Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,795.75 |
3,797.75 |
2.00 |
0.1% |
3,900.00 |
High |
3,806.25 |
3,868.25 |
62.00 |
1.6% |
3,900.75 |
Low |
3,723.75 |
3,780.25 |
56.50 |
1.5% |
3,723.75 |
Close |
3,793.25 |
3,865.00 |
71.75 |
1.9% |
3,865.00 |
Range |
82.50 |
88.00 |
5.50 |
6.7% |
177.00 |
ATR |
92.11 |
91.82 |
-0.29 |
-0.3% |
0.00 |
Volume |
1,916,260 |
1,523,753 |
-392,507 |
-20.5% |
8,724,948 |
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,101.75 |
4,071.50 |
3,913.50 |
|
R3 |
4,013.75 |
3,983.50 |
3,889.25 |
|
R2 |
3,925.75 |
3,925.75 |
3,881.25 |
|
R1 |
3,895.50 |
3,895.50 |
3,873.00 |
3,910.50 |
PP |
3,837.75 |
3,837.75 |
3,837.75 |
3,845.50 |
S1 |
3,807.50 |
3,807.50 |
3,857.00 |
3,822.50 |
S2 |
3,749.75 |
3,749.75 |
3,848.75 |
|
S3 |
3,661.75 |
3,719.50 |
3,840.75 |
|
S4 |
3,573.75 |
3,631.50 |
3,816.50 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,360.75 |
4,290.00 |
3,962.25 |
|
R3 |
4,183.75 |
4,113.00 |
3,913.75 |
|
R2 |
4,006.75 |
4,006.75 |
3,897.50 |
|
R1 |
3,936.00 |
3,936.00 |
3,881.25 |
3,883.00 |
PP |
3,829.75 |
3,829.75 |
3,829.75 |
3,803.25 |
S1 |
3,759.00 |
3,759.00 |
3,848.75 |
3,706.00 |
S2 |
3,652.75 |
3,652.75 |
3,832.50 |
|
S3 |
3,475.75 |
3,582.00 |
3,816.25 |
|
S4 |
3,298.75 |
3,405.00 |
3,767.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,900.75 |
3,723.75 |
177.00 |
4.6% |
82.75 |
2.1% |
80% |
False |
False |
1,744,989 |
10 |
3,922.00 |
3,723.75 |
198.25 |
5.1% |
82.00 |
2.1% |
71% |
False |
False |
1,699,369 |
20 |
3,950.00 |
3,639.00 |
311.00 |
8.0% |
91.75 |
2.4% |
73% |
False |
False |
1,773,833 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.6% |
99.25 |
2.6% |
40% |
False |
False |
1,157,417 |
60 |
4,513.25 |
3,639.00 |
874.25 |
22.6% |
105.00 |
2.7% |
26% |
False |
False |
772,873 |
80 |
4,634.00 |
3,639.00 |
995.00 |
25.7% |
96.00 |
2.5% |
23% |
False |
False |
580,151 |
100 |
4,634.00 |
3,639.00 |
995.00 |
25.7% |
100.50 |
2.6% |
23% |
False |
False |
464,283 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.7% |
100.25 |
2.6% |
23% |
False |
False |
386,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,242.25 |
2.618 |
4,098.75 |
1.618 |
4,010.75 |
1.000 |
3,956.25 |
0.618 |
3,922.75 |
HIGH |
3,868.25 |
0.618 |
3,834.75 |
0.500 |
3,824.25 |
0.382 |
3,813.75 |
LOW |
3,780.25 |
0.618 |
3,725.75 |
1.000 |
3,692.25 |
1.618 |
3,637.75 |
2.618 |
3,549.75 |
4.250 |
3,406.25 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,851.50 |
3,842.75 |
PP |
3,837.75 |
3,820.50 |
S1 |
3,824.25 |
3,798.50 |
|