| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,838.50 |
3,947.00 |
108.50 |
2.8% |
3,900.00 |
| High |
3,948.00 |
3,977.25 |
29.25 |
0.7% |
3,900.75 |
| Low |
3,834.00 |
3,922.25 |
88.25 |
2.3% |
3,723.75 |
| Close |
3,937.50 |
3,962.50 |
25.00 |
0.6% |
3,865.00 |
| Range |
114.00 |
55.00 |
-59.00 |
-51.8% |
177.00 |
| ATR |
93.25 |
90.52 |
-2.73 |
-2.9% |
0.00 |
| Volume |
1,611,604 |
1,734,355 |
122,751 |
7.6% |
8,724,948 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,119.00 |
4,095.75 |
3,992.75 |
|
| R3 |
4,064.00 |
4,040.75 |
3,977.50 |
|
| R2 |
4,009.00 |
4,009.00 |
3,972.50 |
|
| R1 |
3,985.75 |
3,985.75 |
3,967.50 |
3,997.50 |
| PP |
3,954.00 |
3,954.00 |
3,954.00 |
3,959.75 |
| S1 |
3,930.75 |
3,930.75 |
3,957.50 |
3,942.50 |
| S2 |
3,899.00 |
3,899.00 |
3,952.50 |
|
| S3 |
3,844.00 |
3,875.75 |
3,947.50 |
|
| S4 |
3,789.00 |
3,820.75 |
3,932.25 |
|
|
| 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 |
3,977.25 |
3,723.75 |
253.50 |
6.4% |
85.75 |
2.2% |
94% |
True |
False |
1,645,112 |
| 10 |
3,977.25 |
3,723.75 |
253.50 |
6.4% |
80.75 |
2.0% |
94% |
True |
False |
1,631,043 |
| 20 |
3,977.25 |
3,693.25 |
284.00 |
7.2% |
85.25 |
2.2% |
95% |
True |
False |
1,700,591 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.3% |
95.25 |
2.4% |
57% |
False |
False |
1,276,389 |
| 60 |
4,308.50 |
3,639.00 |
669.50 |
16.9% |
104.00 |
2.6% |
48% |
False |
False |
852,462 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
96.50 |
2.4% |
33% |
False |
False |
639,888 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
98.50 |
2.5% |
33% |
False |
False |
512,128 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
98.50 |
2.5% |
33% |
False |
False |
426,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,211.00 |
|
2.618 |
4,121.25 |
|
1.618 |
4,066.25 |
|
1.000 |
4,032.25 |
|
0.618 |
4,011.25 |
|
HIGH |
3,977.25 |
|
0.618 |
3,956.25 |
|
0.500 |
3,949.75 |
|
0.382 |
3,943.25 |
|
LOW |
3,922.25 |
|
0.618 |
3,888.25 |
|
1.000 |
3,867.25 |
|
1.618 |
3,833.25 |
|
2.618 |
3,778.25 |
|
4.250 |
3,688.50 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,958.25 |
3,941.25 |
| PP |
3,954.00 |
3,920.00 |
| S1 |
3,949.75 |
3,898.75 |
|