Trading Metrics calculated at close of trading on 19-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,475.0 |
3,478.0 |
3.0 |
0.1% |
3,483.0 |
High |
3,527.0 |
3,595.0 |
68.0 |
1.9% |
3,488.0 |
Low |
3,467.0 |
3,467.0 |
0.0 |
0.0% |
3,362.0 |
Close |
3,500.0 |
3,585.0 |
85.0 |
2.4% |
3,472.0 |
Range |
60.0 |
128.0 |
68.0 |
113.3% |
126.0 |
ATR |
83.0 |
86.2 |
3.2 |
3.9% |
0.0 |
Volume |
779,013 |
1,123,178 |
344,165 |
44.2% |
4,496,485 |
|
Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,933.0 |
3,887.0 |
3,655.4 |
|
R3 |
3,805.0 |
3,759.0 |
3,620.2 |
|
R2 |
3,677.0 |
3,677.0 |
3,608.5 |
|
R1 |
3,631.0 |
3,631.0 |
3,596.7 |
3,654.0 |
PP |
3,549.0 |
3,549.0 |
3,549.0 |
3,560.5 |
S1 |
3,503.0 |
3,503.0 |
3,573.3 |
3,526.0 |
S2 |
3,421.0 |
3,421.0 |
3,561.5 |
|
S3 |
3,293.0 |
3,375.0 |
3,549.8 |
|
S4 |
3,165.0 |
3,247.0 |
3,514.6 |
|
|
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 |
3,595.0 |
3,362.0 |
233.0 |
6.5% |
89.8 |
2.5% |
96% |
True |
False |
981,836 |
10 |
3,595.0 |
3,362.0 |
233.0 |
6.5% |
77.9 |
2.2% |
96% |
True |
False |
905,612 |
20 |
3,595.0 |
3,343.0 |
252.0 |
7.0% |
80.7 |
2.2% |
96% |
True |
False |
930,916 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
78.6 |
2.2% |
49% |
False |
False |
726,048 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
78.0 |
2.2% |
49% |
False |
False |
485,401 |
80 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
71.9 |
2.0% |
43% |
False |
False |
364,309 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
65.3 |
1.8% |
43% |
False |
False |
291,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,139.0 |
2.618 |
3,930.1 |
1.618 |
3,802.1 |
1.000 |
3,723.0 |
0.618 |
3,674.1 |
HIGH |
3,595.0 |
0.618 |
3,546.1 |
0.500 |
3,531.0 |
0.382 |
3,515.9 |
LOW |
3,467.0 |
0.618 |
3,387.9 |
1.000 |
3,339.0 |
1.618 |
3,259.9 |
2.618 |
3,131.9 |
4.250 |
2,923.0 |
|
|
Fisher Pivots for day following 19-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,567.0 |
3,553.5 |
PP |
3,549.0 |
3,522.0 |
S1 |
3,531.0 |
3,490.5 |
|