Trading Metrics calculated at close of trading on 13-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,731.3 |
1,723.6 |
-7.7 |
-0.4% |
1,814.4 |
High |
1,742.2 |
1,744.3 |
2.1 |
0.1% |
1,815.2 |
Low |
1,721.6 |
1,704.5 |
-17.1 |
-1.0% |
1,725.0 |
Close |
1,724.8 |
1,735.5 |
10.7 |
0.6% |
1,742.3 |
Range |
20.6 |
39.8 |
19.2 |
93.2% |
90.2 |
ATR |
26.5 |
27.4 |
1.0 |
3.6% |
0.0 |
Volume |
255,170 |
300,550 |
45,380 |
17.8% |
909,627 |
|
Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.5 |
1,831.3 |
1,757.4 |
|
R3 |
1,807.7 |
1,791.5 |
1,746.4 |
|
R2 |
1,767.9 |
1,767.9 |
1,742.8 |
|
R1 |
1,751.7 |
1,751.7 |
1,739.1 |
1,759.8 |
PP |
1,728.1 |
1,728.1 |
1,728.1 |
1,732.2 |
S1 |
1,711.9 |
1,711.9 |
1,731.9 |
1,720.0 |
S2 |
1,688.3 |
1,688.3 |
1,728.2 |
|
S3 |
1,648.5 |
1,672.1 |
1,724.6 |
|
S4 |
1,608.7 |
1,632.3 |
1,713.6 |
|
|
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 |
1,751.7 |
1,704.5 |
47.2 |
2.7% |
22.9 |
1.3% |
66% |
False |
True |
213,611 |
10 |
1,834.9 |
1,704.5 |
130.4 |
7.5% |
28.6 |
1.6% |
24% |
False |
True |
225,117 |
20 |
1,861.5 |
1,704.5 |
157.0 |
9.0% |
26.9 |
1.5% |
20% |
False |
True |
191,510 |
40 |
1,882.5 |
1,704.5 |
178.0 |
10.3% |
26.8 |
1.5% |
17% |
False |
True |
151,299 |
60 |
2,009.5 |
1,704.5 |
305.0 |
17.6% |
28.0 |
1.6% |
10% |
False |
True |
109,921 |
80 |
2,009.5 |
1,704.5 |
305.0 |
17.6% |
27.6 |
1.6% |
10% |
False |
True |
83,641 |
100 |
2,085.2 |
1,704.5 |
380.7 |
21.9% |
30.6 |
1.8% |
8% |
False |
True |
67,471 |
120 |
2,085.2 |
1,704.5 |
380.7 |
21.9% |
28.8 |
1.7% |
8% |
False |
True |
56,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.5 |
2.618 |
1,848.5 |
1.618 |
1,808.7 |
1.000 |
1,784.1 |
0.618 |
1,768.9 |
HIGH |
1,744.3 |
0.618 |
1,729.1 |
0.500 |
1,724.4 |
0.382 |
1,719.7 |
LOW |
1,704.5 |
0.618 |
1,679.9 |
1.000 |
1,664.7 |
1.618 |
1,640.1 |
2.618 |
1,600.3 |
4.250 |
1,535.4 |
|
|
Fisher Pivots for day following 13-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,731.8 |
1,731.8 |
PP |
1,728.1 |
1,728.1 |
S1 |
1,724.4 |
1,724.4 |
|