| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,900.00 |
3,862.00 |
-38.00 |
-1.0% |
3,828.50 |
| High |
3,900.75 |
3,876.50 |
-24.25 |
-0.6% |
3,922.00 |
| Low |
3,850.00 |
3,804.75 |
-45.25 |
-1.2% |
3,744.00 |
| Close |
3,856.75 |
3,823.75 |
-33.00 |
-0.9% |
3,901.25 |
| Range |
50.75 |
71.75 |
21.00 |
41.4% |
178.00 |
| ATR |
92.14 |
90.69 |
-1.46 |
-1.6% |
0.00 |
| Volume |
1,486,103 |
1,640,864 |
154,761 |
10.4% |
6,515,765 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,050.25 |
4,008.75 |
3,863.25 |
|
| R3 |
3,978.50 |
3,937.00 |
3,843.50 |
|
| R2 |
3,906.75 |
3,906.75 |
3,837.00 |
|
| R1 |
3,865.25 |
3,865.25 |
3,830.25 |
3,850.00 |
| PP |
3,835.00 |
3,835.00 |
3,835.00 |
3,827.50 |
| S1 |
3,793.50 |
3,793.50 |
3,817.25 |
3,778.50 |
| S2 |
3,763.25 |
3,763.25 |
3,810.50 |
|
| S3 |
3,691.50 |
3,721.75 |
3,804.00 |
|
| S4 |
3,619.75 |
3,650.00 |
3,784.25 |
|
|
| 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 |
3,804.75 |
117.25 |
3.1% |
65.00 |
1.7% |
16% |
False |
True |
1,522,246 |
| 10 |
3,950.00 |
3,741.25 |
208.75 |
5.5% |
77.75 |
2.0% |
40% |
False |
False |
1,729,953 |
| 20 |
3,950.00 |
3,639.00 |
311.00 |
8.1% |
95.25 |
2.5% |
59% |
False |
False |
1,899,507 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.8% |
98.75 |
2.6% |
33% |
False |
False |
1,017,758 |
| 60 |
4,513.25 |
3,639.00 |
874.25 |
22.9% |
103.75 |
2.7% |
21% |
False |
False |
679,644 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
95.25 |
2.5% |
19% |
False |
False |
510,247 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.00 |
2.6% |
19% |
False |
False |
408,313 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.75 |
2.6% |
19% |
False |
False |
340,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,181.50 |
|
2.618 |
4,064.25 |
|
1.618 |
3,992.50 |
|
1.000 |
3,948.25 |
|
0.618 |
3,920.75 |
|
HIGH |
3,876.50 |
|
0.618 |
3,849.00 |
|
0.500 |
3,840.50 |
|
0.382 |
3,832.25 |
|
LOW |
3,804.75 |
|
0.618 |
3,760.50 |
|
1.000 |
3,733.00 |
|
1.618 |
3,688.75 |
|
2.618 |
3,617.00 |
|
4.250 |
3,499.75 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,840.50 |
3,863.50 |
| PP |
3,835.00 |
3,850.25 |
| S1 |
3,829.50 |
3,837.00 |
|