| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,809.0 |
12,710.0 |
-99.0 |
-0.8% |
12,850.0 |
| High |
12,852.0 |
12,797.0 |
-55.0 |
-0.4% |
13,005.0 |
| Low |
12,605.0 |
12,418.0 |
-187.0 |
-1.5% |
12,367.0 |
| Close |
12,740.0 |
12,509.0 |
-231.0 |
-1.8% |
12,988.0 |
| Range |
247.0 |
379.0 |
132.0 |
53.4% |
638.0 |
| ATR |
302.8 |
308.3 |
5.4 |
1.8% |
0.0 |
| Volume |
70,085 |
79,047 |
8,962 |
12.8% |
296,304 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,711.7 |
13,489.3 |
12,717.5 |
|
| R3 |
13,332.7 |
13,110.3 |
12,613.2 |
|
| R2 |
12,953.7 |
12,953.7 |
12,578.5 |
|
| R1 |
12,731.3 |
12,731.3 |
12,543.7 |
12,653.0 |
| PP |
12,574.7 |
12,574.7 |
12,574.7 |
12,535.5 |
| S1 |
12,352.3 |
12,352.3 |
12,474.3 |
12,274.0 |
| S2 |
12,195.7 |
12,195.7 |
12,439.5 |
|
| S3 |
11,816.7 |
11,973.3 |
12,404.8 |
|
| S4 |
11,437.7 |
11,594.3 |
12,300.6 |
|
|
| 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 |
12,418.0 |
587.0 |
4.7% |
275.2 |
2.2% |
16% |
False |
True |
66,284 |
| 10 |
13,005.0 |
12,367.0 |
638.0 |
5.1% |
309.6 |
2.5% |
22% |
False |
False |
71,208 |
| 20 |
13,646.0 |
12,367.0 |
1,279.0 |
10.2% |
308.9 |
2.5% |
11% |
False |
False |
66,120 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
18.4% |
271.3 |
2.2% |
6% |
False |
False |
36,442 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
18.4% |
250.4 |
2.0% |
6% |
False |
False |
24,301 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
20.4% |
236.5 |
1.9% |
6% |
False |
False |
18,232 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
20.4% |
239.9 |
1.9% |
6% |
False |
False |
14,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,407.8 |
|
2.618 |
13,789.2 |
|
1.618 |
13,410.2 |
|
1.000 |
13,176.0 |
|
0.618 |
13,031.2 |
|
HIGH |
12,797.0 |
|
0.618 |
12,652.2 |
|
0.500 |
12,607.5 |
|
0.382 |
12,562.8 |
|
LOW |
12,418.0 |
|
0.618 |
12,183.8 |
|
1.000 |
12,039.0 |
|
1.618 |
11,804.8 |
|
2.618 |
11,425.8 |
|
4.250 |
10,807.3 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,607.5 |
12,672.5 |
| PP |
12,574.7 |
12,618.0 |
| S1 |
12,541.8 |
12,563.5 |
|