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 |
3,483.0 |
3,459.0 |
-24.0 |
-0.7% |
3,463.0 |
High |
3,487.0 |
3,488.0 |
1.0 |
0.0% |
3,504.0 |
Low |
3,428.0 |
3,416.0 |
-12.0 |
-0.4% |
3,343.0 |
Close |
3,461.0 |
3,478.0 |
17.0 |
0.5% |
3,497.0 |
Range |
59.0 |
72.0 |
13.0 |
22.0% |
161.0 |
ATR |
84.5 |
83.6 |
-0.9 |
-1.1% |
0.0 |
Volume |
662,699 |
826,795 |
164,096 |
24.8% |
3,842,047 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.7 |
3,649.3 |
3,517.6 |
|
R3 |
3,604.7 |
3,577.3 |
3,497.8 |
|
R2 |
3,532.7 |
3,532.7 |
3,491.2 |
|
R1 |
3,505.3 |
3,505.3 |
3,484.6 |
3,519.0 |
PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,467.5 |
S1 |
3,433.3 |
3,433.3 |
3,471.4 |
3,447.0 |
S2 |
3,388.7 |
3,388.7 |
3,464.8 |
|
S3 |
3,316.7 |
3,361.3 |
3,458.2 |
|
S4 |
3,244.7 |
3,289.3 |
3,438.4 |
|
|
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 |
3,373.0 |
131.0 |
3.8% |
66.0 |
1.9% |
80% |
False |
False |
829,389 |
10 |
3,571.0 |
3,343.0 |
228.0 |
6.6% |
75.9 |
2.2% |
59% |
False |
False |
910,382 |
20 |
3,584.0 |
3,343.0 |
241.0 |
6.9% |
83.8 |
2.4% |
56% |
False |
False |
1,023,433 |
40 |
3,840.0 |
3,343.0 |
497.0 |
14.3% |
75.5 |
2.2% |
27% |
False |
False |
603,774 |
60 |
3,855.0 |
3,343.0 |
512.0 |
14.7% |
75.3 |
2.2% |
26% |
False |
False |
403,808 |
80 |
3,902.0 |
3,343.0 |
559.0 |
16.1% |
68.9 |
2.0% |
24% |
False |
False |
302,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,794.0 |
2.618 |
3,676.5 |
1.618 |
3,604.5 |
1.000 |
3,560.0 |
0.618 |
3,532.5 |
HIGH |
3,488.0 |
0.618 |
3,460.5 |
0.500 |
3,452.0 |
0.382 |
3,443.5 |
LOW |
3,416.0 |
0.618 |
3,371.5 |
1.000 |
3,344.0 |
1.618 |
3,299.5 |
2.618 |
3,227.5 |
4.250 |
3,110.0 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,469.3 |
3,472.0 |
PP |
3,460.7 |
3,466.0 |
S1 |
3,452.0 |
3,460.0 |
|