| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,440.00 |
12,559.25 |
119.25 |
1.0% |
12,043.50 |
| High |
12,655.25 |
12,698.50 |
43.25 |
0.3% |
12,698.50 |
| Low |
12,373.50 |
12,343.75 |
-29.75 |
-0.2% |
11,857.00 |
| Close |
12,640.00 |
12,423.50 |
-216.50 |
-1.7% |
12,423.50 |
| Range |
281.75 |
354.75 |
73.00 |
25.9% |
841.50 |
| ATR |
353.12 |
353.23 |
0.12 |
0.0% |
0.00 |
| Volume |
605,066 |
634,548 |
29,482 |
4.9% |
3,022,488 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,552.75 |
13,343.00 |
12,618.50 |
|
| R3 |
13,198.00 |
12,988.25 |
12,521.00 |
|
| R2 |
12,843.25 |
12,843.25 |
12,488.50 |
|
| R1 |
12,633.50 |
12,633.50 |
12,456.00 |
12,561.00 |
| PP |
12,488.50 |
12,488.50 |
12,488.50 |
12,452.50 |
| S1 |
12,278.75 |
12,278.75 |
12,391.00 |
12,206.25 |
| S2 |
12,133.75 |
12,133.75 |
12,358.50 |
|
| S3 |
11,779.00 |
11,924.00 |
12,326.00 |
|
| S4 |
11,424.25 |
11,569.25 |
12,228.50 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,850.75 |
14,478.75 |
12,886.25 |
|
| R3 |
14,009.25 |
13,637.25 |
12,655.00 |
|
| R2 |
13,167.75 |
13,167.75 |
12,577.75 |
|
| R1 |
12,795.75 |
12,795.75 |
12,500.75 |
12,981.75 |
| PP |
12,326.25 |
12,326.25 |
12,326.25 |
12,419.50 |
| S1 |
11,954.25 |
11,954.25 |
12,346.25 |
12,140.25 |
| S2 |
11,484.75 |
11,484.75 |
12,269.25 |
|
| S3 |
10,643.25 |
11,112.75 |
12,192.00 |
|
| S4 |
9,801.75 |
10,271.25 |
11,960.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,698.50 |
11,857.00 |
841.50 |
6.8% |
337.25 |
2.7% |
67% |
True |
False |
604,497 |
| 10 |
12,698.50 |
11,479.25 |
1,219.25 |
9.8% |
339.25 |
2.7% |
77% |
True |
False |
615,658 |
| 20 |
12,698.50 |
11,351.00 |
1,347.50 |
10.8% |
334.00 |
2.7% |
80% |
True |
False |
624,289 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.3% |
371.50 |
3.0% |
71% |
False |
False |
465,860 |
| 60 |
13,589.00 |
11,068.50 |
2,520.50 |
20.3% |
405.75 |
3.3% |
54% |
False |
False |
311,089 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
34.1% |
401.25 |
3.2% |
32% |
False |
False |
233,535 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.1% |
403.50 |
3.2% |
32% |
False |
False |
186,881 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.1% |
408.75 |
3.3% |
32% |
False |
False |
155,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,206.25 |
|
2.618 |
13,627.25 |
|
1.618 |
13,272.50 |
|
1.000 |
13,053.25 |
|
0.618 |
12,917.75 |
|
HIGH |
12,698.50 |
|
0.618 |
12,563.00 |
|
0.500 |
12,521.00 |
|
0.382 |
12,479.25 |
|
LOW |
12,343.75 |
|
0.618 |
12,124.50 |
|
1.000 |
11,989.00 |
|
1.618 |
11,769.75 |
|
2.618 |
11,415.00 |
|
4.250 |
10,836.00 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,521.00 |
12,467.00 |
| PP |
12,488.50 |
12,452.50 |
| S1 |
12,456.00 |
12,438.00 |
|