Trading Metrics calculated at close of trading on 21-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,709.5 |
1,693.7 |
-15.8 |
-0.9% |
1,741.5 |
High |
1,712.7 |
1,719.5 |
6.8 |
0.4% |
1,744.3 |
Low |
1,690.1 |
1,678.4 |
-11.7 |
-0.7% |
1,695.0 |
Close |
1,700.2 |
1,713.4 |
13.2 |
0.8% |
1,703.6 |
Range |
22.6 |
41.1 |
18.5 |
81.9% |
49.3 |
ATR |
25.7 |
26.8 |
1.1 |
4.3% |
0.0 |
Volume |
174,466 |
248,875 |
74,409 |
42.6% |
1,170,773 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.1 |
1,811.3 |
1,736.0 |
|
R3 |
1,786.0 |
1,770.2 |
1,724.7 |
|
R2 |
1,744.9 |
1,744.9 |
1,720.9 |
|
R1 |
1,729.1 |
1,729.1 |
1,717.2 |
1,737.0 |
PP |
1,703.8 |
1,703.8 |
1,703.8 |
1,707.7 |
S1 |
1,688.0 |
1,688.0 |
1,709.6 |
1,695.9 |
S2 |
1,662.7 |
1,662.7 |
1,705.9 |
|
S3 |
1,621.6 |
1,646.9 |
1,702.1 |
|
S4 |
1,580.5 |
1,605.8 |
1,690.8 |
|
|
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 |
1,722.0 |
1,678.4 |
43.6 |
2.5% |
22.6 |
1.3% |
80% |
False |
True |
177,888 |
10 |
1,751.7 |
1,678.4 |
73.3 |
4.3% |
25.4 |
1.5% |
48% |
False |
True |
207,259 |
20 |
1,848.9 |
1,678.4 |
170.5 |
10.0% |
25.7 |
1.5% |
21% |
False |
True |
198,449 |
40 |
1,882.5 |
1,678.4 |
204.1 |
11.9% |
26.7 |
1.6% |
17% |
False |
True |
174,206 |
60 |
1,928.2 |
1,678.4 |
249.8 |
14.6% |
27.5 |
1.6% |
14% |
False |
True |
128,285 |
80 |
2,009.5 |
1,678.4 |
331.1 |
19.3% |
27.4 |
1.6% |
11% |
False |
True |
97,817 |
100 |
2,085.2 |
1,678.4 |
406.8 |
23.7% |
29.9 |
1.7% |
9% |
False |
True |
78,896 |
120 |
2,085.2 |
1,678.4 |
406.8 |
23.7% |
29.1 |
1.7% |
9% |
False |
True |
66,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,894.2 |
2.618 |
1,827.1 |
1.618 |
1,786.0 |
1.000 |
1,760.6 |
0.618 |
1,744.9 |
HIGH |
1,719.5 |
0.618 |
1,703.8 |
0.500 |
1,699.0 |
0.382 |
1,694.1 |
LOW |
1,678.4 |
0.618 |
1,653.0 |
1.000 |
1,637.3 |
1.618 |
1,611.9 |
2.618 |
1,570.8 |
4.250 |
1,503.7 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,708.6 |
1,708.6 |
PP |
1,703.8 |
1,703.8 |
S1 |
1,699.0 |
1,699.0 |
|