| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,825.00 |
3,795.75 |
-29.25 |
-0.8% |
3,828.50 |
| High |
3,873.00 |
3,806.25 |
-66.75 |
-1.7% |
3,922.00 |
| Low |
3,752.00 |
3,723.75 |
-28.25 |
-0.8% |
3,744.00 |
| Close |
3,804.50 |
3,793.25 |
-11.25 |
-0.3% |
3,901.25 |
| Range |
121.00 |
82.50 |
-38.50 |
-31.8% |
178.00 |
| ATR |
92.85 |
92.11 |
-0.74 |
-0.8% |
0.00 |
| Volume |
2,157,968 |
1,916,260 |
-241,708 |
-11.2% |
6,515,765 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,022.00 |
3,990.00 |
3,838.50 |
|
| R3 |
3,939.50 |
3,907.50 |
3,816.00 |
|
| R2 |
3,857.00 |
3,857.00 |
3,808.50 |
|
| R1 |
3,825.00 |
3,825.00 |
3,800.75 |
3,799.75 |
| PP |
3,774.50 |
3,774.50 |
3,774.50 |
3,761.75 |
| S1 |
3,742.50 |
3,742.50 |
3,785.75 |
3,717.25 |
| S2 |
3,692.00 |
3,692.00 |
3,778.00 |
|
| S3 |
3,609.50 |
3,660.00 |
3,770.50 |
|
| S4 |
3,527.00 |
3,577.50 |
3,748.00 |
|
|
| 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 |
3,723.75 |
198.25 |
5.2% |
76.00 |
2.0% |
35% |
False |
True |
1,737,338 |
| 10 |
3,922.00 |
3,723.75 |
198.25 |
5.2% |
81.50 |
2.1% |
35% |
False |
True |
1,786,429 |
| 20 |
3,950.00 |
3,639.00 |
311.00 |
8.2% |
93.25 |
2.5% |
50% |
False |
False |
1,810,017 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.9% |
99.25 |
2.6% |
27% |
False |
False |
1,119,434 |
| 60 |
4,513.25 |
3,639.00 |
874.25 |
23.0% |
105.25 |
2.8% |
18% |
False |
False |
747,505 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
95.50 |
2.5% |
16% |
False |
False |
561,125 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
100.50 |
2.6% |
16% |
False |
False |
449,049 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
100.50 |
2.6% |
16% |
False |
False |
374,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,157.00 |
|
2.618 |
4,022.25 |
|
1.618 |
3,939.75 |
|
1.000 |
3,888.75 |
|
0.618 |
3,857.25 |
|
HIGH |
3,806.25 |
|
0.618 |
3,774.75 |
|
0.500 |
3,765.00 |
|
0.382 |
3,755.25 |
|
LOW |
3,723.75 |
|
0.618 |
3,672.75 |
|
1.000 |
3,641.25 |
|
1.618 |
3,590.25 |
|
2.618 |
3,507.75 |
|
4.250 |
3,373.00 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,783.75 |
3,800.00 |
| PP |
3,774.50 |
3,797.75 |
| S1 |
3,765.00 |
3,795.50 |
|