| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,823.0 |
12,932.0 |
109.0 |
0.9% |
12,850.0 |
| High |
13,005.0 |
12,956.0 |
-49.0 |
-0.4% |
13,005.0 |
| Low |
12,748.0 |
12,755.0 |
7.0 |
0.1% |
12,367.0 |
| Close |
12,988.0 |
12,818.0 |
-170.0 |
-1.3% |
12,988.0 |
| Range |
257.0 |
201.0 |
-56.0 |
-21.8% |
638.0 |
| ATR |
311.5 |
305.9 |
-5.6 |
-1.8% |
0.0 |
| Volume |
70,136 |
50,985 |
-19,151 |
-27.3% |
296,304 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,446.0 |
13,333.0 |
12,928.6 |
|
| R3 |
13,245.0 |
13,132.0 |
12,873.3 |
|
| R2 |
13,044.0 |
13,044.0 |
12,854.9 |
|
| R1 |
12,931.0 |
12,931.0 |
12,836.4 |
12,887.0 |
| PP |
12,843.0 |
12,843.0 |
12,843.0 |
12,821.0 |
| S1 |
12,730.0 |
12,730.0 |
12,799.6 |
12,686.0 |
| S2 |
12,642.0 |
12,642.0 |
12,781.2 |
|
| S3 |
12,441.0 |
12,529.0 |
12,762.7 |
|
| S4 |
12,240.0 |
12,328.0 |
12,707.5 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,700.7 |
14,482.3 |
13,338.9 |
|
| R3 |
14,062.7 |
13,844.3 |
13,163.5 |
|
| R2 |
13,424.7 |
13,424.7 |
13,105.0 |
|
| R1 |
13,206.3 |
13,206.3 |
13,046.5 |
13,315.5 |
| PP |
12,786.7 |
12,786.7 |
12,786.7 |
12,841.3 |
| S1 |
12,568.3 |
12,568.3 |
12,929.5 |
12,677.5 |
| S2 |
12,148.7 |
12,148.7 |
12,871.0 |
|
| S3 |
11,510.7 |
11,930.3 |
12,812.6 |
|
| S4 |
10,872.7 |
11,292.3 |
12,637.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,005.0 |
12,367.0 |
638.0 |
5.0% |
296.4 |
2.3% |
71% |
False |
False |
69,457 |
| 10 |
13,365.0 |
12,367.0 |
998.0 |
7.8% |
293.0 |
2.3% |
45% |
False |
False |
68,851 |
| 20 |
13,646.0 |
12,367.0 |
1,279.0 |
10.0% |
311.8 |
2.4% |
35% |
False |
False |
61,472 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
18.0% |
263.3 |
2.1% |
20% |
False |
False |
31,187 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
18.0% |
242.2 |
1.9% |
20% |
False |
False |
20,798 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.9% |
234.5 |
1.8% |
18% |
False |
False |
15,604 |
| 100 |
15,386.0 |
12,367.0 |
3,019.0 |
23.6% |
230.7 |
1.8% |
15% |
False |
False |
12,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,810.3 |
|
2.618 |
13,482.2 |
|
1.618 |
13,281.2 |
|
1.000 |
13,157.0 |
|
0.618 |
13,080.2 |
|
HIGH |
12,956.0 |
|
0.618 |
12,879.2 |
|
0.500 |
12,855.5 |
|
0.382 |
12,831.8 |
|
LOW |
12,755.0 |
|
0.618 |
12,630.8 |
|
1.000 |
12,554.0 |
|
1.618 |
12,429.8 |
|
2.618 |
12,228.8 |
|
4.250 |
11,900.8 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,855.5 |
12,812.3 |
| PP |
12,843.0 |
12,806.7 |
| S1 |
12,830.5 |
12,801.0 |
|