Trading Metrics calculated at close of trading on 18-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,420.0 |
3,475.0 |
55.0 |
1.6% |
3,483.0 |
High |
3,476.0 |
3,527.0 |
51.0 |
1.5% |
3,488.0 |
Low |
3,386.0 |
3,467.0 |
81.0 |
2.4% |
3,362.0 |
Close |
3,472.0 |
3,500.0 |
28.0 |
0.8% |
3,472.0 |
Range |
90.0 |
60.0 |
-30.0 |
-33.3% |
126.0 |
ATR |
84.8 |
83.0 |
-1.8 |
-2.1% |
0.0 |
Volume |
992,001 |
779,013 |
-212,988 |
-21.5% |
4,496,485 |
|
Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.0 |
3,649.0 |
3,533.0 |
|
R3 |
3,618.0 |
3,589.0 |
3,516.5 |
|
R2 |
3,558.0 |
3,558.0 |
3,511.0 |
|
R1 |
3,529.0 |
3,529.0 |
3,505.5 |
3,543.5 |
PP |
3,498.0 |
3,498.0 |
3,498.0 |
3,505.3 |
S1 |
3,469.0 |
3,469.0 |
3,494.5 |
3,483.5 |
S2 |
3,438.0 |
3,438.0 |
3,489.0 |
|
S3 |
3,378.0 |
3,409.0 |
3,483.5 |
|
S4 |
3,318.0 |
3,349.0 |
3,467.0 |
|
|
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 |
3,527.0 |
3,362.0 |
165.0 |
4.7% |
78.6 |
2.2% |
84% |
True |
False |
922,559 |
10 |
3,527.0 |
3,343.0 |
184.0 |
5.3% |
79.2 |
2.3% |
85% |
True |
False |
911,754 |
20 |
3,584.0 |
3,343.0 |
241.0 |
6.9% |
77.3 |
2.2% |
65% |
False |
False |
899,062 |
40 |
3,840.0 |
3,343.0 |
497.0 |
14.2% |
77.3 |
2.2% |
32% |
False |
False |
697,973 |
60 |
3,840.0 |
3,343.0 |
497.0 |
14.2% |
77.0 |
2.2% |
32% |
False |
False |
466,683 |
80 |
3,902.0 |
3,343.0 |
559.0 |
16.0% |
70.7 |
2.0% |
28% |
False |
False |
350,274 |
100 |
3,909.5 |
3,343.0 |
566.5 |
16.2% |
64.5 |
1.8% |
28% |
False |
False |
280,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,782.0 |
2.618 |
3,684.1 |
1.618 |
3,624.1 |
1.000 |
3,587.0 |
0.618 |
3,564.1 |
HIGH |
3,527.0 |
0.618 |
3,504.1 |
0.500 |
3,497.0 |
0.382 |
3,489.9 |
LOW |
3,467.0 |
0.618 |
3,429.9 |
1.000 |
3,407.0 |
1.618 |
3,369.9 |
2.618 |
3,309.9 |
4.250 |
3,212.0 |
|
|
Fisher Pivots for day following 18-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,499.0 |
3,481.5 |
PP |
3,498.0 |
3,463.0 |
S1 |
3,497.0 |
3,444.5 |
|