| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,769.7 |
1,735.8 |
-33.9 |
-1.9% |
1,727.5 |
| High |
1,769.7 |
1,747.1 |
-22.6 |
-1.3% |
1,783.6 |
| Low |
1,728.7 |
1,716.2 |
-12.5 |
-0.7% |
1,680.2 |
| Close |
1,732.8 |
1,728.7 |
-4.1 |
-0.2% |
1,769.4 |
| Range |
41.0 |
30.9 |
-10.1 |
-24.6% |
103.4 |
| ATR |
51.0 |
49.5 |
-1.4 |
-2.8% |
0.0 |
| Volume |
176,777 |
171,411 |
-5,366 |
-3.0% |
718,273 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.4 |
1,806.9 |
1,745.7 |
|
| R3 |
1,792.5 |
1,776.0 |
1,737.2 |
|
| R2 |
1,761.6 |
1,761.6 |
1,734.4 |
|
| R1 |
1,745.1 |
1,745.1 |
1,731.5 |
1,737.9 |
| PP |
1,730.7 |
1,730.7 |
1,730.7 |
1,727.1 |
| S1 |
1,714.2 |
1,714.2 |
1,725.9 |
1,707.0 |
| S2 |
1,699.8 |
1,699.8 |
1,723.0 |
|
| S3 |
1,668.9 |
1,683.3 |
1,720.2 |
|
| S4 |
1,638.0 |
1,652.4 |
1,711.7 |
|
|
| 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 |
1,710.6 |
73.0 |
4.2% |
39.6 |
2.3% |
25% |
False |
False |
172,827 |
| 10 |
1,795.1 |
1,680.2 |
114.9 |
6.6% |
46.0 |
2.7% |
42% |
False |
False |
184,646 |
| 20 |
1,795.6 |
1,640.7 |
154.9 |
9.0% |
52.2 |
3.0% |
57% |
False |
False |
237,516 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
16.2% |
52.6 |
3.0% |
31% |
False |
False |
129,055 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.4% |
54.8 |
3.2% |
21% |
False |
False |
86,077 |
| 80 |
2,137.9 |
1,640.7 |
497.2 |
28.8% |
51.3 |
3.0% |
18% |
False |
False |
64,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,878.4 |
|
2.618 |
1,828.0 |
|
1.618 |
1,797.1 |
|
1.000 |
1,778.0 |
|
0.618 |
1,766.2 |
|
HIGH |
1,747.1 |
|
0.618 |
1,735.3 |
|
0.500 |
1,731.7 |
|
0.382 |
1,728.0 |
|
LOW |
1,716.2 |
|
0.618 |
1,697.1 |
|
1.000 |
1,685.3 |
|
1.618 |
1,666.2 |
|
2.618 |
1,635.3 |
|
4.250 |
1,584.9 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,731.7 |
1,749.9 |
| PP |
1,730.7 |
1,742.8 |
| S1 |
1,729.7 |
1,735.8 |
|