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 |
1,707.2 |
1,709.5 |
2.3 |
0.1% |
1,741.5 |
High |
1,716.5 |
1,712.7 |
-3.8 |
-0.2% |
1,744.3 |
Low |
1,702.6 |
1,690.1 |
-12.5 |
-0.7% |
1,695.0 |
Close |
1,710.7 |
1,700.2 |
-10.5 |
-0.6% |
1,703.6 |
Range |
13.9 |
22.6 |
8.7 |
62.6% |
49.3 |
ATR |
26.0 |
25.7 |
-0.2 |
-0.9% |
0.0 |
Volume |
131,771 |
174,466 |
42,695 |
32.4% |
1,170,773 |
|
Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.8 |
1,757.1 |
1,712.6 |
|
R3 |
1,746.2 |
1,734.5 |
1,706.4 |
|
R2 |
1,723.6 |
1,723.6 |
1,704.3 |
|
R1 |
1,711.9 |
1,711.9 |
1,702.3 |
1,706.5 |
PP |
1,701.0 |
1,701.0 |
1,701.0 |
1,698.3 |
S1 |
1,689.3 |
1,689.3 |
1,698.1 |
1,683.9 |
S2 |
1,678.4 |
1,678.4 |
1,696.1 |
|
S3 |
1,655.8 |
1,666.7 |
1,694.0 |
|
S4 |
1,633.2 |
1,644.1 |
1,687.8 |
|
|
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 |
1,734.8 |
1,690.1 |
44.7 |
2.6% |
22.3 |
1.3% |
23% |
False |
True |
181,384 |
10 |
1,751.7 |
1,690.1 |
61.6 |
3.6% |
22.6 |
1.3% |
16% |
False |
True |
197,497 |
20 |
1,850.3 |
1,690.1 |
160.2 |
9.4% |
24.9 |
1.5% |
6% |
False |
True |
193,483 |
40 |
1,882.5 |
1,690.1 |
192.4 |
11.3% |
26.2 |
1.5% |
5% |
False |
True |
169,551 |
60 |
1,942.6 |
1,690.1 |
252.5 |
14.9% |
27.5 |
1.6% |
4% |
False |
True |
124,423 |
80 |
2,009.5 |
1,690.1 |
319.4 |
18.8% |
27.2 |
1.6% |
3% |
False |
True |
94,760 |
100 |
2,085.2 |
1,690.1 |
395.1 |
23.2% |
29.9 |
1.8% |
3% |
False |
True |
76,432 |
120 |
2,085.2 |
1,690.1 |
395.1 |
23.2% |
29.0 |
1.7% |
3% |
False |
True |
64,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.8 |
2.618 |
1,771.9 |
1.618 |
1,749.3 |
1.000 |
1,735.3 |
0.618 |
1,726.7 |
HIGH |
1,712.7 |
0.618 |
1,704.1 |
0.500 |
1,701.4 |
0.382 |
1,698.7 |
LOW |
1,690.1 |
0.618 |
1,676.1 |
1.000 |
1,667.5 |
1.618 |
1,653.5 |
2.618 |
1,630.9 |
4.250 |
1,594.1 |
|
|
Fisher Pivots for day following 20-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,701.4 |
1,706.1 |
PP |
1,701.0 |
1,704.1 |
S1 |
1,700.6 |
1,702.2 |
|