Trading Metrics calculated at close of trading on 20-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,709.07 |
1,711.28 |
2.21 |
0.1% |
1,741.91 |
High |
1,717.46 |
1,713.30 |
-4.16 |
-0.2% |
1,744.01 |
Low |
1,705.48 |
1,694.68 |
-10.80 |
-0.6% |
1,698.70 |
Close |
1,711.29 |
1,696.57 |
-14.72 |
-0.9% |
1,707.02 |
Range |
11.98 |
18.62 |
6.64 |
55.4% |
45.31 |
ATR |
21.81 |
21.58 |
-0.23 |
-1.0% |
0.00 |
Volume |
7,367 |
7,201 |
-166 |
-2.3% |
34,771 |
|
Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.38 |
1,745.59 |
1,706.81 |
|
R3 |
1,738.76 |
1,726.97 |
1,701.69 |
|
R2 |
1,720.14 |
1,720.14 |
1,699.98 |
|
R1 |
1,708.35 |
1,708.35 |
1,698.28 |
1,704.94 |
PP |
1,701.52 |
1,701.52 |
1,701.52 |
1,699.81 |
S1 |
1,689.73 |
1,689.73 |
1,694.86 |
1,686.32 |
S2 |
1,682.90 |
1,682.90 |
1,693.16 |
|
S3 |
1,664.28 |
1,671.11 |
1,691.45 |
|
S4 |
1,645.66 |
1,652.49 |
1,686.33 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.51 |
1,825.07 |
1,731.94 |
|
R3 |
1,807.20 |
1,779.76 |
1,719.48 |
|
R2 |
1,761.89 |
1,761.89 |
1,715.33 |
|
R1 |
1,734.45 |
1,734.45 |
1,711.17 |
1,725.52 |
PP |
1,716.58 |
1,716.58 |
1,716.58 |
1,712.11 |
S1 |
1,689.14 |
1,689.14 |
1,702.87 |
1,680.21 |
S2 |
1,671.27 |
1,671.27 |
1,698.71 |
|
S3 |
1,625.96 |
1,643.83 |
1,694.56 |
|
S4 |
1,580.65 |
1,598.52 |
1,682.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,735.93 |
1,694.68 |
41.25 |
2.4% |
20.09 |
1.2% |
5% |
False |
True |
7,109 |
10 |
1,749.49 |
1,694.68 |
54.81 |
3.2% |
18.63 |
1.1% |
3% |
False |
True |
7,077 |
20 |
1,845.05 |
1,694.68 |
150.37 |
8.9% |
20.73 |
1.2% |
1% |
False |
True |
7,146 |
40 |
1,877.31 |
1,694.68 |
182.63 |
10.8% |
22.04 |
1.3% |
1% |
False |
True |
7,243 |
60 |
1,918.37 |
1,694.68 |
223.69 |
13.2% |
23.68 |
1.4% |
1% |
False |
True |
7,150 |
80 |
1,996.96 |
1,694.68 |
302.28 |
17.8% |
23.85 |
1.4% |
1% |
False |
True |
7,132 |
100 |
2,065.89 |
1,694.68 |
371.21 |
21.9% |
26.19 |
1.5% |
1% |
False |
True |
6,954 |
120 |
2,065.89 |
1,694.68 |
371.21 |
21.9% |
25.84 |
1.5% |
1% |
False |
True |
6,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.44 |
2.618 |
1,762.05 |
1.618 |
1,743.43 |
1.000 |
1,731.92 |
0.618 |
1,724.81 |
HIGH |
1,713.30 |
0.618 |
1,706.19 |
0.500 |
1,703.99 |
0.382 |
1,701.79 |
LOW |
1,694.68 |
0.618 |
1,683.17 |
1.000 |
1,676.06 |
1.618 |
1,664.55 |
2.618 |
1,645.93 |
4.250 |
1,615.55 |
|
|
Fisher Pivots for day following 20-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,703.99 |
1,708.86 |
PP |
1,701.52 |
1,704.76 |
S1 |
1,699.04 |
1,700.67 |
|