| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,242.7670 |
1,137.3450 |
-105.4220 |
-8.5% |
1,120.7910 |
| High |
1,250.4210 |
1,137.8750 |
-112.5460 |
-9.0% |
1,270.0990 |
| Low |
1,129.8830 |
1,035.7130 |
-94.1700 |
-8.3% |
1,078.1630 |
| Close |
1,137.3230 |
1,045.9600 |
-91.3630 |
-8.0% |
1,242.8190 |
| Range |
120.5380 |
102.1620 |
-18.3760 |
-15.2% |
191.9360 |
| ATR |
126.3797 |
124.6498 |
-1.7298 |
-1.4% |
0.0000 |
| Volume |
4,861 |
837,531 |
832,670 |
17,129.6% |
3,129,012 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.6687 |
1,314.9763 |
1,102.1491 |
|
| R3 |
1,277.5067 |
1,212.8143 |
1,074.0546 |
|
| R2 |
1,175.3447 |
1,175.3447 |
1,064.6897 |
|
| R1 |
1,110.6523 |
1,110.6523 |
1,055.3249 |
1,091.9175 |
| PP |
1,073.1827 |
1,073.1827 |
1,073.1827 |
1,063.8153 |
| S1 |
1,008.4903 |
1,008.4903 |
1,036.5952 |
989.7555 |
| S2 |
971.0207 |
971.0207 |
1,027.2303 |
|
| S3 |
868.8587 |
906.3283 |
1,017.8655 |
|
| S4 |
766.6967 |
804.1663 |
989.7709 |
|
|
| 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 |
1,035.7130 |
234.3860 |
22.4% |
90.3910 |
8.6% |
4% |
False |
True |
634,234 |
| 10 |
1,270.0990 |
1,001.6950 |
268.4040 |
25.7% |
91.7838 |
8.8% |
16% |
False |
False |
765,232 |
| 20 |
1,278.3290 |
883.1590 |
395.1700 |
37.8% |
117.1558 |
11.2% |
41% |
False |
False |
832,083 |
| 40 |
2,155.8160 |
883.1590 |
1,272.6570 |
121.7% |
133.4881 |
12.8% |
13% |
False |
False |
590,166 |
| 60 |
3,176.1690 |
883.1590 |
2,293.0100 |
219.2% |
161.4584 |
15.4% |
7% |
False |
False |
527,191 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
257.8% |
165.4975 |
15.8% |
6% |
False |
False |
466,064 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
257.8% |
171.7709 |
16.4% |
6% |
False |
False |
456,242 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
257.8% |
182.2952 |
17.4% |
6% |
False |
False |
458,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,572.0635 |
|
2.618 |
1,405.3351 |
|
1.618 |
1,303.1731 |
|
1.000 |
1,240.0370 |
|
0.618 |
1,201.0111 |
|
HIGH |
1,137.8750 |
|
0.618 |
1,098.8491 |
|
0.500 |
1,086.7940 |
|
0.382 |
1,074.7389 |
|
LOW |
1,035.7130 |
|
0.618 |
972.5769 |
|
1.000 |
933.5510 |
|
1.618 |
870.4149 |
|
2.618 |
768.2529 |
|
4.250 |
601.5245 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,086.7940 |
1,152.9060 |
| PP |
1,073.1827 |
1,117.2573 |
| S1 |
1,059.5713 |
1,081.6087 |
|