| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,459.0 |
3,459.0 |
0.0 |
0.0% |
3,463.0 |
| High |
3,488.0 |
3,471.0 |
-17.0 |
-0.5% |
3,504.0 |
| Low |
3,416.0 |
3,400.0 |
-16.0 |
-0.5% |
3,343.0 |
| Close |
3,478.0 |
3,446.0 |
-32.0 |
-0.9% |
3,497.0 |
| Range |
72.0 |
71.0 |
-1.0 |
-1.4% |
161.0 |
| ATR |
83.6 |
83.2 |
-0.4 |
-0.5% |
0.0 |
| Volume |
826,795 |
909,205 |
82,410 |
10.0% |
3,842,047 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,652.0 |
3,620.0 |
3,485.1 |
|
| R3 |
3,581.0 |
3,549.0 |
3,465.5 |
|
| R2 |
3,510.0 |
3,510.0 |
3,459.0 |
|
| R1 |
3,478.0 |
3,478.0 |
3,452.5 |
3,458.5 |
| PP |
3,439.0 |
3,439.0 |
3,439.0 |
3,429.3 |
| S1 |
3,407.0 |
3,407.0 |
3,439.5 |
3,387.5 |
| S2 |
3,368.0 |
3,368.0 |
3,433.0 |
|
| S3 |
3,297.0 |
3,336.0 |
3,426.5 |
|
| S4 |
3,226.0 |
3,265.0 |
3,407.0 |
|
|
| 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 |
3,400.0 |
104.0 |
3.0% |
67.2 |
2.0% |
44% |
False |
True |
814,375 |
| 10 |
3,520.0 |
3,343.0 |
177.0 |
5.1% |
75.6 |
2.2% |
58% |
False |
False |
932,271 |
| 20 |
3,584.0 |
3,343.0 |
241.0 |
7.0% |
82.3 |
2.4% |
43% |
False |
False |
949,702 |
| 40 |
3,840.0 |
3,343.0 |
497.0 |
14.4% |
76.2 |
2.2% |
21% |
False |
False |
626,425 |
| 60 |
3,855.0 |
3,343.0 |
512.0 |
14.9% |
75.9 |
2.2% |
20% |
False |
False |
418,857 |
| 80 |
3,902.0 |
3,343.0 |
559.0 |
16.2% |
69.1 |
2.0% |
18% |
False |
False |
314,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,772.8 |
|
2.618 |
3,656.9 |
|
1.618 |
3,585.9 |
|
1.000 |
3,542.0 |
|
0.618 |
3,514.9 |
|
HIGH |
3,471.0 |
|
0.618 |
3,443.9 |
|
0.500 |
3,435.5 |
|
0.382 |
3,427.1 |
|
LOW |
3,400.0 |
|
0.618 |
3,356.1 |
|
1.000 |
3,329.0 |
|
1.618 |
3,285.1 |
|
2.618 |
3,214.1 |
|
4.250 |
3,098.3 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,442.5 |
3,445.3 |
| PP |
3,439.0 |
3,444.7 |
| S1 |
3,435.5 |
3,444.0 |
|