| 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 |
12,115.00 |
12,149.75 |
34.75 |
0.3% |
11,606.00 |
| High |
12,211.00 |
12,149.75 |
-61.25 |
-0.5% |
12,211.00 |
| Low |
11,952.50 |
11,853.00 |
-99.50 |
-0.8% |
11,389.25 |
| Close |
12,152.00 |
11,884.25 |
-267.75 |
-2.2% |
12,152.00 |
| Range |
258.50 |
296.75 |
38.25 |
14.8% |
821.75 |
| ATR |
370.02 |
364.95 |
-5.07 |
-1.4% |
0.00 |
| Volume |
640,445 |
578,336 |
-62,109 |
-9.7% |
2,631,757 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,852.50 |
12,665.25 |
12,047.50 |
|
| R3 |
12,555.75 |
12,368.50 |
11,965.75 |
|
| R2 |
12,259.00 |
12,259.00 |
11,938.75 |
|
| R1 |
12,071.75 |
12,071.75 |
11,911.50 |
12,017.00 |
| PP |
11,962.25 |
11,962.25 |
11,962.25 |
11,935.00 |
| S1 |
11,775.00 |
11,775.00 |
11,857.00 |
11,720.25 |
| S2 |
11,665.50 |
11,665.50 |
11,829.75 |
|
| S3 |
11,368.75 |
11,478.25 |
11,802.75 |
|
| S4 |
11,072.00 |
11,181.50 |
11,721.00 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,382.75 |
14,089.00 |
12,604.00 |
|
| R3 |
13,561.00 |
13,267.25 |
12,378.00 |
|
| R2 |
12,739.25 |
12,739.25 |
12,302.75 |
|
| R1 |
12,445.50 |
12,445.50 |
12,227.25 |
12,592.50 |
| PP |
11,917.50 |
11,917.50 |
11,917.50 |
11,990.75 |
| S1 |
11,623.75 |
11,623.75 |
12,076.75 |
11,770.50 |
| S2 |
11,095.75 |
11,095.75 |
12,001.25 |
|
| S3 |
10,274.00 |
10,802.00 |
11,926.00 |
|
| S4 |
9,452.25 |
9,980.25 |
11,700.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,211.00 |
11,389.25 |
821.75 |
6.9% |
312.00 |
2.6% |
60% |
False |
False |
642,018 |
| 10 |
12,262.00 |
11,351.00 |
911.00 |
7.7% |
312.00 |
2.6% |
59% |
False |
False |
634,423 |
| 20 |
12,368.75 |
11,068.50 |
1,300.25 |
10.9% |
374.00 |
3.1% |
63% |
False |
False |
647,605 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.0% |
393.75 |
3.3% |
43% |
False |
False |
326,762 |
| 60 |
14,331.25 |
11,068.50 |
3,262.75 |
27.5% |
420.75 |
3.5% |
25% |
False |
False |
218,267 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.6% |
402.50 |
3.4% |
19% |
False |
False |
163,863 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.6% |
417.00 |
3.5% |
19% |
False |
False |
131,103 |
| 120 |
15,639.50 |
11,068.50 |
4,571.00 |
38.5% |
423.75 |
3.6% |
18% |
False |
False |
109,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,411.00 |
|
2.618 |
12,926.75 |
|
1.618 |
12,630.00 |
|
1.000 |
12,446.50 |
|
0.618 |
12,333.25 |
|
HIGH |
12,149.75 |
|
0.618 |
12,036.50 |
|
0.500 |
12,001.50 |
|
0.382 |
11,966.25 |
|
LOW |
11,853.00 |
|
0.618 |
11,669.50 |
|
1.000 |
11,556.25 |
|
1.618 |
11,372.75 |
|
2.618 |
11,076.00 |
|
4.250 |
10,591.75 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,001.50 |
12,023.75 |
| PP |
11,962.25 |
11,977.25 |
| S1 |
11,923.25 |
11,930.75 |
|