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 |
1,741.5 |
1,731.3 |
-10.2 |
-0.6% |
1,814.4 |
High |
1,743.0 |
1,742.2 |
-0.8 |
0.0% |
1,815.2 |
Low |
1,729.0 |
1,721.6 |
-7.4 |
-0.4% |
1,725.0 |
Close |
1,731.7 |
1,724.8 |
-6.9 |
-0.4% |
1,742.3 |
Range |
14.0 |
20.6 |
6.6 |
47.1% |
90.2 |
ATR |
26.9 |
26.5 |
-0.5 |
-1.7% |
0.0 |
Volume |
171,902 |
255,170 |
83,268 |
48.4% |
909,627 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,791.3 |
1,778.7 |
1,736.1 |
|
R3 |
1,770.7 |
1,758.1 |
1,730.5 |
|
R2 |
1,750.1 |
1,750.1 |
1,728.6 |
|
R1 |
1,737.5 |
1,737.5 |
1,726.7 |
1,733.5 |
PP |
1,729.5 |
1,729.5 |
1,729.5 |
1,727.6 |
S1 |
1,716.9 |
1,716.9 |
1,722.9 |
1,712.9 |
S2 |
1,708.9 |
1,708.9 |
1,721.0 |
|
S3 |
1,688.3 |
1,696.3 |
1,719.1 |
|
S4 |
1,667.7 |
1,675.7 |
1,713.5 |
|
|
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 |
1,771.5 |
1,721.6 |
49.9 |
2.9% |
23.1 |
1.3% |
6% |
False |
True |
205,266 |
10 |
1,834.9 |
1,721.6 |
113.3 |
6.6% |
25.8 |
1.5% |
3% |
False |
True |
206,202 |
20 |
1,882.5 |
1,721.6 |
160.9 |
9.3% |
28.1 |
1.6% |
2% |
False |
True |
189,110 |
40 |
1,882.5 |
1,721.6 |
160.9 |
9.3% |
26.6 |
1.5% |
2% |
False |
True |
144,321 |
60 |
2,009.5 |
1,721.6 |
287.9 |
16.7% |
27.6 |
1.6% |
1% |
False |
True |
104,964 |
80 |
2,009.5 |
1,721.6 |
287.9 |
16.7% |
27.4 |
1.6% |
1% |
False |
True |
79,912 |
100 |
2,085.2 |
1,721.6 |
363.6 |
21.1% |
30.5 |
1.8% |
1% |
False |
True |
64,484 |
120 |
2,085.2 |
1,721.6 |
363.6 |
21.1% |
28.8 |
1.7% |
1% |
False |
True |
54,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.8 |
2.618 |
1,796.1 |
1.618 |
1,775.5 |
1.000 |
1,762.8 |
0.618 |
1,754.9 |
HIGH |
1,742.2 |
0.618 |
1,734.3 |
0.500 |
1,731.9 |
0.382 |
1,729.5 |
LOW |
1,721.6 |
0.618 |
1,708.9 |
1.000 |
1,701.0 |
1.618 |
1,688.3 |
2.618 |
1,667.7 |
4.250 |
1,634.1 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,731.9 |
1,736.7 |
PP |
1,729.5 |
1,732.7 |
S1 |
1,727.2 |
1,728.8 |
|