Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,432.0 |
3,420.0 |
-12.0 |
-0.3% |
3,483.0 |
High |
3,462.0 |
3,476.0 |
14.0 |
0.4% |
3,488.0 |
Low |
3,362.0 |
3,386.0 |
24.0 |
0.7% |
3,362.0 |
Close |
3,390.0 |
3,472.0 |
82.0 |
2.4% |
3,472.0 |
Range |
100.0 |
90.0 |
-10.0 |
-10.0% |
126.0 |
ATR |
84.4 |
84.8 |
0.4 |
0.5% |
0.0 |
Volume |
1,105,785 |
992,001 |
-113,784 |
-10.3% |
4,496,485 |
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,714.7 |
3,683.3 |
3,521.5 |
|
R3 |
3,624.7 |
3,593.3 |
3,496.8 |
|
R2 |
3,534.7 |
3,534.7 |
3,488.5 |
|
R1 |
3,503.3 |
3,503.3 |
3,480.3 |
3,519.0 |
PP |
3,444.7 |
3,444.7 |
3,444.7 |
3,452.5 |
S1 |
3,413.3 |
3,413.3 |
3,463.8 |
3,429.0 |
S2 |
3,354.7 |
3,354.7 |
3,455.5 |
|
S3 |
3,264.7 |
3,323.3 |
3,447.3 |
|
S4 |
3,174.7 |
3,233.3 |
3,422.5 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,818.7 |
3,771.3 |
3,541.3 |
|
R3 |
3,692.7 |
3,645.3 |
3,506.7 |
|
R2 |
3,566.7 |
3,566.7 |
3,495.1 |
|
R1 |
3,519.3 |
3,519.3 |
3,483.6 |
3,480.0 |
PP |
3,440.7 |
3,440.7 |
3,440.7 |
3,421.0 |
S1 |
3,393.3 |
3,393.3 |
3,460.5 |
3,354.0 |
S2 |
3,314.7 |
3,314.7 |
3,448.9 |
|
S3 |
3,188.7 |
3,267.3 |
3,437.4 |
|
S4 |
3,062.7 |
3,141.3 |
3,402.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,488.0 |
3,362.0 |
126.0 |
3.6% |
78.4 |
2.3% |
87% |
False |
False |
899,297 |
10 |
3,504.0 |
3,343.0 |
161.0 |
4.6% |
81.0 |
2.3% |
80% |
False |
False |
927,739 |
20 |
3,584.0 |
3,343.0 |
241.0 |
6.9% |
77.8 |
2.2% |
54% |
False |
False |
930,380 |
40 |
3,840.0 |
3,343.0 |
497.0 |
14.3% |
77.5 |
2.2% |
26% |
False |
False |
678,503 |
60 |
3,855.0 |
3,343.0 |
512.0 |
14.7% |
77.2 |
2.2% |
25% |
False |
False |
453,701 |
80 |
3,902.0 |
3,343.0 |
559.0 |
16.1% |
70.1 |
2.0% |
23% |
False |
False |
340,536 |
100 |
3,909.5 |
3,343.0 |
566.5 |
16.3% |
64.2 |
1.8% |
23% |
False |
False |
272,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,858.5 |
2.618 |
3,711.6 |
1.618 |
3,621.6 |
1.000 |
3,566.0 |
0.618 |
3,531.6 |
HIGH |
3,476.0 |
0.618 |
3,441.6 |
0.500 |
3,431.0 |
0.382 |
3,420.4 |
LOW |
3,386.0 |
0.618 |
3,330.4 |
1.000 |
3,296.0 |
1.618 |
3,240.4 |
2.618 |
3,150.4 |
4.250 |
3,003.5 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,458.3 |
3,454.3 |
PP |
3,444.7 |
3,436.7 |
S1 |
3,431.0 |
3,419.0 |
|