Trading Metrics calculated at close of trading on 20-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,478.0 |
3,594.0 |
116.0 |
3.3% |
3,483.0 |
High |
3,595.0 |
3,613.0 |
18.0 |
0.5% |
3,488.0 |
Low |
3,467.0 |
3,539.0 |
72.0 |
2.1% |
3,362.0 |
Close |
3,585.0 |
3,577.0 |
-8.0 |
-0.2% |
3,472.0 |
Range |
128.0 |
74.0 |
-54.0 |
-42.2% |
126.0 |
ATR |
86.2 |
85.4 |
-0.9 |
-1.0% |
0.0 |
Volume |
1,123,178 |
1,045,387 |
-77,791 |
-6.9% |
4,496,485 |
|
Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,798.3 |
3,761.7 |
3,617.7 |
|
R3 |
3,724.3 |
3,687.7 |
3,597.4 |
|
R2 |
3,650.3 |
3,650.3 |
3,590.6 |
|
R1 |
3,613.7 |
3,613.7 |
3,583.8 |
3,595.0 |
PP |
3,576.3 |
3,576.3 |
3,576.3 |
3,567.0 |
S1 |
3,539.7 |
3,539.7 |
3,570.2 |
3,521.0 |
S2 |
3,502.3 |
3,502.3 |
3,563.4 |
|
S3 |
3,428.3 |
3,465.7 |
3,556.7 |
|
S4 |
3,354.3 |
3,391.7 |
3,536.3 |
|
|
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 |
3,613.0 |
3,362.0 |
251.0 |
7.0% |
90.4 |
2.5% |
86% |
True |
False |
1,009,072 |
10 |
3,613.0 |
3,362.0 |
251.0 |
7.0% |
78.8 |
2.2% |
86% |
True |
False |
911,724 |
20 |
3,613.0 |
3,343.0 |
270.0 |
7.5% |
81.1 |
2.3% |
87% |
True |
False |
941,567 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
79.0 |
2.2% |
47% |
False |
False |
752,048 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
78.2 |
2.2% |
47% |
False |
False |
502,736 |
80 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
72.4 |
2.0% |
42% |
False |
False |
377,375 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
65.0 |
1.8% |
42% |
False |
False |
301,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,927.5 |
2.618 |
3,806.7 |
1.618 |
3,732.7 |
1.000 |
3,687.0 |
0.618 |
3,658.7 |
HIGH |
3,613.0 |
0.618 |
3,584.7 |
0.500 |
3,576.0 |
0.382 |
3,567.3 |
LOW |
3,539.0 |
0.618 |
3,493.3 |
1.000 |
3,465.0 |
1.618 |
3,419.3 |
2.618 |
3,345.3 |
4.250 |
3,224.5 |
|
|
Fisher Pivots for day following 20-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,576.7 |
3,564.7 |
PP |
3,576.3 |
3,552.3 |
S1 |
3,576.0 |
3,540.0 |
|