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 |
20,995 |
20,130 |
-865 |
-4.1% |
19,285 |
High |
21,035 |
20,130 |
-905 |
-4.3% |
22,540 |
Low |
20,265 |
19,240 |
-1,025 |
-5.1% |
19,020 |
Close |
20,490 |
19,350 |
-1,140 |
-5.6% |
21,790 |
Range |
770 |
890 |
120 |
15.6% |
3,520 |
ATR |
1,643 |
1,615 |
-28 |
-1.7% |
0 |
Volume |
455 |
425 |
-30 |
-6.6% |
3,543 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,243 |
21,687 |
19,840 |
|
R3 |
21,353 |
20,797 |
19,595 |
|
R2 |
20,463 |
20,463 |
19,513 |
|
R1 |
19,907 |
19,907 |
19,432 |
19,740 |
PP |
19,573 |
19,573 |
19,573 |
19,490 |
S1 |
19,017 |
19,017 |
19,268 |
18,850 |
S2 |
18,683 |
18,683 |
19,187 |
|
S3 |
17,793 |
18,127 |
19,105 |
|
S4 |
16,903 |
17,237 |
18,861 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,677 |
30,253 |
23,726 |
|
R3 |
28,157 |
26,733 |
22,758 |
|
R2 |
24,637 |
24,637 |
22,435 |
|
R1 |
23,213 |
23,213 |
22,113 |
23,925 |
PP |
21,117 |
21,117 |
21,117 |
21,473 |
S1 |
19,693 |
19,693 |
21,467 |
20,405 |
S2 |
17,597 |
17,597 |
21,145 |
|
S3 |
14,077 |
16,173 |
20,822 |
|
S4 |
10,557 |
12,653 |
19,854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,540 |
19,240 |
3,300 |
17.1% |
1,066 |
5.5% |
3% |
False |
True |
650 |
10 |
22,540 |
18,585 |
3,955 |
20.4% |
1,256 |
6.5% |
19% |
False |
False |
708 |
20 |
27,430 |
18,585 |
8,845 |
45.7% |
1,566 |
8.1% |
9% |
False |
False |
840 |
40 |
32,580 |
18,585 |
13,995 |
72.3% |
1,606 |
8.3% |
5% |
False |
False |
445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,913 |
2.618 |
22,460 |
1.618 |
21,570 |
1.000 |
21,020 |
0.618 |
20,680 |
HIGH |
20,130 |
0.618 |
19,790 |
0.500 |
19,685 |
0.382 |
19,580 |
LOW |
19,240 |
0.618 |
18,690 |
1.000 |
18,350 |
1.618 |
17,800 |
2.618 |
16,910 |
4.250 |
15,458 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
19,685 |
20,890 |
PP |
19,573 |
20,377 |
S1 |
19,462 |
19,863 |
|