| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,559.25 |
12,444.50 |
-114.75 |
-0.9% |
12,043.50 |
| High |
12,698.50 |
12,498.50 |
-200.00 |
-1.6% |
12,698.50 |
| Low |
12,343.75 |
12,266.50 |
-77.25 |
-0.6% |
11,857.00 |
| Close |
12,423.50 |
12,354.50 |
-69.00 |
-0.6% |
12,423.50 |
| Range |
354.75 |
232.00 |
-122.75 |
-34.6% |
841.50 |
| ATR |
353.23 |
344.57 |
-8.66 |
-2.5% |
0.00 |
| Volume |
634,548 |
491,612 |
-142,936 |
-22.5% |
3,022,488 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,069.25 |
12,943.75 |
12,482.00 |
|
| R3 |
12,837.25 |
12,711.75 |
12,418.25 |
|
| R2 |
12,605.25 |
12,605.25 |
12,397.00 |
|
| R1 |
12,479.75 |
12,479.75 |
12,375.75 |
12,426.50 |
| PP |
12,373.25 |
12,373.25 |
12,373.25 |
12,346.50 |
| S1 |
12,247.75 |
12,247.75 |
12,333.25 |
12,194.50 |
| S2 |
12,141.25 |
12,141.25 |
12,312.00 |
|
| S3 |
11,909.25 |
12,015.75 |
12,290.75 |
|
| S4 |
11,677.25 |
11,783.75 |
12,227.00 |
|
|
| 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 |
11,889.50 |
809.00 |
6.5% |
317.75 |
2.6% |
57% |
False |
False |
592,084 |
| 10 |
12,698.50 |
11,479.25 |
1,219.25 |
9.9% |
332.75 |
2.7% |
72% |
False |
False |
606,985 |
| 20 |
12,698.50 |
11,351.00 |
1,347.50 |
10.9% |
322.25 |
2.6% |
74% |
False |
False |
620,704 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.4% |
368.50 |
3.0% |
67% |
False |
False |
478,116 |
| 60 |
13,589.00 |
11,068.50 |
2,520.50 |
20.4% |
403.50 |
3.3% |
51% |
False |
False |
319,253 |
| 80 |
15,296.25 |
11,068.50 |
4,227.75 |
34.2% |
400.25 |
3.2% |
30% |
False |
False |
239,665 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.3% |
401.75 |
3.3% |
30% |
False |
False |
191,796 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.3% |
406.25 |
3.3% |
30% |
False |
False |
159,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,484.50 |
|
2.618 |
13,106.00 |
|
1.618 |
12,874.00 |
|
1.000 |
12,730.50 |
|
0.618 |
12,642.00 |
|
HIGH |
12,498.50 |
|
0.618 |
12,410.00 |
|
0.500 |
12,382.50 |
|
0.382 |
12,355.00 |
|
LOW |
12,266.50 |
|
0.618 |
12,123.00 |
|
1.000 |
12,034.50 |
|
1.618 |
11,891.00 |
|
2.618 |
11,659.00 |
|
4.250 |
11,280.50 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,382.50 |
12,482.50 |
| PP |
12,373.25 |
12,439.75 |
| S1 |
12,363.75 |
12,397.25 |
|