| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,810.50 |
12,043.50 |
233.00 |
2.0% |
12,149.75 |
| High |
12,021.50 |
12,186.50 |
165.00 |
1.4% |
12,149.75 |
| Low |
11,740.25 |
11,857.00 |
116.75 |
1.0% |
11,479.25 |
| Close |
12,007.50 |
11,907.00 |
-100.50 |
-0.8% |
12,007.50 |
| Range |
281.25 |
329.50 |
48.25 |
17.2% |
670.50 |
| ATR |
361.04 |
358.79 |
-2.25 |
-0.6% |
0.00 |
| Volume |
560,980 |
553,676 |
-7,304 |
-1.3% |
3,134,095 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,972.00 |
12,769.00 |
12,088.25 |
|
| R3 |
12,642.50 |
12,439.50 |
11,997.50 |
|
| R2 |
12,313.00 |
12,313.00 |
11,967.50 |
|
| R1 |
12,110.00 |
12,110.00 |
11,937.25 |
12,046.75 |
| PP |
11,983.50 |
11,983.50 |
11,983.50 |
11,952.00 |
| S1 |
11,780.50 |
11,780.50 |
11,876.75 |
11,717.25 |
| S2 |
11,654.00 |
11,654.00 |
11,846.50 |
|
| S3 |
11,324.50 |
11,451.00 |
11,816.50 |
|
| S4 |
10,995.00 |
11,121.50 |
11,725.75 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,890.25 |
13,619.50 |
12,376.25 |
|
| R3 |
13,219.75 |
12,949.00 |
12,192.00 |
|
| R2 |
12,549.25 |
12,549.25 |
12,130.50 |
|
| R1 |
12,278.50 |
12,278.50 |
12,069.00 |
12,078.50 |
| PP |
11,878.75 |
11,878.75 |
11,878.75 |
11,779.00 |
| S1 |
11,608.00 |
11,608.00 |
11,946.00 |
11,408.00 |
| S2 |
11,208.25 |
11,208.25 |
11,884.50 |
|
| S3 |
10,537.75 |
10,937.50 |
11,823.00 |
|
| S4 |
9,867.25 |
10,267.00 |
11,638.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,186.50 |
11,479.25 |
707.25 |
5.9% |
347.75 |
2.9% |
60% |
True |
False |
621,887 |
| 10 |
12,211.00 |
11,389.25 |
821.75 |
6.9% |
330.00 |
2.8% |
63% |
False |
False |
631,952 |
| 20 |
12,262.00 |
11,119.00 |
1,143.00 |
9.6% |
336.75 |
2.8% |
69% |
False |
False |
633,754 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.0% |
378.00 |
3.2% |
44% |
False |
False |
404,321 |
| 60 |
14,316.75 |
11,068.50 |
3,248.25 |
27.3% |
420.25 |
3.5% |
26% |
False |
False |
270,031 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.6% |
398.75 |
3.3% |
20% |
False |
False |
202,710 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.6% |
414.50 |
3.5% |
20% |
False |
False |
162,195 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.6% |
415.50 |
3.5% |
20% |
False |
False |
135,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,587.00 |
|
2.618 |
13,049.25 |
|
1.618 |
12,719.75 |
|
1.000 |
12,516.00 |
|
0.618 |
12,390.25 |
|
HIGH |
12,186.50 |
|
0.618 |
12,060.75 |
|
0.500 |
12,021.75 |
|
0.382 |
11,982.75 |
|
LOW |
11,857.00 |
|
0.618 |
11,653.25 |
|
1.000 |
11,527.50 |
|
1.618 |
11,323.75 |
|
2.618 |
10,994.25 |
|
4.250 |
10,456.50 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,021.75 |
11,887.50 |
| PP |
11,983.50 |
11,868.25 |
| S1 |
11,945.25 |
11,849.00 |
|