| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,897.00 |
3,900.00 |
3.00 |
0.1% |
3,828.50 |
| High |
3,922.00 |
3,900.75 |
-21.25 |
-0.5% |
3,922.00 |
| Low |
3,868.00 |
3,850.00 |
-18.00 |
-0.5% |
3,744.00 |
| Close |
3,901.25 |
3,856.75 |
-44.50 |
-1.1% |
3,901.25 |
| Range |
54.00 |
50.75 |
-3.25 |
-6.0% |
178.00 |
| ATR |
95.29 |
92.14 |
-3.15 |
-3.3% |
0.00 |
| Volume |
1,485,497 |
1,486,103 |
606 |
0.0% |
6,515,765 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,021.50 |
3,989.75 |
3,884.75 |
|
| R3 |
3,970.75 |
3,939.00 |
3,870.75 |
|
| R2 |
3,920.00 |
3,920.00 |
3,866.00 |
|
| R1 |
3,888.25 |
3,888.25 |
3,861.50 |
3,878.75 |
| PP |
3,869.25 |
3,869.25 |
3,869.25 |
3,864.50 |
| S1 |
3,837.50 |
3,837.50 |
3,852.00 |
3,828.00 |
| S2 |
3,818.50 |
3,818.50 |
3,847.50 |
|
| S3 |
3,767.75 |
3,786.75 |
3,842.75 |
|
| S4 |
3,717.00 |
3,736.00 |
3,828.75 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,389.75 |
4,323.50 |
3,999.25 |
|
| R3 |
4,211.75 |
4,145.50 |
3,950.25 |
|
| R2 |
4,033.75 |
4,033.75 |
3,934.00 |
|
| R1 |
3,967.50 |
3,967.50 |
3,917.50 |
4,000.50 |
| PP |
3,855.75 |
3,855.75 |
3,855.75 |
3,872.25 |
| S1 |
3,789.50 |
3,789.50 |
3,885.00 |
3,822.50 |
| S2 |
3,677.75 |
3,677.75 |
3,868.50 |
|
| S3 |
3,499.75 |
3,611.50 |
3,852.25 |
|
| S4 |
3,321.75 |
3,433.50 |
3,803.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,922.00 |
3,744.00 |
178.00 |
4.6% |
73.25 |
1.9% |
63% |
False |
False |
1,600,373 |
| 10 |
3,950.00 |
3,741.25 |
208.75 |
5.4% |
76.25 |
2.0% |
55% |
False |
False |
1,715,603 |
| 20 |
4,030.50 |
3,639.00 |
391.50 |
10.2% |
98.25 |
2.6% |
56% |
False |
False |
1,909,852 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.7% |
99.75 |
2.6% |
38% |
False |
False |
976,883 |
| 60 |
4,513.25 |
3,639.00 |
874.25 |
22.7% |
103.50 |
2.7% |
25% |
False |
False |
652,321 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
25.8% |
96.00 |
2.5% |
22% |
False |
False |
489,751 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
25.8% |
100.25 |
2.6% |
22% |
False |
False |
391,907 |
| 120 |
4,652.25 |
3,639.00 |
1,013.25 |
26.3% |
101.00 |
2.6% |
21% |
False |
False |
326,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,116.50 |
|
2.618 |
4,033.50 |
|
1.618 |
3,982.75 |
|
1.000 |
3,951.50 |
|
0.618 |
3,932.00 |
|
HIGH |
3,900.75 |
|
0.618 |
3,881.25 |
|
0.500 |
3,875.50 |
|
0.382 |
3,869.50 |
|
LOW |
3,850.00 |
|
0.618 |
3,818.75 |
|
1.000 |
3,799.25 |
|
1.618 |
3,768.00 |
|
2.618 |
3,717.25 |
|
4.250 |
3,634.25 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,875.50 |
3,877.25 |
| PP |
3,869.25 |
3,870.50 |
| S1 |
3,863.00 |
3,863.50 |
|