Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,733.6 |
1,708.2 |
-25.4 |
-1.5% |
1,741.5 |
High |
1,734.8 |
1,714.2 |
-20.6 |
-1.2% |
1,744.3 |
Low |
1,695.0 |
1,696.6 |
1.6 |
0.1% |
1,695.0 |
Close |
1,705.8 |
1,703.6 |
-2.2 |
-0.1% |
1,703.6 |
Range |
39.8 |
17.6 |
-22.2 |
-55.8% |
49.3 |
ATR |
28.3 |
27.6 |
-0.8 |
-2.7% |
0.0 |
Volume |
266,354 |
176,797 |
-89,557 |
-33.6% |
1,170,773 |
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.6 |
1,748.2 |
1,713.3 |
|
R3 |
1,740.0 |
1,730.6 |
1,708.4 |
|
R2 |
1,722.4 |
1,722.4 |
1,706.8 |
|
R1 |
1,713.0 |
1,713.0 |
1,705.2 |
1,708.9 |
PP |
1,704.8 |
1,704.8 |
1,704.8 |
1,702.8 |
S1 |
1,695.4 |
1,695.4 |
1,702.0 |
1,691.3 |
S2 |
1,687.2 |
1,687.2 |
1,700.4 |
|
S3 |
1,669.6 |
1,677.8 |
1,698.8 |
|
S4 |
1,652.0 |
1,660.2 |
1,693.9 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.2 |
1,832.2 |
1,730.7 |
|
R3 |
1,812.9 |
1,782.9 |
1,717.2 |
|
R2 |
1,763.6 |
1,763.6 |
1,712.6 |
|
R1 |
1,733.6 |
1,733.6 |
1,708.1 |
1,724.0 |
PP |
1,714.3 |
1,714.3 |
1,714.3 |
1,709.5 |
S1 |
1,684.3 |
1,684.3 |
1,699.1 |
1,674.7 |
S2 |
1,665.0 |
1,665.0 |
1,694.6 |
|
S3 |
1,615.7 |
1,635.0 |
1,690.0 |
|
S4 |
1,566.4 |
1,585.7 |
1,676.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,744.3 |
1,695.0 |
49.3 |
2.9% |
26.4 |
1.5% |
17% |
False |
False |
234,154 |
10 |
1,815.2 |
1,695.0 |
120.2 |
7.1% |
29.5 |
1.7% |
7% |
False |
False |
232,988 |
20 |
1,861.5 |
1,695.0 |
166.5 |
9.8% |
26.5 |
1.6% |
5% |
False |
False |
195,240 |
40 |
1,882.5 |
1,695.0 |
187.5 |
11.0% |
26.7 |
1.6% |
5% |
False |
False |
161,009 |
60 |
1,967.3 |
1,695.0 |
272.3 |
16.0% |
27.8 |
1.6% |
3% |
False |
False |
117,190 |
80 |
2,009.5 |
1,695.0 |
314.5 |
18.5% |
27.6 |
1.6% |
3% |
False |
False |
89,096 |
100 |
2,085.2 |
1,695.0 |
390.2 |
22.9% |
30.7 |
1.8% |
2% |
False |
False |
71,878 |
120 |
2,085.2 |
1,695.0 |
390.2 |
22.9% |
29.1 |
1.7% |
2% |
False |
False |
60,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,789.0 |
2.618 |
1,760.3 |
1.618 |
1,742.7 |
1.000 |
1,731.8 |
0.618 |
1,725.1 |
HIGH |
1,714.2 |
0.618 |
1,707.5 |
0.500 |
1,705.4 |
0.382 |
1,703.3 |
LOW |
1,696.6 |
0.618 |
1,685.7 |
1.000 |
1,679.0 |
1.618 |
1,668.1 |
2.618 |
1,650.5 |
4.250 |
1,621.8 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,705.4 |
1,719.7 |
PP |
1,704.8 |
1,714.3 |
S1 |
1,704.2 |
1,709.0 |
|