| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,932.0 |
12,823.0 |
-109.0 |
-0.8% |
12,850.0 |
| High |
12,956.0 |
12,927.0 |
-29.0 |
-0.2% |
13,005.0 |
| Low |
12,755.0 |
12,635.0 |
-120.0 |
-0.9% |
12,367.0 |
| Close |
12,818.0 |
12,881.0 |
63.0 |
0.5% |
12,988.0 |
| Range |
201.0 |
292.0 |
91.0 |
45.3% |
638.0 |
| ATR |
305.9 |
304.9 |
-1.0 |
-0.3% |
0.0 |
| Volume |
50,985 |
61,169 |
10,184 |
20.0% |
296,304 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,690.3 |
13,577.7 |
13,041.6 |
|
| R3 |
13,398.3 |
13,285.7 |
12,961.3 |
|
| R2 |
13,106.3 |
13,106.3 |
12,934.5 |
|
| R1 |
12,993.7 |
12,993.7 |
12,907.8 |
13,050.0 |
| PP |
12,814.3 |
12,814.3 |
12,814.3 |
12,842.5 |
| S1 |
12,701.7 |
12,701.7 |
12,854.2 |
12,758.0 |
| S2 |
12,522.3 |
12,522.3 |
12,827.5 |
|
| S3 |
12,230.3 |
12,409.7 |
12,800.7 |
|
| S4 |
11,938.3 |
12,117.7 |
12,720.4 |
|
|
| 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 |
12,435.0 |
570.0 |
4.4% |
250.0 |
1.9% |
78% |
False |
False |
62,729 |
| 10 |
13,344.0 |
12,367.0 |
977.0 |
7.6% |
295.8 |
2.3% |
53% |
False |
False |
69,206 |
| 20 |
13,646.0 |
12,367.0 |
1,279.0 |
9.9% |
312.1 |
2.4% |
40% |
False |
False |
63,096 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
264.0 |
2.0% |
22% |
False |
False |
32,715 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
244.5 |
1.9% |
22% |
False |
False |
21,817 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.8% |
233.8 |
1.8% |
20% |
False |
False |
16,368 |
| 100 |
15,253.0 |
12,367.0 |
2,886.0 |
22.4% |
233.6 |
1.8% |
18% |
False |
False |
13,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,168.0 |
|
2.618 |
13,691.5 |
|
1.618 |
13,399.5 |
|
1.000 |
13,219.0 |
|
0.618 |
13,107.5 |
|
HIGH |
12,927.0 |
|
0.618 |
12,815.5 |
|
0.500 |
12,781.0 |
|
0.382 |
12,746.5 |
|
LOW |
12,635.0 |
|
0.618 |
12,454.5 |
|
1.000 |
12,343.0 |
|
1.618 |
12,162.5 |
|
2.618 |
11,870.5 |
|
4.250 |
11,394.0 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,847.7 |
12,860.7 |
| PP |
12,814.3 |
12,840.3 |
| S1 |
12,781.0 |
12,820.0 |
|