| 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 |
1,560.5930 |
1,520.5860 |
-40.0070 |
-2.6% |
1,242.7670 |
| High |
1,617.6710 |
1,603.4450 |
-14.2260 |
-0.9% |
1,283.0480 |
| Low |
1,489.4700 |
1,467.1730 |
-22.2970 |
-1.5% |
1,011.7730 |
| Close |
1,520.5820 |
1,586.8730 |
66.2910 |
4.4% |
1,257.3920 |
| Range |
128.2010 |
136.2720 |
8.0710 |
6.3% |
271.2750 |
| ATR |
137.2552 |
137.1849 |
-0.0702 |
-0.1% |
0.0000 |
| Volume |
1,083,217 |
949,713 |
-133,504 |
-12.3% |
3,818,791 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.3130 |
1,910.3650 |
1,661.8226 |
|
| R3 |
1,825.0410 |
1,774.0930 |
1,624.3478 |
|
| R2 |
1,688.7690 |
1,688.7690 |
1,611.8562 |
|
| R1 |
1,637.8210 |
1,637.8210 |
1,599.3646 |
1,663.2950 |
| PP |
1,552.4970 |
1,552.4970 |
1,552.4970 |
1,565.2340 |
| S1 |
1,501.5490 |
1,501.5490 |
1,574.3814 |
1,527.0230 |
| S2 |
1,416.2250 |
1,416.2250 |
1,561.8898 |
|
| S3 |
1,279.9530 |
1,365.2770 |
1,549.3982 |
|
| S4 |
1,143.6810 |
1,229.0050 |
1,511.9234 |
|
|
| 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 |
1,180.5740 |
441.7380 |
27.8% |
170.9440 |
10.8% |
92% |
False |
False |
894,001 |
| 10 |
1,622.3120 |
1,011.7730 |
610.5390 |
38.5% |
137.6837 |
8.7% |
94% |
False |
False |
810,146 |
| 20 |
1,622.3120 |
1,001.6950 |
620.6170 |
39.1% |
115.6955 |
7.3% |
94% |
False |
False |
784,136 |
| 40 |
2,017.8640 |
883.1590 |
1,134.7050 |
71.5% |
135.4400 |
8.5% |
62% |
False |
False |
696,206 |
| 60 |
2,977.8720 |
883.1590 |
2,094.7130 |
132.0% |
159.8929 |
10.1% |
34% |
False |
False |
613,643 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
169.9% |
163.2265 |
10.3% |
26% |
False |
False |
528,280 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
169.9% |
165.4957 |
10.4% |
26% |
False |
False |
485,848 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
169.9% |
174.0011 |
11.0% |
26% |
False |
False |
475,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.6010 |
|
2.618 |
1,960.2051 |
|
1.618 |
1,823.9331 |
|
1.000 |
1,739.7170 |
|
0.618 |
1,687.6611 |
|
HIGH |
1,603.4450 |
|
0.618 |
1,551.3891 |
|
0.500 |
1,535.3090 |
|
0.382 |
1,519.2289 |
|
LOW |
1,467.1730 |
|
0.618 |
1,382.9569 |
|
1.000 |
1,330.9010 |
|
1.618 |
1,246.6849 |
|
2.618 |
1,110.4129 |
|
4.250 |
888.0170 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,569.6850 |
1,572.8295 |
| PP |
1,552.4970 |
1,558.7860 |
| S1 |
1,535.3090 |
1,544.7425 |
|