Trading Metrics calculated at close of trading on 21-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,947.00 |
3,954.00 |
7.00 |
0.2% |
3,900.00 |
High |
3,977.25 |
4,004.75 |
27.50 |
0.7% |
3,900.75 |
Low |
3,922.25 |
3,930.25 |
8.00 |
0.2% |
3,723.75 |
Close |
3,962.50 |
4,001.25 |
38.75 |
1.0% |
3,865.00 |
Range |
55.00 |
74.50 |
19.50 |
35.5% |
177.00 |
ATR |
90.52 |
89.37 |
-1.14 |
-1.3% |
0.00 |
Volume |
1,734,355 |
1,821,097 |
86,742 |
5.0% |
8,724,948 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.25 |
4,176.25 |
4,042.25 |
|
R3 |
4,127.75 |
4,101.75 |
4,021.75 |
|
R2 |
4,053.25 |
4,053.25 |
4,015.00 |
|
R1 |
4,027.25 |
4,027.25 |
4,008.00 |
4,040.25 |
PP |
3,978.75 |
3,978.75 |
3,978.75 |
3,985.25 |
S1 |
3,952.75 |
3,952.75 |
3,994.50 |
3,965.75 |
S2 |
3,904.25 |
3,904.25 |
3,987.50 |
|
S3 |
3,829.75 |
3,878.25 |
3,980.75 |
|
S4 |
3,755.25 |
3,803.75 |
3,960.25 |
|
|
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 |
4,004.75 |
3,780.25 |
224.50 |
5.6% |
84.25 |
2.1% |
98% |
True |
False |
1,626,079 |
10 |
4,004.75 |
3,723.75 |
281.00 |
7.0% |
80.00 |
2.0% |
99% |
True |
False |
1,681,709 |
20 |
4,004.75 |
3,723.75 |
281.00 |
7.0% |
83.25 |
2.1% |
99% |
True |
False |
1,708,617 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.1% |
95.25 |
2.4% |
64% |
False |
False |
1,321,670 |
60 |
4,308.50 |
3,639.00 |
669.50 |
16.7% |
103.50 |
2.6% |
54% |
False |
False |
882,749 |
80 |
4,634.00 |
3,639.00 |
995.00 |
24.9% |
96.75 |
2.4% |
36% |
False |
False |
662,630 |
100 |
4,634.00 |
3,639.00 |
995.00 |
24.9% |
97.75 |
2.4% |
36% |
False |
False |
530,337 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.9% |
97.75 |
2.4% |
36% |
False |
False |
441,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,321.50 |
2.618 |
4,199.75 |
1.618 |
4,125.25 |
1.000 |
4,079.25 |
0.618 |
4,050.75 |
HIGH |
4,004.75 |
0.618 |
3,976.25 |
0.500 |
3,967.50 |
0.382 |
3,958.75 |
LOW |
3,930.25 |
0.618 |
3,884.25 |
1.000 |
3,855.75 |
1.618 |
3,809.75 |
2.618 |
3,735.25 |
4.250 |
3,613.50 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,990.00 |
3,974.00 |
PP |
3,978.75 |
3,946.75 |
S1 |
3,967.50 |
3,919.50 |
|