| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
23,310.87 |
23,275.57 |
-35.30 |
-0.2% |
21,840.82 |
| High |
24,243.50 |
23,778.94 |
-464.56 |
-1.9% |
22,005.61 |
| Low |
22,963.10 |
22,362.00 |
-601.10 |
-2.6% |
18,942.40 |
| Close |
23,274.33 |
23,122.34 |
-151.99 |
-0.7% |
20,933.33 |
| Range |
1,280.40 |
1,416.94 |
136.54 |
10.7% |
3,063.21 |
| ATR |
1,551.91 |
1,542.27 |
-9.64 |
-0.6% |
0.00 |
| Volume |
99,423 |
71,992 |
-27,431 |
-27.6% |
251,354 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,338.58 |
26,647.40 |
23,901.66 |
|
| R3 |
25,921.64 |
25,230.46 |
23,512.00 |
|
| R2 |
24,504.70 |
24,504.70 |
23,382.11 |
|
| R1 |
23,813.52 |
23,813.52 |
23,252.23 |
23,450.64 |
| PP |
23,087.76 |
23,087.76 |
23,087.76 |
22,906.32 |
| S1 |
22,396.58 |
22,396.58 |
22,992.45 |
22,033.70 |
| S2 |
21,670.82 |
21,670.82 |
22,862.57 |
|
| S3 |
20,253.88 |
20,979.64 |
22,732.68 |
|
| S4 |
18,836.94 |
19,562.70 |
22,343.02 |
|
|
| 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 |
24,243.50 |
20,384.28 |
3,859.22 |
16.7% |
1,577.87 |
6.8% |
71% |
False |
False |
65,362 |
| 10 |
24,243.50 |
18,942.40 |
5,301.10 |
22.9% |
1,411.19 |
6.1% |
79% |
False |
False |
60,068 |
| 20 |
24,243.50 |
18,680.15 |
5,563.35 |
24.1% |
1,298.80 |
5.6% |
80% |
False |
False |
57,897 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
63.6% |
1,625.09 |
7.0% |
37% |
False |
False |
52,458 |
| 60 |
40,315.64 |
17,614.34 |
22,701.30 |
98.2% |
1,868.92 |
8.1% |
24% |
False |
False |
46,160 |
| 80 |
48,109.25 |
17,614.34 |
30,494.91 |
131.9% |
1,877.67 |
8.1% |
18% |
False |
False |
39,273 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
132.2% |
1,957.31 |
8.5% |
18% |
False |
False |
38,170 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
132.2% |
2,035.79 |
8.8% |
18% |
False |
False |
38,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,800.94 |
|
2.618 |
27,488.49 |
|
1.618 |
26,071.55 |
|
1.000 |
25,195.88 |
|
0.618 |
24,654.61 |
|
HIGH |
23,778.94 |
|
0.618 |
23,237.67 |
|
0.500 |
23,070.47 |
|
0.382 |
22,903.27 |
|
LOW |
22,362.00 |
|
0.618 |
21,486.33 |
|
1.000 |
20,945.06 |
|
1.618 |
20,069.39 |
|
2.618 |
18,652.45 |
|
4.250 |
16,340.01 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
23,105.05 |
23,032.10 |
| PP |
23,087.76 |
22,941.85 |
| S1 |
23,070.47 |
22,851.61 |
|