Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,481.0 |
3,483.0 |
2.0 |
0.1% |
3,463.0 |
High |
3,504.0 |
3,487.0 |
-17.0 |
-0.5% |
3,504.0 |
Low |
3,444.0 |
3,428.0 |
-16.0 |
-0.5% |
3,343.0 |
Close |
3,497.0 |
3,461.0 |
-36.0 |
-1.0% |
3,497.0 |
Range |
60.0 |
59.0 |
-1.0 |
-1.7% |
161.0 |
ATR |
85.7 |
84.5 |
-1.2 |
-1.4% |
0.0 |
Volume |
812,665 |
662,699 |
-149,966 |
-18.5% |
3,842,047 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,635.7 |
3,607.3 |
3,493.5 |
|
R3 |
3,576.7 |
3,548.3 |
3,477.2 |
|
R2 |
3,517.7 |
3,517.7 |
3,471.8 |
|
R1 |
3,489.3 |
3,489.3 |
3,466.4 |
3,474.0 |
PP |
3,458.7 |
3,458.7 |
3,458.7 |
3,451.0 |
S1 |
3,430.3 |
3,430.3 |
3,455.6 |
3,415.0 |
S2 |
3,399.7 |
3,399.7 |
3,450.2 |
|
S3 |
3,340.7 |
3,371.3 |
3,444.8 |
|
S4 |
3,281.7 |
3,312.3 |
3,428.6 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,931.0 |
3,875.0 |
3,585.6 |
|
R3 |
3,770.0 |
3,714.0 |
3,541.3 |
|
R2 |
3,609.0 |
3,609.0 |
3,526.5 |
|
R1 |
3,553.0 |
3,553.0 |
3,511.8 |
3,581.0 |
PP |
3,448.0 |
3,448.0 |
3,448.0 |
3,462.0 |
S1 |
3,392.0 |
3,392.0 |
3,482.2 |
3,420.0 |
S2 |
3,287.0 |
3,287.0 |
3,467.5 |
|
S3 |
3,126.0 |
3,231.0 |
3,452.7 |
|
S4 |
2,965.0 |
3,070.0 |
3,408.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,504.0 |
3,343.0 |
161.0 |
4.7% |
79.8 |
2.3% |
73% |
False |
False |
900,949 |
10 |
3,584.0 |
3,343.0 |
241.0 |
7.0% |
76.3 |
2.2% |
49% |
False |
False |
913,347 |
20 |
3,584.0 |
3,343.0 |
241.0 |
7.0% |
84.1 |
2.4% |
49% |
False |
False |
1,065,209 |
40 |
3,840.0 |
3,343.0 |
497.0 |
14.4% |
75.7 |
2.2% |
24% |
False |
False |
583,631 |
60 |
3,855.0 |
3,343.0 |
512.0 |
14.8% |
74.9 |
2.2% |
23% |
False |
False |
390,029 |
80 |
3,902.0 |
3,343.0 |
559.0 |
16.2% |
69.6 |
2.0% |
21% |
False |
False |
292,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,737.8 |
2.618 |
3,641.5 |
1.618 |
3,582.5 |
1.000 |
3,546.0 |
0.618 |
3,523.5 |
HIGH |
3,487.0 |
0.618 |
3,464.5 |
0.500 |
3,457.5 |
0.382 |
3,450.5 |
LOW |
3,428.0 |
0.618 |
3,391.5 |
1.000 |
3,369.0 |
1.618 |
3,332.5 |
2.618 |
3,273.5 |
4.250 |
3,177.3 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,459.8 |
3,460.5 |
PP |
3,458.7 |
3,460.0 |
S1 |
3,457.5 |
3,459.5 |
|