| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,823.0 |
12,809.0 |
-14.0 |
-0.1% |
12,850.0 |
| High |
12,927.0 |
12,852.0 |
-75.0 |
-0.6% |
13,005.0 |
| Low |
12,635.0 |
12,605.0 |
-30.0 |
-0.2% |
12,367.0 |
| Close |
12,881.0 |
12,740.0 |
-141.0 |
-1.1% |
12,988.0 |
| Range |
292.0 |
247.0 |
-45.0 |
-15.4% |
638.0 |
| ATR |
304.9 |
302.8 |
-2.1 |
-0.7% |
0.0 |
| Volume |
61,169 |
70,085 |
8,916 |
14.6% |
296,304 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,473.3 |
13,353.7 |
12,875.9 |
|
| R3 |
13,226.3 |
13,106.7 |
12,807.9 |
|
| R2 |
12,979.3 |
12,979.3 |
12,785.3 |
|
| R1 |
12,859.7 |
12,859.7 |
12,762.6 |
12,796.0 |
| PP |
12,732.3 |
12,732.3 |
12,732.3 |
12,700.5 |
| S1 |
12,612.7 |
12,612.7 |
12,717.4 |
12,549.0 |
| S2 |
12,485.3 |
12,485.3 |
12,694.7 |
|
| S3 |
12,238.3 |
12,365.7 |
12,672.1 |
|
| S4 |
11,991.3 |
12,118.7 |
12,604.2 |
|
|
| 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 |
12,597.0 |
408.0 |
3.2% |
252.2 |
2.0% |
35% |
False |
False |
62,723 |
| 10 |
13,155.0 |
12,367.0 |
788.0 |
6.2% |
294.9 |
2.3% |
47% |
False |
False |
70,305 |
| 20 |
13,646.0 |
12,367.0 |
1,279.0 |
10.0% |
305.3 |
2.4% |
29% |
False |
False |
64,289 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
18.1% |
265.6 |
2.1% |
16% |
False |
False |
34,467 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
18.1% |
247.0 |
1.9% |
16% |
False |
False |
22,985 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
20.0% |
235.1 |
1.8% |
15% |
False |
False |
17,244 |
| 100 |
15,040.0 |
12,367.0 |
2,673.0 |
21.0% |
236.1 |
1.9% |
14% |
False |
False |
13,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,901.8 |
|
2.618 |
13,498.6 |
|
1.618 |
13,251.6 |
|
1.000 |
13,099.0 |
|
0.618 |
13,004.6 |
|
HIGH |
12,852.0 |
|
0.618 |
12,757.6 |
|
0.500 |
12,728.5 |
|
0.382 |
12,699.4 |
|
LOW |
12,605.0 |
|
0.618 |
12,452.4 |
|
1.000 |
12,358.0 |
|
1.618 |
12,205.4 |
|
2.618 |
11,958.4 |
|
4.250 |
11,555.3 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,736.2 |
12,780.5 |
| PP |
12,732.3 |
12,767.0 |
| S1 |
12,728.5 |
12,753.5 |
|