| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,909.50 |
12,330.50 |
421.00 |
3.5% |
12,149.75 |
| High |
12,328.50 |
12,517.50 |
189.00 |
1.5% |
12,149.75 |
| Low |
11,889.50 |
12,235.75 |
346.25 |
2.9% |
11,479.25 |
| Close |
12,274.00 |
12,465.25 |
191.25 |
1.6% |
12,007.50 |
| Range |
439.00 |
281.75 |
-157.25 |
-35.8% |
670.50 |
| ATR |
364.52 |
358.61 |
-5.91 |
-1.6% |
0.00 |
| Volume |
585,591 |
643,607 |
58,016 |
9.9% |
3,134,095 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,251.50 |
13,140.00 |
12,620.25 |
|
| R3 |
12,969.75 |
12,858.25 |
12,542.75 |
|
| R2 |
12,688.00 |
12,688.00 |
12,517.00 |
|
| R1 |
12,576.50 |
12,576.50 |
12,491.00 |
12,632.25 |
| PP |
12,406.25 |
12,406.25 |
12,406.25 |
12,434.00 |
| S1 |
12,294.75 |
12,294.75 |
12,439.50 |
12,350.50 |
| S2 |
12,124.50 |
12,124.50 |
12,413.50 |
|
| S3 |
11,842.75 |
12,013.00 |
12,387.75 |
|
| S4 |
11,561.00 |
11,731.25 |
12,310.25 |
|
|
| 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 |
12,517.50 |
11,511.25 |
1,006.25 |
8.1% |
331.00 |
2.7% |
95% |
True |
False |
599,682 |
| 10 |
12,517.50 |
11,479.25 |
1,038.25 |
8.3% |
334.75 |
2.7% |
95% |
True |
False |
610,787 |
| 20 |
12,517.50 |
11,320.50 |
1,197.00 |
9.6% |
338.75 |
2.7% |
96% |
True |
False |
625,762 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.3% |
371.75 |
3.0% |
73% |
False |
False |
434,944 |
| 60 |
13,620.00 |
11,068.50 |
2,551.50 |
20.5% |
414.00 |
3.3% |
55% |
False |
False |
290,477 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
34.0% |
400.75 |
3.2% |
33% |
False |
False |
218,063 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.0% |
406.75 |
3.3% |
33% |
False |
False |
174,485 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.0% |
413.00 |
3.3% |
33% |
False |
False |
145,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,715.00 |
|
2.618 |
13,255.00 |
|
1.618 |
12,973.25 |
|
1.000 |
12,799.25 |
|
0.618 |
12,691.50 |
|
HIGH |
12,517.50 |
|
0.618 |
12,409.75 |
|
0.500 |
12,376.50 |
|
0.382 |
12,343.50 |
|
LOW |
12,235.75 |
|
0.618 |
12,061.75 |
|
1.000 |
11,954.00 |
|
1.618 |
11,780.00 |
|
2.618 |
11,498.25 |
|
4.250 |
11,038.25 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,435.75 |
12,372.50 |
| PP |
12,406.25 |
12,280.00 |
| S1 |
12,376.50 |
12,187.25 |
|