| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
19,437.35 |
19,660.07 |
222.72 |
1.1% |
19,765.36 |
| High |
19,978.68 |
20,854.11 |
875.43 |
4.4% |
22,356.29 |
| Low |
18,942.40 |
19,643.08 |
700.68 |
3.7% |
19,314.55 |
| Close |
19,659.10 |
20,663.22 |
1,004.12 |
5.1% |
21,840.50 |
| Range |
1,036.28 |
1,211.03 |
174.75 |
16.9% |
3,041.74 |
| ATR |
1,549.09 |
1,524.94 |
-24.15 |
-1.6% |
0.00 |
| Volume |
73,495 |
68,234 |
-5,261 |
-7.2% |
244,505 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,019.89 |
23,552.59 |
21,329.29 |
|
| R3 |
22,808.86 |
22,341.56 |
20,996.25 |
|
| R2 |
21,597.83 |
21,597.83 |
20,885.24 |
|
| R1 |
21,130.53 |
21,130.53 |
20,774.23 |
21,364.18 |
| PP |
20,386.80 |
20,386.80 |
20,386.80 |
20,503.63 |
| S1 |
19,919.50 |
19,919.50 |
20,552.21 |
20,153.15 |
| S2 |
19,175.77 |
19,175.77 |
20,441.20 |
|
| S3 |
17,964.74 |
18,708.47 |
20,330.19 |
|
| S4 |
16,753.71 |
17,497.44 |
19,997.15 |
|
|
| 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 |
16.5% |
1,244.52 |
6.0% |
50% |
False |
False |
54,775 |
| 10 |
22,356.29 |
18,680.15 |
3,676.14 |
17.8% |
1,344.92 |
6.5% |
54% |
False |
False |
60,060 |
| 20 |
22,913.74 |
17,614.34 |
5,299.40 |
25.6% |
1,376.55 |
6.7% |
58% |
False |
False |
58,797 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
71.2% |
1,635.84 |
7.9% |
21% |
False |
False |
47,458 |
| 60 |
42,946.95 |
17,614.34 |
25,332.61 |
122.6% |
1,906.84 |
9.2% |
12% |
False |
False |
42,721 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
148.0% |
1,914.14 |
9.3% |
10% |
False |
False |
35,963 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
148.0% |
2,029.28 |
9.8% |
10% |
False |
False |
37,631 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
148.0% |
2,071.19 |
10.0% |
10% |
False |
False |
37,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,000.99 |
|
2.618 |
24,024.59 |
|
1.618 |
22,813.56 |
|
1.000 |
22,065.14 |
|
0.618 |
21,602.53 |
|
HIGH |
20,854.11 |
|
0.618 |
20,391.50 |
|
0.500 |
20,248.60 |
|
0.382 |
20,105.69 |
|
LOW |
19,643.08 |
|
0.618 |
18,894.66 |
|
1.000 |
18,432.05 |
|
1.618 |
17,683.63 |
|
2.618 |
16,472.60 |
|
4.250 |
14,496.20 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,525.01 |
20,408.23 |
| PP |
20,386.80 |
20,153.24 |
| S1 |
20,248.60 |
19,898.26 |
|