Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,738.7 |
1,741.5 |
2.8 |
0.2% |
1,814.4 |
High |
1,751.7 |
1,743.0 |
-8.7 |
-0.5% |
1,815.2 |
Low |
1,725.0 |
1,729.0 |
4.0 |
0.2% |
1,725.0 |
Close |
1,742.3 |
1,731.7 |
-10.6 |
-0.6% |
1,742.3 |
Range |
26.7 |
14.0 |
-12.7 |
-47.6% |
90.2 |
ATR |
27.9 |
26.9 |
-1.0 |
-3.6% |
0.0 |
Volume |
189,178 |
171,902 |
-17,276 |
-9.1% |
909,627 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.6 |
1,768.1 |
1,739.4 |
|
R3 |
1,762.6 |
1,754.1 |
1,735.6 |
|
R2 |
1,748.6 |
1,748.6 |
1,734.3 |
|
R1 |
1,740.1 |
1,740.1 |
1,733.0 |
1,737.4 |
PP |
1,734.6 |
1,734.6 |
1,734.6 |
1,733.2 |
S1 |
1,726.1 |
1,726.1 |
1,730.4 |
1,723.4 |
S2 |
1,720.6 |
1,720.6 |
1,729.1 |
|
S3 |
1,706.6 |
1,712.1 |
1,727.9 |
|
S4 |
1,692.6 |
1,698.1 |
1,724.0 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.4 |
1,977.1 |
1,791.9 |
|
R3 |
1,941.2 |
1,886.9 |
1,767.1 |
|
R2 |
1,851.0 |
1,851.0 |
1,758.8 |
|
R1 |
1,796.7 |
1,796.7 |
1,750.6 |
1,778.8 |
PP |
1,760.8 |
1,760.8 |
1,760.8 |
1,751.9 |
S1 |
1,706.5 |
1,706.5 |
1,734.0 |
1,688.6 |
S2 |
1,670.6 |
1,670.6 |
1,725.8 |
|
S3 |
1,580.4 |
1,616.3 |
1,717.5 |
|
S4 |
1,490.2 |
1,526.1 |
1,692.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.2 |
1,725.0 |
90.2 |
5.2% |
29.4 |
1.7% |
7% |
False |
False |
216,305 |
10 |
1,842.8 |
1,725.0 |
117.8 |
6.8% |
25.9 |
1.5% |
6% |
False |
False |
195,067 |
20 |
1,882.5 |
1,725.0 |
157.5 |
9.1% |
29.7 |
1.7% |
4% |
False |
False |
189,712 |
40 |
1,882.5 |
1,725.0 |
157.5 |
9.1% |
27.0 |
1.6% |
4% |
False |
False |
139,727 |
60 |
2,009.5 |
1,725.0 |
284.5 |
16.4% |
27.6 |
1.6% |
2% |
False |
False |
100,868 |
80 |
2,009.5 |
1,725.0 |
284.5 |
16.4% |
27.5 |
1.6% |
2% |
False |
False |
76,771 |
100 |
2,085.2 |
1,725.0 |
360.2 |
20.8% |
30.6 |
1.8% |
2% |
False |
False |
61,952 |
120 |
2,085.2 |
1,725.0 |
360.2 |
20.8% |
28.7 |
1.7% |
2% |
False |
False |
52,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.5 |
2.618 |
1,779.7 |
1.618 |
1,765.7 |
1.000 |
1,757.0 |
0.618 |
1,751.7 |
HIGH |
1,743.0 |
0.618 |
1,737.7 |
0.500 |
1,736.0 |
0.382 |
1,734.3 |
LOW |
1,729.0 |
0.618 |
1,720.3 |
1.000 |
1,715.0 |
1.618 |
1,706.3 |
2.618 |
1,692.3 |
4.250 |
1,669.5 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,736.0 |
1,738.4 |
PP |
1,734.6 |
1,736.1 |
S1 |
1,733.1 |
1,733.9 |
|