| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,735.8 |
1,730.4 |
-5.4 |
-0.3% |
1,727.5 |
| High |
1,747.1 |
1,755.0 |
7.9 |
0.5% |
1,783.6 |
| Low |
1,716.2 |
1,699.0 |
-17.2 |
-1.0% |
1,680.2 |
| Close |
1,728.7 |
1,727.4 |
-1.3 |
-0.1% |
1,769.4 |
| Range |
30.9 |
56.0 |
25.1 |
81.2% |
103.4 |
| ATR |
49.5 |
50.0 |
0.5 |
0.9% |
0.0 |
| Volume |
171,411 |
218,729 |
47,318 |
27.6% |
718,273 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,895.1 |
1,867.3 |
1,758.2 |
|
| R3 |
1,839.1 |
1,811.3 |
1,742.8 |
|
| R2 |
1,783.1 |
1,783.1 |
1,737.7 |
|
| R1 |
1,755.3 |
1,755.3 |
1,732.5 |
1,741.2 |
| PP |
1,727.1 |
1,727.1 |
1,727.1 |
1,720.1 |
| S1 |
1,699.3 |
1,699.3 |
1,722.3 |
1,685.2 |
| S2 |
1,671.1 |
1,671.1 |
1,717.1 |
|
| S3 |
1,615.1 |
1,643.3 |
1,712.0 |
|
| S4 |
1,559.1 |
1,587.3 |
1,696.6 |
|
|
| 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 |
1,699.0 |
84.6 |
4.9% |
42.8 |
2.5% |
34% |
False |
True |
179,299 |
| 10 |
1,783.6 |
1,680.2 |
103.4 |
6.0% |
45.8 |
2.6% |
46% |
False |
False |
189,520 |
| 20 |
1,795.1 |
1,640.7 |
154.4 |
8.9% |
50.5 |
2.9% |
56% |
False |
False |
222,576 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
16.2% |
52.1 |
3.0% |
31% |
False |
False |
134,517 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.4% |
55.1 |
3.2% |
21% |
False |
False |
89,722 |
| 80 |
2,137.9 |
1,640.7 |
497.2 |
28.8% |
51.5 |
3.0% |
17% |
False |
False |
67,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,993.0 |
|
2.618 |
1,901.6 |
|
1.618 |
1,845.6 |
|
1.000 |
1,811.0 |
|
0.618 |
1,789.6 |
|
HIGH |
1,755.0 |
|
0.618 |
1,733.6 |
|
0.500 |
1,727.0 |
|
0.382 |
1,720.4 |
|
LOW |
1,699.0 |
|
0.618 |
1,664.4 |
|
1.000 |
1,643.0 |
|
1.618 |
1,608.4 |
|
2.618 |
1,552.4 |
|
4.250 |
1,461.0 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,727.3 |
1,734.4 |
| PP |
1,727.1 |
1,732.0 |
| S1 |
1,727.0 |
1,729.7 |
|