| 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 |
12,149.75 |
11,900.50 |
-249.25 |
-2.1% |
11,606.00 |
| High |
12,149.75 |
12,025.50 |
-124.25 |
-1.0% |
12,211.00 |
| Low |
11,853.00 |
11,712.00 |
-141.00 |
-1.2% |
11,389.25 |
| Close |
11,884.25 |
11,779.00 |
-105.25 |
-0.9% |
12,152.00 |
| Range |
296.75 |
313.50 |
16.75 |
5.6% |
821.75 |
| ATR |
364.95 |
361.27 |
-3.67 |
-1.0% |
0.00 |
| Volume |
578,336 |
607,949 |
29,613 |
5.1% |
2,631,757 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,779.25 |
12,592.75 |
11,951.50 |
|
| R3 |
12,465.75 |
12,279.25 |
11,865.25 |
|
| R2 |
12,152.25 |
12,152.25 |
11,836.50 |
|
| R1 |
11,965.75 |
11,965.75 |
11,807.75 |
11,902.25 |
| PP |
11,838.75 |
11,838.75 |
11,838.75 |
11,807.00 |
| S1 |
11,652.25 |
11,652.25 |
11,750.25 |
11,588.75 |
| S2 |
11,525.25 |
11,525.25 |
11,721.50 |
|
| S3 |
11,211.75 |
11,338.75 |
11,692.75 |
|
| S4 |
10,898.25 |
11,025.25 |
11,606.50 |
|
|
| 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 |
11,712.00 |
499.00 |
4.2% |
289.50 |
2.5% |
13% |
False |
True |
605,421 |
| 10 |
12,211.00 |
11,351.00 |
860.00 |
7.3% |
316.50 |
2.7% |
50% |
False |
False |
638,638 |
| 20 |
12,262.00 |
11,068.50 |
1,193.50 |
10.1% |
363.75 |
3.1% |
60% |
False |
False |
658,951 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.2% |
390.50 |
3.3% |
37% |
False |
False |
341,912 |
| 60 |
14,331.25 |
11,068.50 |
3,262.75 |
27.7% |
420.25 |
3.6% |
22% |
False |
False |
228,389 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.0% |
399.00 |
3.4% |
17% |
False |
False |
171,456 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.0% |
416.50 |
3.5% |
17% |
False |
False |
137,182 |
| 120 |
15,369.25 |
11,068.50 |
4,300.75 |
36.5% |
422.75 |
3.6% |
17% |
False |
False |
114,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,358.00 |
|
2.618 |
12,846.25 |
|
1.618 |
12,532.75 |
|
1.000 |
12,339.00 |
|
0.618 |
12,219.25 |
|
HIGH |
12,025.50 |
|
0.618 |
11,905.75 |
|
0.500 |
11,868.75 |
|
0.382 |
11,831.75 |
|
LOW |
11,712.00 |
|
0.618 |
11,518.25 |
|
1.000 |
11,398.50 |
|
1.618 |
11,204.75 |
|
2.618 |
10,891.25 |
|
4.250 |
10,379.50 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,868.75 |
11,961.50 |
| PP |
11,838.75 |
11,900.75 |
| S1 |
11,809.00 |
11,839.75 |
|