| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,520.5860 |
1,586.9360 |
66.3500 |
4.4% |
1,257.3920 |
| High |
1,603.4450 |
1,645.1560 |
41.7110 |
2.6% |
1,645.1560 |
| Low |
1,467.1730 |
1,520.1970 |
53.0240 |
3.6% |
1,193.2490 |
| Close |
1,586.8730 |
1,525.0880 |
-61.7850 |
-3.9% |
1,525.0880 |
| Range |
136.2720 |
124.9590 |
-11.3130 |
-8.3% |
451.9070 |
| ATR |
137.1849 |
136.3117 |
-0.8733 |
-0.6% |
0.0000 |
| Volume |
949,713 |
815,155 |
-134,558 |
-14.2% |
4,262,890 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.3573 |
1,856.6817 |
1,593.8155 |
|
| R3 |
1,813.3983 |
1,731.7227 |
1,559.4517 |
|
| R2 |
1,688.4393 |
1,688.4393 |
1,547.9972 |
|
| R1 |
1,606.7637 |
1,606.7637 |
1,536.5426 |
1,585.1220 |
| PP |
1,563.4803 |
1,563.4803 |
1,563.4803 |
1,552.6595 |
| S1 |
1,481.8047 |
1,481.8047 |
1,513.6334 |
1,460.1630 |
| S2 |
1,438.5213 |
1,438.5213 |
1,502.1789 |
|
| S3 |
1,313.5623 |
1,356.8457 |
1,490.7243 |
|
| S4 |
1,188.6033 |
1,231.8867 |
1,456.3606 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.2187 |
2,619.5603 |
1,773.6369 |
|
| R3 |
2,358.3117 |
2,167.6533 |
1,649.3624 |
|
| R2 |
1,906.4047 |
1,906.4047 |
1,607.9376 |
|
| R1 |
1,715.7463 |
1,715.7463 |
1,566.5128 |
1,811.0755 |
| PP |
1,454.4977 |
1,454.4977 |
1,454.4977 |
1,502.1623 |
| S1 |
1,263.8393 |
1,263.8393 |
1,483.6632 |
1,359.1685 |
| S2 |
1,002.5907 |
1,002.5907 |
1,442.2384 |
|
| S3 |
550.6837 |
811.9323 |
1,400.8136 |
|
| S4 |
98.7767 |
360.0253 |
1,276.5392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,645.1560 |
1,193.2490 |
451.9070 |
29.6% |
175.4410 |
11.5% |
73% |
True |
False |
852,578 |
| 10 |
1,645.1560 |
1,011.7730 |
633.3830 |
41.5% |
142.6433 |
9.4% |
81% |
True |
False |
808,168 |
| 20 |
1,645.1560 |
1,001.6950 |
643.4610 |
42.2% |
117.2104 |
7.7% |
81% |
True |
False |
789,014 |
| 40 |
2,012.3160 |
883.1590 |
1,129.1570 |
74.0% |
136.5993 |
9.0% |
57% |
False |
False |
707,522 |
| 60 |
2,977.8720 |
883.1590 |
2,094.7130 |
137.4% |
159.5578 |
10.5% |
31% |
False |
False |
620,465 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
176.8% |
162.7524 |
10.7% |
24% |
False |
False |
532,865 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
176.8% |
164.5878 |
10.8% |
24% |
False |
False |
487,136 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
176.8% |
173.1943 |
11.4% |
24% |
False |
False |
481,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.2318 |
|
2.618 |
1,972.2987 |
|
1.618 |
1,847.3397 |
|
1.000 |
1,770.1150 |
|
0.618 |
1,722.3807 |
|
HIGH |
1,645.1560 |
|
0.618 |
1,597.4217 |
|
0.500 |
1,582.6765 |
|
0.382 |
1,567.9313 |
|
LOW |
1,520.1970 |
|
0.618 |
1,442.9723 |
|
1.000 |
1,395.2380 |
|
1.618 |
1,318.0133 |
|
2.618 |
1,193.0543 |
|
4.250 |
989.1213 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,582.6765 |
1,556.1645 |
| PP |
1,563.4803 |
1,545.8057 |
| S1 |
1,544.2842 |
1,535.4468 |
|