Trading Metrics calculated at close of trading on 22-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,954.00 |
3,988.00 |
34.00 |
0.9% |
3,878.50 |
High |
4,004.75 |
4,016.25 |
11.50 |
0.3% |
4,016.25 |
Low |
3,930.25 |
3,941.50 |
11.25 |
0.3% |
3,820.25 |
Close |
4,001.25 |
3,965.00 |
-36.25 |
-0.9% |
3,965.00 |
Range |
74.50 |
74.75 |
0.25 |
0.3% |
196.00 |
ATR |
89.37 |
88.33 |
-1.04 |
-1.2% |
0.00 |
Volume |
1,821,097 |
1,736,592 |
-84,505 |
-4.6% |
8,343,238 |
|
Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,198.50 |
4,156.50 |
4,006.00 |
|
R3 |
4,123.75 |
4,081.75 |
3,985.50 |
|
R2 |
4,049.00 |
4,049.00 |
3,978.75 |
|
R1 |
4,007.00 |
4,007.00 |
3,971.75 |
3,990.50 |
PP |
3,974.25 |
3,974.25 |
3,974.25 |
3,966.00 |
S1 |
3,932.25 |
3,932.25 |
3,958.25 |
3,916.00 |
S2 |
3,899.50 |
3,899.50 |
3,951.25 |
|
S3 |
3,824.75 |
3,857.50 |
3,944.50 |
|
S4 |
3,750.00 |
3,782.75 |
3,924.00 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,521.75 |
4,439.50 |
4,072.75 |
|
R3 |
4,325.75 |
4,243.50 |
4,019.00 |
|
R2 |
4,129.75 |
4,129.75 |
4,001.00 |
|
R1 |
4,047.50 |
4,047.50 |
3,983.00 |
4,088.50 |
PP |
3,933.75 |
3,933.75 |
3,933.75 |
3,954.50 |
S1 |
3,851.50 |
3,851.50 |
3,947.00 |
3,892.50 |
S2 |
3,737.75 |
3,737.75 |
3,929.00 |
|
S3 |
3,541.75 |
3,655.50 |
3,911.00 |
|
S4 |
3,345.75 |
3,459.50 |
3,857.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,016.25 |
3,820.25 |
196.00 |
4.9% |
81.50 |
2.1% |
74% |
True |
False |
1,668,647 |
10 |
4,016.25 |
3,723.75 |
292.50 |
7.4% |
82.25 |
2.1% |
82% |
True |
False |
1,706,818 |
20 |
4,016.25 |
3,723.75 |
292.50 |
7.4% |
83.50 |
2.1% |
82% |
True |
False |
1,715,062 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.3% |
94.75 |
2.4% |
58% |
False |
False |
1,364,884 |
60 |
4,308.50 |
3,639.00 |
669.50 |
16.9% |
102.00 |
2.6% |
49% |
False |
False |
911,640 |
80 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
97.00 |
2.4% |
33% |
False |
False |
684,316 |
100 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
97.25 |
2.5% |
33% |
False |
False |
547,696 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
97.00 |
2.4% |
33% |
False |
False |
456,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,334.00 |
2.618 |
4,212.00 |
1.618 |
4,137.25 |
1.000 |
4,091.00 |
0.618 |
4,062.50 |
HIGH |
4,016.25 |
0.618 |
3,987.75 |
0.500 |
3,979.00 |
0.382 |
3,970.00 |
LOW |
3,941.50 |
0.618 |
3,895.25 |
1.000 |
3,866.75 |
1.618 |
3,820.50 |
2.618 |
3,745.75 |
4.250 |
3,623.75 |
|
|
Fisher Pivots for day following 22-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,979.00 |
3,969.25 |
PP |
3,974.25 |
3,967.75 |
S1 |
3,969.50 |
3,966.50 |
|