Trading Metrics calculated at close of trading on 21-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,594.0 |
3,555.0 |
-39.0 |
-1.1% |
3,483.0 |
High |
3,613.0 |
3,607.0 |
-6.0 |
-0.2% |
3,488.0 |
Low |
3,539.0 |
3,547.0 |
8.0 |
0.2% |
3,362.0 |
Close |
3,577.0 |
3,580.0 |
3.0 |
0.1% |
3,472.0 |
Range |
74.0 |
60.0 |
-14.0 |
-18.9% |
126.0 |
ATR |
85.4 |
83.6 |
-1.8 |
-2.1% |
0.0 |
Volume |
1,045,387 |
951,402 |
-93,985 |
-9.0% |
4,496,485 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,758.0 |
3,729.0 |
3,613.0 |
|
R3 |
3,698.0 |
3,669.0 |
3,596.5 |
|
R2 |
3,638.0 |
3,638.0 |
3,591.0 |
|
R1 |
3,609.0 |
3,609.0 |
3,585.5 |
3,623.5 |
PP |
3,578.0 |
3,578.0 |
3,578.0 |
3,585.3 |
S1 |
3,549.0 |
3,549.0 |
3,574.5 |
3,563.5 |
S2 |
3,518.0 |
3,518.0 |
3,569.0 |
|
S3 |
3,458.0 |
3,489.0 |
3,563.5 |
|
S4 |
3,398.0 |
3,429.0 |
3,547.0 |
|
|
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 |
3,613.0 |
3,386.0 |
227.0 |
6.3% |
82.4 |
2.3% |
85% |
False |
False |
978,196 |
10 |
3,613.0 |
3,362.0 |
251.0 |
7.0% |
77.4 |
2.2% |
87% |
False |
False |
920,813 |
20 |
3,613.0 |
3,343.0 |
270.0 |
7.5% |
80.7 |
2.3% |
88% |
False |
False |
942,645 |
40 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
79.6 |
2.2% |
48% |
False |
False |
774,823 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.9% |
77.8 |
2.2% |
48% |
False |
False |
518,439 |
80 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
72.7 |
2.0% |
42% |
False |
False |
389,268 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.6% |
65.6 |
1.8% |
42% |
False |
False |
311,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,862.0 |
2.618 |
3,764.1 |
1.618 |
3,704.1 |
1.000 |
3,667.0 |
0.618 |
3,644.1 |
HIGH |
3,607.0 |
0.618 |
3,584.1 |
0.500 |
3,577.0 |
0.382 |
3,569.9 |
LOW |
3,547.0 |
0.618 |
3,509.9 |
1.000 |
3,487.0 |
1.618 |
3,449.9 |
2.618 |
3,389.9 |
4.250 |
3,292.0 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,579.0 |
3,566.7 |
PP |
3,578.0 |
3,553.3 |
S1 |
3,577.0 |
3,540.0 |
|