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 |
1,741.91 |
1,733.86 |
-8.05 |
-0.5% |
1,807.82 |
High |
1,743.76 |
1,738.16 |
-5.60 |
-0.3% |
1,811.73 |
Low |
1,731.50 |
1,723.86 |
-7.64 |
-0.4% |
1,732.80 |
Close |
1,733.83 |
1,726.00 |
-7.83 |
-0.5% |
1,742.05 |
Range |
12.26 |
14.30 |
2.04 |
16.6% |
78.93 |
ATR |
22.24 |
21.68 |
-0.57 |
-2.6% |
0.00 |
Volume |
6,899 |
7,022 |
123 |
1.8% |
28,619 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.24 |
1,763.42 |
1,733.87 |
|
R3 |
1,757.94 |
1,749.12 |
1,729.93 |
|
R2 |
1,743.64 |
1,743.64 |
1,728.62 |
|
R1 |
1,734.82 |
1,734.82 |
1,727.31 |
1,732.08 |
PP |
1,729.34 |
1,729.34 |
1,729.34 |
1,727.97 |
S1 |
1,720.52 |
1,720.52 |
1,724.69 |
1,717.78 |
S2 |
1,715.04 |
1,715.04 |
1,723.38 |
|
S3 |
1,700.74 |
1,706.22 |
1,722.07 |
|
S4 |
1,686.44 |
1,691.92 |
1,718.14 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.98 |
1,949.45 |
1,785.46 |
|
R3 |
1,920.05 |
1,870.52 |
1,763.76 |
|
R2 |
1,841.12 |
1,841.12 |
1,756.52 |
|
R1 |
1,791.59 |
1,791.59 |
1,749.29 |
1,776.89 |
PP |
1,762.19 |
1,762.19 |
1,762.19 |
1,754.85 |
S1 |
1,712.66 |
1,712.66 |
1,734.81 |
1,697.96 |
S2 |
1,683.26 |
1,683.26 |
1,727.58 |
|
S3 |
1,604.33 |
1,633.73 |
1,720.34 |
|
S4 |
1,525.40 |
1,554.80 |
1,698.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,772.15 |
1,723.86 |
48.29 |
2.8% |
18.37 |
1.1% |
4% |
False |
True |
7,067 |
10 |
1,831.69 |
1,723.86 |
107.83 |
6.2% |
20.91 |
1.2% |
2% |
False |
True |
7,169 |
20 |
1,856.85 |
1,723.86 |
132.99 |
7.7% |
21.18 |
1.2% |
2% |
False |
True |
7,171 |
40 |
1,877.31 |
1,723.86 |
153.45 |
8.9% |
22.28 |
1.3% |
1% |
False |
True |
7,244 |
60 |
1,996.96 |
1,723.86 |
273.10 |
15.8% |
24.19 |
1.4% |
1% |
False |
True |
7,153 |
80 |
1,996.96 |
1,723.86 |
273.10 |
15.8% |
24.04 |
1.4% |
1% |
False |
True |
7,077 |
100 |
2,065.89 |
1,723.86 |
342.03 |
19.8% |
26.99 |
1.6% |
1% |
False |
True |
6,923 |
120 |
2,065.89 |
1,723.86 |
342.03 |
19.8% |
25.70 |
1.5% |
1% |
False |
True |
6,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.94 |
2.618 |
1,775.60 |
1.618 |
1,761.30 |
1.000 |
1,752.46 |
0.618 |
1,747.00 |
HIGH |
1,738.16 |
0.618 |
1,732.70 |
0.500 |
1,731.01 |
0.382 |
1,729.32 |
LOW |
1,723.86 |
0.618 |
1,715.02 |
1.000 |
1,709.56 |
1.618 |
1,700.72 |
2.618 |
1,686.42 |
4.250 |
1,663.09 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,731.01 |
1,736.68 |
PP |
1,729.34 |
1,733.12 |
S1 |
1,727.67 |
1,729.56 |
|