| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,238.3340 |
1,242.7670 |
4.4330 |
0.4% |
1,120.7910 |
| High |
1,270.0990 |
1,250.4210 |
-19.6780 |
-1.5% |
1,270.0990 |
| Low |
1,194.7360 |
1,129.8830 |
-64.8530 |
-5.4% |
1,078.1630 |
| Close |
1,242.8190 |
1,137.3230 |
-105.4960 |
-8.5% |
1,242.8190 |
| Range |
75.3630 |
120.5380 |
45.1750 |
59.9% |
191.9360 |
| ATR |
126.8290 |
126.3797 |
-0.4494 |
-0.4% |
0.0000 |
| Volume |
834,941 |
4,861 |
-830,080 |
-99.4% |
3,129,012 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,534.1563 |
1,456.2777 |
1,203.6189 |
|
| R3 |
1,413.6183 |
1,335.7397 |
1,170.4710 |
|
| R2 |
1,293.0803 |
1,293.0803 |
1,159.4216 |
|
| R1 |
1,215.2017 |
1,215.2017 |
1,148.3723 |
1,193.8720 |
| PP |
1,172.5423 |
1,172.5423 |
1,172.5423 |
1,161.8775 |
| S1 |
1,094.6637 |
1,094.6637 |
1,126.2737 |
1,073.3340 |
| S2 |
1,052.0043 |
1,052.0043 |
1,115.2244 |
|
| S3 |
931.4663 |
974.1257 |
1,104.1751 |
|
| S4 |
810.9283 |
853.5877 |
1,071.0271 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.8350 |
1,699.7630 |
1,348.3838 |
|
| R3 |
1,580.8990 |
1,507.8270 |
1,295.6014 |
|
| R2 |
1,388.9630 |
1,388.9630 |
1,278.0073 |
|
| R1 |
1,315.8910 |
1,315.8910 |
1,260.4131 |
1,352.4270 |
| PP |
1,197.0270 |
1,197.0270 |
1,197.0270 |
1,215.2950 |
| S1 |
1,123.9550 |
1,123.9550 |
1,225.2249 |
1,160.4910 |
| S2 |
1,005.0910 |
1,005.0910 |
1,207.6307 |
|
| S3 |
813.1550 |
932.0190 |
1,190.0366 |
|
| S4 |
621.2190 |
740.0830 |
1,137.2542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.0990 |
1,078.1630 |
191.9360 |
16.9% |
88.2750 |
7.8% |
31% |
False |
False |
626,774 |
| 10 |
1,278.3290 |
1,001.6950 |
276.6340 |
24.3% |
91.7813 |
8.1% |
49% |
False |
False |
682,161 |
| 20 |
1,683.8380 |
883.1590 |
800.6790 |
70.4% |
137.5897 |
12.1% |
32% |
False |
False |
791,173 |
| 40 |
2,155.8160 |
883.1590 |
1,272.6570 |
111.9% |
137.8638 |
12.1% |
20% |
False |
False |
588,496 |
| 60 |
3,176.1690 |
883.1590 |
2,293.0100 |
201.6% |
162.5331 |
14.3% |
11% |
False |
False |
519,186 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
237.1% |
165.3417 |
14.5% |
9% |
False |
False |
461,492 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
237.1% |
172.2112 |
15.1% |
9% |
False |
False |
451,483 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
237.1% |
182.6279 |
16.1% |
9% |
False |
False |
455,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,762.7075 |
|
2.618 |
1,565.9895 |
|
1.618 |
1,445.4515 |
|
1.000 |
1,370.9590 |
|
0.618 |
1,324.9135 |
|
HIGH |
1,250.4210 |
|
0.618 |
1,204.3755 |
|
0.500 |
1,190.1520 |
|
0.382 |
1,175.9285 |
|
LOW |
1,129.8830 |
|
0.618 |
1,055.3905 |
|
1.000 |
1,009.3450 |
|
1.618 |
934.8525 |
|
2.618 |
814.3145 |
|
4.250 |
617.5965 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,190.1520 |
1,199.9910 |
| PP |
1,172.5423 |
1,179.1017 |
| S1 |
1,154.9327 |
1,158.2123 |
|