Trading Metrics calculated at close of trading on 13-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,862.00 |
3,825.00 |
-37.00 |
-1.0% |
3,828.50 |
High |
3,876.50 |
3,873.00 |
-3.50 |
-0.1% |
3,922.00 |
Low |
3,804.75 |
3,752.00 |
-52.75 |
-1.4% |
3,744.00 |
Close |
3,823.75 |
3,804.50 |
-19.25 |
-0.5% |
3,901.25 |
Range |
71.75 |
121.00 |
49.25 |
68.6% |
178.00 |
ATR |
90.69 |
92.85 |
2.17 |
2.4% |
0.00 |
Volume |
1,640,864 |
2,157,968 |
517,104 |
31.5% |
6,515,765 |
|
Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,172.75 |
4,109.75 |
3,871.00 |
|
R3 |
4,051.75 |
3,988.75 |
3,837.75 |
|
R2 |
3,930.75 |
3,930.75 |
3,826.75 |
|
R1 |
3,867.75 |
3,867.75 |
3,815.50 |
3,838.75 |
PP |
3,809.75 |
3,809.75 |
3,809.75 |
3,795.50 |
S1 |
3,746.75 |
3,746.75 |
3,793.50 |
3,717.75 |
S2 |
3,688.75 |
3,688.75 |
3,782.25 |
|
S3 |
3,567.75 |
3,625.75 |
3,771.25 |
|
S4 |
3,446.75 |
3,504.75 |
3,738.00 |
|
|
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 |
3,752.00 |
170.00 |
4.5% |
75.75 |
2.0% |
31% |
False |
True |
1,616,975 |
10 |
3,922.00 |
3,741.25 |
180.75 |
4.8% |
77.00 |
2.0% |
35% |
False |
False |
1,766,580 |
20 |
3,950.00 |
3,639.00 |
311.00 |
8.2% |
94.00 |
2.5% |
53% |
False |
False |
1,849,290 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.9% |
98.75 |
2.6% |
29% |
False |
False |
1,071,610 |
60 |
4,513.25 |
3,639.00 |
874.25 |
23.0% |
104.50 |
2.7% |
19% |
False |
False |
715,588 |
80 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
95.75 |
2.5% |
17% |
False |
False |
537,210 |
100 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
100.75 |
2.6% |
17% |
False |
False |
429,892 |
120 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
101.00 |
2.7% |
17% |
False |
False |
358,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,387.25 |
2.618 |
4,189.75 |
1.618 |
4,068.75 |
1.000 |
3,994.00 |
0.618 |
3,947.75 |
HIGH |
3,873.00 |
0.618 |
3,826.75 |
0.500 |
3,812.50 |
0.382 |
3,798.25 |
LOW |
3,752.00 |
0.618 |
3,677.25 |
1.000 |
3,631.00 |
1.618 |
3,556.25 |
2.618 |
3,435.25 |
4.250 |
3,237.75 |
|
|
Fisher Pivots for day following 13-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,812.50 |
3,826.50 |
PP |
3,809.75 |
3,819.00 |
S1 |
3,807.25 |
3,811.75 |
|