| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,749.9 |
1,742.5 |
-7.4 |
-0.4% |
1,769.7 |
| High |
1,776.3 |
1,803.8 |
27.5 |
1.5% |
1,769.7 |
| Low |
1,733.5 |
1,740.0 |
6.5 |
0.4% |
1,682.3 |
| Close |
1,738.8 |
1,800.8 |
62.0 |
3.6% |
1,744.5 |
| Range |
42.8 |
63.8 |
21.0 |
49.1% |
87.4 |
| ATR |
48.8 |
50.0 |
1.2 |
2.4% |
0.0 |
| Volume |
163,946 |
191,555 |
27,609 |
16.8% |
993,386 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.9 |
1,950.7 |
1,835.9 |
|
| R3 |
1,909.1 |
1,886.9 |
1,818.3 |
|
| R2 |
1,845.3 |
1,845.3 |
1,812.5 |
|
| R1 |
1,823.1 |
1,823.1 |
1,806.6 |
1,834.2 |
| PP |
1,781.5 |
1,781.5 |
1,781.5 |
1,787.1 |
| S1 |
1,759.3 |
1,759.3 |
1,795.0 |
1,770.4 |
| S2 |
1,717.7 |
1,717.7 |
1,789.1 |
|
| S3 |
1,653.9 |
1,695.5 |
1,783.3 |
|
| S4 |
1,590.1 |
1,631.7 |
1,765.7 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.4 |
1,956.8 |
1,792.6 |
|
| R3 |
1,907.0 |
1,869.4 |
1,768.5 |
|
| R2 |
1,819.6 |
1,819.6 |
1,760.5 |
|
| R1 |
1,782.0 |
1,782.0 |
1,752.5 |
1,757.1 |
| PP |
1,732.2 |
1,732.2 |
1,732.2 |
1,719.7 |
| S1 |
1,694.6 |
1,694.6 |
1,736.5 |
1,669.7 |
| S2 |
1,644.8 |
1,644.8 |
1,728.5 |
|
| S3 |
1,557.4 |
1,607.2 |
1,720.5 |
|
| S4 |
1,470.0 |
1,519.8 |
1,696.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,803.8 |
1,682.3 |
121.5 |
6.7% |
50.5 |
2.8% |
98% |
True |
False |
200,139 |
| 10 |
1,803.8 |
1,682.3 |
121.5 |
6.7% |
45.0 |
2.5% |
98% |
True |
False |
186,483 |
| 20 |
1,803.8 |
1,657.3 |
146.5 |
8.1% |
47.5 |
2.6% |
98% |
True |
False |
197,945 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
15.5% |
51.4 |
2.9% |
57% |
False |
False |
154,055 |
| 60 |
1,993.4 |
1,640.7 |
352.7 |
19.6% |
55.4 |
3.1% |
45% |
False |
False |
102,747 |
| 80 |
2,137.9 |
1,640.7 |
497.2 |
27.6% |
51.8 |
2.9% |
32% |
False |
False |
77,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,075.0 |
|
2.618 |
1,970.8 |
|
1.618 |
1,907.0 |
|
1.000 |
1,867.6 |
|
0.618 |
1,843.2 |
|
HIGH |
1,803.8 |
|
0.618 |
1,779.4 |
|
0.500 |
1,771.9 |
|
0.382 |
1,764.4 |
|
LOW |
1,740.0 |
|
0.618 |
1,700.6 |
|
1.000 |
1,676.2 |
|
1.618 |
1,636.8 |
|
2.618 |
1,573.0 |
|
4.250 |
1,468.9 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,791.2 |
1,784.9 |
| PP |
1,781.5 |
1,769.1 |
| S1 |
1,771.9 |
1,753.2 |
|