| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,766.0 |
1,769.7 |
3.7 |
0.2% |
1,727.5 |
| High |
1,783.6 |
1,769.7 |
-13.9 |
-0.8% |
1,783.6 |
| Low |
1,749.6 |
1,728.7 |
-20.9 |
-1.2% |
1,680.2 |
| Close |
1,769.4 |
1,732.8 |
-36.6 |
-2.1% |
1,769.4 |
| Range |
34.0 |
41.0 |
7.0 |
20.6% |
103.4 |
| ATR |
51.8 |
51.0 |
-0.8 |
-1.5% |
0.0 |
| Volume |
173,178 |
176,777 |
3,599 |
2.1% |
718,273 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.7 |
1,840.8 |
1,755.4 |
|
| R3 |
1,825.7 |
1,799.8 |
1,744.1 |
|
| R2 |
1,784.7 |
1,784.7 |
1,740.3 |
|
| R1 |
1,758.8 |
1,758.8 |
1,736.6 |
1,751.3 |
| PP |
1,743.7 |
1,743.7 |
1,743.7 |
1,740.0 |
| S1 |
1,717.8 |
1,717.8 |
1,729.0 |
1,710.3 |
| S2 |
1,702.7 |
1,702.7 |
1,725.3 |
|
| S3 |
1,661.7 |
1,676.8 |
1,721.5 |
|
| S4 |
1,620.7 |
1,635.8 |
1,710.3 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.6 |
2,015.4 |
1,826.3 |
|
| R3 |
1,951.2 |
1,912.0 |
1,797.8 |
|
| R2 |
1,847.8 |
1,847.8 |
1,788.4 |
|
| R1 |
1,808.6 |
1,808.6 |
1,778.9 |
1,828.2 |
| PP |
1,744.4 |
1,744.4 |
1,744.4 |
1,754.2 |
| S1 |
1,705.2 |
1,705.2 |
1,759.9 |
1,724.8 |
| S2 |
1,641.0 |
1,641.0 |
1,750.4 |
|
| S3 |
1,537.6 |
1,601.8 |
1,741.0 |
|
| S4 |
1,434.2 |
1,498.4 |
1,712.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,783.6 |
1,680.2 |
103.4 |
6.0% |
45.9 |
2.7% |
51% |
False |
False |
179,010 |
| 10 |
1,795.1 |
1,680.2 |
114.9 |
6.6% |
46.1 |
2.7% |
46% |
False |
False |
189,112 |
| 20 |
1,856.8 |
1,640.7 |
216.1 |
12.5% |
53.9 |
3.1% |
43% |
False |
False |
244,262 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
16.1% |
53.1 |
3.1% |
33% |
False |
False |
124,772 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.3% |
54.9 |
3.2% |
22% |
False |
False |
83,221 |
| 80 |
2,137.9 |
1,640.7 |
497.2 |
28.7% |
51.8 |
3.0% |
19% |
False |
False |
62,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.0 |
|
2.618 |
1,877.0 |
|
1.618 |
1,836.0 |
|
1.000 |
1,810.7 |
|
0.618 |
1,795.0 |
|
HIGH |
1,769.7 |
|
0.618 |
1,754.0 |
|
0.500 |
1,749.2 |
|
0.382 |
1,744.4 |
|
LOW |
1,728.7 |
|
0.618 |
1,703.4 |
|
1.000 |
1,687.7 |
|
1.618 |
1,662.4 |
|
2.618 |
1,621.4 |
|
4.250 |
1,554.5 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,749.2 |
1,752.5 |
| PP |
1,743.7 |
1,745.9 |
| S1 |
1,738.3 |
1,739.4 |
|