| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,780.00 |
11,729.50 |
-50.50 |
-0.4% |
11,606.00 |
| High |
11,970.00 |
11,835.00 |
-135.00 |
-1.1% |
12,211.00 |
| Low |
11,479.25 |
11,511.25 |
32.00 |
0.3% |
11,389.25 |
| Close |
11,762.25 |
11,797.50 |
35.25 |
0.3% |
12,152.00 |
| Range |
490.75 |
323.75 |
-167.00 |
-34.0% |
821.75 |
| ATR |
370.52 |
367.18 |
-3.34 |
-0.9% |
0.00 |
| Volume |
732,270 |
654,560 |
-77,710 |
-10.6% |
2,631,757 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,685.75 |
12,565.50 |
11,975.50 |
|
| R3 |
12,362.00 |
12,241.75 |
11,886.50 |
|
| R2 |
12,038.25 |
12,038.25 |
11,856.75 |
|
| R1 |
11,918.00 |
11,918.00 |
11,827.25 |
11,978.00 |
| PP |
11,714.50 |
11,714.50 |
11,714.50 |
11,744.75 |
| S1 |
11,594.25 |
11,594.25 |
11,767.75 |
11,654.50 |
| S2 |
11,390.75 |
11,390.75 |
11,738.25 |
|
| S3 |
11,067.00 |
11,270.50 |
11,708.50 |
|
| S4 |
10,743.25 |
10,946.75 |
11,619.50 |
|
|
| 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 |
11,479.25 |
731.75 |
6.2% |
336.75 |
2.9% |
43% |
False |
False |
642,712 |
| 10 |
12,211.00 |
11,351.00 |
860.00 |
7.3% |
328.25 |
2.8% |
52% |
False |
False |
654,834 |
| 20 |
12,262.00 |
11,068.50 |
1,193.50 |
10.1% |
363.25 |
3.1% |
61% |
False |
False |
656,905 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.1% |
389.50 |
3.3% |
38% |
False |
False |
376,513 |
| 60 |
14,329.25 |
11,068.50 |
3,260.75 |
27.6% |
422.50 |
3.6% |
22% |
False |
False |
251,476 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.9% |
399.50 |
3.4% |
17% |
False |
False |
188,785 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.9% |
417.50 |
3.5% |
17% |
False |
False |
151,050 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.9% |
421.00 |
3.6% |
17% |
False |
False |
125,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,211.00 |
|
2.618 |
12,682.50 |
|
1.618 |
12,358.75 |
|
1.000 |
12,158.75 |
|
0.618 |
12,035.00 |
|
HIGH |
11,835.00 |
|
0.618 |
11,711.25 |
|
0.500 |
11,673.00 |
|
0.382 |
11,635.00 |
|
LOW |
11,511.25 |
|
0.618 |
11,311.25 |
|
1.000 |
11,187.50 |
|
1.618 |
10,987.50 |
|
2.618 |
10,663.75 |
|
4.250 |
10,135.25 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,756.00 |
11,782.50 |
| PP |
11,714.50 |
11,767.50 |
| S1 |
11,673.00 |
11,752.50 |
|