| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,257.3920 |
1,471.9840 |
214.5920 |
17.1% |
1,242.7670 |
| High |
1,528.1310 |
1,622.3120 |
94.1810 |
6.2% |
1,283.0480 |
| Low |
1,193.2490 |
1,469.4210 |
276.1720 |
23.1% |
1,011.7730 |
| Close |
1,472.0880 |
1,560.5050 |
88.4170 |
6.0% |
1,257.3920 |
| Range |
334.8820 |
152.8910 |
-181.9910 |
-54.3% |
271.2750 |
| ATR |
136.8025 |
137.9517 |
1.1492 |
0.8% |
0.0000 |
| Volume |
12,669 |
1,402,136 |
1,389,467 |
10,967.5% |
3,818,791 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,009.4190 |
1,937.8530 |
1,644.5951 |
|
| R3 |
1,856.5280 |
1,784.9620 |
1,602.5500 |
|
| R2 |
1,703.6370 |
1,703.6370 |
1,588.5350 |
|
| R1 |
1,632.0710 |
1,632.0710 |
1,574.5200 |
1,667.8540 |
| PP |
1,550.7460 |
1,550.7460 |
1,550.7460 |
1,568.6375 |
| S1 |
1,479.1800 |
1,479.1800 |
1,546.4900 |
1,514.9630 |
| S2 |
1,397.8550 |
1,397.8550 |
1,532.4750 |
|
| S3 |
1,244.9640 |
1,326.2890 |
1,518.4600 |
|
| S4 |
1,092.0730 |
1,173.3980 |
1,476.4150 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,997.8960 |
1,898.9190 |
1,406.5933 |
|
| R3 |
1,726.6210 |
1,627.6440 |
1,331.9926 |
|
| R2 |
1,455.3460 |
1,455.3460 |
1,307.1258 |
|
| R1 |
1,356.3690 |
1,356.3690 |
1,282.2589 |
1,405.8575 |
| PP |
1,184.0710 |
1,184.0710 |
1,184.0710 |
1,208.8153 |
| S1 |
1,085.0940 |
1,085.0940 |
1,232.5251 |
1,134.5825 |
| S2 |
912.7960 |
912.7960 |
1,207.6583 |
|
| S3 |
641.5210 |
813.8190 |
1,182.7914 |
|
| S4 |
370.2460 |
542.5440 |
1,108.1908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,622.3120 |
1,011.7730 |
610.5390 |
39.1% |
162.8602 |
10.4% |
90% |
True |
False |
878,240 |
| 10 |
1,622.3120 |
1,011.7730 |
610.5390 |
39.1% |
126.6256 |
8.1% |
90% |
True |
False |
756,237 |
| 20 |
1,622.3120 |
1,001.6950 |
620.6170 |
39.8% |
112.1724 |
7.2% |
90% |
True |
False |
763,193 |
| 40 |
2,086.6460 |
883.1590 |
1,203.4870 |
77.1% |
134.7678 |
8.6% |
56% |
False |
False |
654,373 |
| 60 |
3,033.2780 |
883.1590 |
2,150.1190 |
137.8% |
163.0650 |
10.4% |
32% |
False |
False |
579,836 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
172.8% |
165.5969 |
10.6% |
25% |
False |
False |
502,921 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
172.8% |
167.8228 |
10.8% |
25% |
False |
False |
471,822 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
172.8% |
175.2684 |
11.2% |
25% |
False |
False |
468,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.0988 |
|
2.618 |
2,022.5806 |
|
1.618 |
1,869.6896 |
|
1.000 |
1,775.2030 |
|
0.618 |
1,716.7986 |
|
HIGH |
1,622.3120 |
|
0.618 |
1,563.9076 |
|
0.500 |
1,545.8665 |
|
0.382 |
1,527.8254 |
|
LOW |
1,469.4210 |
|
0.618 |
1,374.9344 |
|
1.000 |
1,316.5300 |
|
1.618 |
1,222.0434 |
|
2.618 |
1,069.1524 |
|
4.250 |
819.6343 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,555.6255 |
1,507.4843 |
| PP |
1,550.7460 |
1,454.4637 |
| S1 |
1,545.8665 |
1,401.4430 |
|