| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,797.75 |
3,878.50 |
80.75 |
2.1% |
3,900.00 |
| High |
3,868.25 |
3,909.50 |
41.25 |
1.1% |
3,900.75 |
| Low |
3,780.25 |
3,820.25 |
40.00 |
1.1% |
3,723.75 |
| Close |
3,865.00 |
3,833.75 |
-31.25 |
-0.8% |
3,865.00 |
| Range |
88.00 |
89.25 |
1.25 |
1.4% |
177.00 |
| ATR |
91.82 |
91.64 |
-0.18 |
-0.2% |
0.00 |
| Volume |
1,523,753 |
1,439,590 |
-84,163 |
-5.5% |
8,724,948 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,122.25 |
4,067.25 |
3,882.75 |
|
| R3 |
4,033.00 |
3,978.00 |
3,858.25 |
|
| R2 |
3,943.75 |
3,943.75 |
3,850.00 |
|
| R1 |
3,888.75 |
3,888.75 |
3,842.00 |
3,871.50 |
| PP |
3,854.50 |
3,854.50 |
3,854.50 |
3,846.00 |
| S1 |
3,799.50 |
3,799.50 |
3,825.50 |
3,782.50 |
| S2 |
3,765.25 |
3,765.25 |
3,817.50 |
|
| S3 |
3,676.00 |
3,710.25 |
3,809.25 |
|
| S4 |
3,586.75 |
3,621.00 |
3,784.75 |
|
|
| 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 |
3,909.50 |
3,723.75 |
185.75 |
4.8% |
90.50 |
2.4% |
59% |
True |
False |
1,735,687 |
| 10 |
3,922.00 |
3,723.75 |
198.25 |
5.2% |
82.00 |
2.1% |
55% |
False |
False |
1,668,030 |
| 20 |
3,950.00 |
3,639.00 |
311.00 |
8.1% |
86.50 |
2.3% |
63% |
False |
False |
1,721,974 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.8% |
96.75 |
2.5% |
34% |
False |
False |
1,193,240 |
| 60 |
4,513.25 |
3,639.00 |
874.25 |
22.8% |
105.75 |
2.8% |
22% |
False |
False |
796,826 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
96.00 |
2.5% |
20% |
False |
False |
598,127 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.00 |
2.6% |
20% |
False |
False |
478,677 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
99.25 |
2.6% |
20% |
False |
False |
398,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,288.75 |
|
2.618 |
4,143.25 |
|
1.618 |
4,054.00 |
|
1.000 |
3,998.75 |
|
0.618 |
3,964.75 |
|
HIGH |
3,909.50 |
|
0.618 |
3,875.50 |
|
0.500 |
3,865.00 |
|
0.382 |
3,854.25 |
|
LOW |
3,820.25 |
|
0.618 |
3,765.00 |
|
1.000 |
3,731.00 |
|
1.618 |
3,675.75 |
|
2.618 |
3,586.50 |
|
4.250 |
3,441.00 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,865.00 |
3,828.00 |
| PP |
3,854.50 |
3,822.25 |
| S1 |
3,844.00 |
3,816.50 |
|