| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,330.50 |
12,440.00 |
109.50 |
0.9% |
12,149.75 |
| High |
12,517.50 |
12,655.25 |
137.75 |
1.1% |
12,149.75 |
| Low |
12,235.75 |
12,373.50 |
137.75 |
1.1% |
11,479.25 |
| Close |
12,465.25 |
12,640.00 |
174.75 |
1.4% |
12,007.50 |
| Range |
281.75 |
281.75 |
0.00 |
0.0% |
670.50 |
| ATR |
358.61 |
353.12 |
-5.49 |
-1.5% |
0.00 |
| Volume |
643,607 |
605,066 |
-38,541 |
-6.0% |
3,134,095 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,401.50 |
13,302.50 |
12,795.00 |
|
| R3 |
13,119.75 |
13,020.75 |
12,717.50 |
|
| R2 |
12,838.00 |
12,838.00 |
12,691.75 |
|
| R1 |
12,739.00 |
12,739.00 |
12,665.75 |
12,788.50 |
| PP |
12,556.25 |
12,556.25 |
12,556.25 |
12,581.00 |
| S1 |
12,457.25 |
12,457.25 |
12,614.25 |
12,506.75 |
| S2 |
12,274.50 |
12,274.50 |
12,588.25 |
|
| S3 |
11,992.75 |
12,175.50 |
12,562.50 |
|
| S4 |
11,711.00 |
11,893.75 |
12,485.00 |
|
|
| 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 |
12,655.25 |
11,740.25 |
915.00 |
7.2% |
322.75 |
2.6% |
98% |
True |
False |
589,784 |
| 10 |
12,655.25 |
11,479.25 |
1,176.00 |
9.3% |
329.75 |
2.6% |
99% |
True |
False |
616,248 |
| 20 |
12,655.25 |
11,351.00 |
1,304.25 |
10.3% |
331.50 |
2.6% |
99% |
True |
False |
624,068 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.1% |
371.75 |
2.9% |
82% |
False |
False |
450,038 |
| 60 |
13,620.00 |
11,068.50 |
2,551.50 |
20.2% |
412.75 |
3.3% |
62% |
False |
False |
300,542 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
33.5% |
401.00 |
3.2% |
37% |
False |
False |
225,619 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
33.5% |
405.25 |
3.2% |
37% |
False |
False |
180,535 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
33.5% |
410.75 |
3.3% |
37% |
False |
False |
150,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,852.75 |
|
2.618 |
13,392.75 |
|
1.618 |
13,111.00 |
|
1.000 |
12,937.00 |
|
0.618 |
12,829.25 |
|
HIGH |
12,655.25 |
|
0.618 |
12,547.50 |
|
0.500 |
12,514.50 |
|
0.382 |
12,481.25 |
|
LOW |
12,373.50 |
|
0.618 |
12,199.50 |
|
1.000 |
12,091.75 |
|
1.618 |
11,917.75 |
|
2.618 |
11,636.00 |
|
4.250 |
11,176.00 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,598.00 |
12,517.50 |
| PP |
12,556.25 |
12,395.00 |
| S1 |
12,514.50 |
12,272.50 |
|