Trading Metrics calculated at close of trading on 19-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,878.50 |
3,838.50 |
-40.00 |
-1.0% |
3,900.00 |
High |
3,909.50 |
3,948.00 |
38.50 |
1.0% |
3,900.75 |
Low |
3,820.25 |
3,834.00 |
13.75 |
0.4% |
3,723.75 |
Close |
3,833.75 |
3,937.50 |
103.75 |
2.7% |
3,865.00 |
Range |
89.25 |
114.00 |
24.75 |
27.7% |
177.00 |
ATR |
91.64 |
93.25 |
1.62 |
1.8% |
0.00 |
Volume |
1,439,590 |
1,611,604 |
172,014 |
11.9% |
8,724,948 |
|
Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,248.50 |
4,207.00 |
4,000.25 |
|
R3 |
4,134.50 |
4,093.00 |
3,968.75 |
|
R2 |
4,020.50 |
4,020.50 |
3,958.50 |
|
R1 |
3,979.00 |
3,979.00 |
3,948.00 |
3,999.75 |
PP |
3,906.50 |
3,906.50 |
3,906.50 |
3,917.00 |
S1 |
3,865.00 |
3,865.00 |
3,927.00 |
3,885.75 |
S2 |
3,792.50 |
3,792.50 |
3,916.50 |
|
S3 |
3,678.50 |
3,751.00 |
3,906.25 |
|
S4 |
3,564.50 |
3,637.00 |
3,874.75 |
|
|
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 |
3,948.00 |
3,723.75 |
224.25 |
5.7% |
99.00 |
2.5% |
95% |
True |
False |
1,729,835 |
10 |
3,948.00 |
3,723.75 |
224.25 |
5.7% |
82.00 |
2.1% |
95% |
True |
False |
1,626,040 |
20 |
3,950.00 |
3,661.50 |
288.50 |
7.3% |
88.50 |
2.3% |
96% |
False |
False |
1,692,175 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.4% |
97.50 |
2.5% |
53% |
False |
False |
1,233,300 |
60 |
4,397.50 |
3,639.00 |
758.50 |
19.3% |
105.50 |
2.7% |
39% |
False |
False |
823,625 |
80 |
4,634.00 |
3,639.00 |
995.00 |
25.3% |
96.75 |
2.5% |
30% |
False |
False |
618,244 |
100 |
4,634.00 |
3,639.00 |
995.00 |
25.3% |
99.75 |
2.5% |
30% |
False |
False |
494,790 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.3% |
99.25 |
2.5% |
30% |
False |
False |
412,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,432.50 |
2.618 |
4,246.50 |
1.618 |
4,132.50 |
1.000 |
4,062.00 |
0.618 |
4,018.50 |
HIGH |
3,948.00 |
0.618 |
3,904.50 |
0.500 |
3,891.00 |
0.382 |
3,877.50 |
LOW |
3,834.00 |
0.618 |
3,763.50 |
1.000 |
3,720.00 |
1.618 |
3,649.50 |
2.618 |
3,535.50 |
4.250 |
3,349.50 |
|
|
Fisher Pivots for day following 19-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,922.00 |
3,913.00 |
PP |
3,906.50 |
3,888.50 |
S1 |
3,891.00 |
3,864.00 |
|