9% |
1,637.18 |
8.3% |
14% |
False |
False |
46,320 |
| 60 |
42,946.95 |
17,614.34 |
25,332.61 |
128.9% |
1,905.09 |
9.7% |
8% |
False |
False |
42,111 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
155.5% |
1,921.72 |
9.8% |
7% |
False |
False |
35,114 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
155.5% |
2,030.89 |
10.3% |
7% |
False |
False |
37,397 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
155.5% |
2,103.00 |
10.7% |
7% |
False |
False |
37,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,382.87 |
|
2.618 |
22,691.66 |
|
1.618 |
21,655.38 |
|
1.000 |
21,014.96 |
|
0.618 |
20,619.10 |
|
HIGH |
19,978.68 |
|
0.618 |
19,582.82 |
|
0.500 |
19,460.54 |
|
0.382 |
19,338.26 |
|
LOW |
18,942.40 |
|
0.618 |
18,301.98 |
|
1.000 |
17,906.12 |
|
1.618 |
17,265.70 |
|
2.618 |
16,229.42 |
|
4.250 |
14,538.21 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,592.91 |
20,474.01 |
| PP |
19,526.73 |
20,202.37 |
| S1 |
19,460.54 |
19,930.74 |
|