| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
19,660.07 |
20,663.22 |
1,003.15 |
5.1% |
21,840.82 |
| High |
20,854.11 |
21,166.17 |
312.06 |
1.5% |
22,005.61 |
| Low |
19,643.08 |
20,384.28 |
741.20 |
3.8% |
18,942.40 |
| Close |
20,663.22 |
20,933.33 |
270.11 |
1.3% |
20,933.33 |
| Range |
1,211.03 |
781.89 |
-429.14 |
-35.4% |
3,063.21 |
| ATR |
1,524.94 |
1,471.86 |
-53.07 |
-3.5% |
0.00 |
| Volume |
68,234 |
49,608 |
-18,626 |
-27.3% |
251,354 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,173.60 |
22,835.35 |
21,363.37 |
|
| R3 |
22,391.71 |
22,053.46 |
21,148.35 |
|
| R2 |
21,609.82 |
21,609.82 |
21,076.68 |
|
| R1 |
21,271.57 |
21,271.57 |
21,005.00 |
21,440.70 |
| PP |
20,827.93 |
20,827.93 |
20,827.93 |
20,912.49 |
| S1 |
20,489.68 |
20,489.68 |
20,861.66 |
20,658.81 |
| S2 |
20,046.04 |
20,046.04 |
20,789.98 |
|
| S3 |
19,264.15 |
19,707.79 |
20,718.31 |
|
| S4 |
18,482.26 |
18,925.90 |
20,503.29 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,816.74 |
28,438.25 |
22,618.10 |
|
| R3 |
26,753.53 |
25,375.04 |
21,775.71 |
|
| R2 |
23,690.32 |
23,690.32 |
21,494.92 |
|
| R1 |
22,311.83 |
22,311.83 |
21,214.12 |
21,469.47 |
| PP |
20,627.11 |
20,627.11 |
20,627.11 |
20,205.94 |
| S1 |
19,248.62 |
19,248.62 |
20,652.54 |
18,406.26 |
| S2 |
17,563.90 |
17,563.90 |
20,371.74 |
|
| S3 |
14,500.69 |
16,185.41 |
20,090.95 |
|
| S4 |
11,437.48 |
13,122.20 |
19,248.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,005.61 |
18,942.40 |
3,063.21 |
14.6% |
1,170.24 |
5.6% |
65% |
False |
False |
50,270 |
| 10 |
22,356.29 |
18,718.86 |
3,637.43 |
17.4% |
1,258.53 |
6.0% |
61% |
False |
False |
58,682 |
| 20 |
22,356.29 |
17,614.34 |
4,741.95 |
22.7% |
1,296.11 |
6.2% |
70% |
False |
False |
56,050 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
70.3% |
1,606.76 |
7.7% |
23% |
False |
False |
47,901 |
| 60 |
42,946.95 |
17,614.34 |
25,332.61 |
121.0% |
1,898.65 |
9.1% |
13% |
False |
False |
42,969 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
146.0% |
1,894.68 |
9.1% |
11% |
False |
False |
36,580 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
146.0% |
2,018.44 |
9.6% |
11% |
False |
False |
37,522 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
146.0% |
2,041.60 |
9.8% |
11% |
False |
False |
37,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,489.20 |
|
2.618 |
23,213.16 |
|
1.618 |
22,431.27 |
|
1.000 |
21,948.06 |
|
0.618 |
21,649.38 |
|
HIGH |
21,166.17 |
|
0.618 |
20,867.49 |
|
0.500 |
20,775.23 |
|
0.382 |
20,682.96 |
|
LOW |
20,384.28 |
|
0.618 |
19,901.07 |
|
1.000 |
19,602.39 |
|
1.618 |
19,119.18 |
|
2.618 |
18,337.29 |
|
4.250 |
17,061.25 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,880.63 |
20,640.32 |
| PP |
20,827.93 |
20,347.30 |
| S1 |
20,775.23 |
20,054.29 |
|