| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,710.0 |
12,611.0 |
-99.0 |
-0.8% |
12,932.0 |
| High |
12,797.0 |
12,868.0 |
71.0 |
0.6% |
12,956.0 |
| Low |
12,418.0 |
12,517.0 |
99.0 |
0.8% |
12,418.0 |
| Close |
12,509.0 |
12,859.0 |
350.0 |
2.8% |
12,859.0 |
| Range |
379.0 |
351.0 |
-28.0 |
-7.4% |
538.0 |
| ATR |
308.3 |
311.9 |
3.6 |
1.2% |
0.0 |
| Volume |
79,047 |
66,043 |
-13,004 |
-16.5% |
327,329 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,801.0 |
13,681.0 |
13,052.1 |
|
| R3 |
13,450.0 |
13,330.0 |
12,955.5 |
|
| R2 |
13,099.0 |
13,099.0 |
12,923.4 |
|
| R1 |
12,979.0 |
12,979.0 |
12,891.2 |
13,039.0 |
| PP |
12,748.0 |
12,748.0 |
12,748.0 |
12,778.0 |
| S1 |
12,628.0 |
12,628.0 |
12,826.8 |
12,688.0 |
| S2 |
12,397.0 |
12,397.0 |
12,794.7 |
|
| S3 |
12,046.0 |
12,277.0 |
12,762.5 |
|
| S4 |
11,695.0 |
11,926.0 |
12,666.0 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,358.3 |
14,146.7 |
13,154.9 |
|
| R3 |
13,820.3 |
13,608.7 |
13,007.0 |
|
| R2 |
13,282.3 |
13,282.3 |
12,957.6 |
|
| R1 |
13,070.7 |
13,070.7 |
12,908.3 |
12,907.5 |
| PP |
12,744.3 |
12,744.3 |
12,744.3 |
12,662.8 |
| S1 |
12,532.7 |
12,532.7 |
12,809.7 |
12,369.5 |
| S2 |
12,206.3 |
12,206.3 |
12,760.4 |
|
| S3 |
11,668.3 |
11,994.7 |
12,711.1 |
|
| S4 |
11,130.3 |
11,456.7 |
12,563.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,956.0 |
12,418.0 |
538.0 |
4.2% |
294.0 |
2.3% |
82% |
False |
False |
65,465 |
| 10 |
13,005.0 |
12,367.0 |
638.0 |
5.0% |
305.7 |
2.4% |
77% |
False |
False |
68,766 |
| 20 |
13,420.0 |
12,367.0 |
1,053.0 |
8.2% |
290.0 |
2.3% |
47% |
False |
False |
66,607 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
275.2 |
2.1% |
21% |
False |
False |
38,093 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
252.7 |
2.0% |
21% |
False |
False |
25,402 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.9% |
239.3 |
1.9% |
19% |
False |
False |
19,058 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.9% |
242.2 |
1.9% |
19% |
False |
False |
15,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,359.8 |
|
2.618 |
13,786.9 |
|
1.618 |
13,435.9 |
|
1.000 |
13,219.0 |
|
0.618 |
13,084.9 |
|
HIGH |
12,868.0 |
|
0.618 |
12,733.9 |
|
0.500 |
12,692.5 |
|
0.382 |
12,651.1 |
|
LOW |
12,517.0 |
|
0.618 |
12,300.1 |
|
1.000 |
12,166.0 |
|
1.618 |
11,949.1 |
|
2.618 |
11,598.1 |
|
4.250 |
11,025.3 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,803.5 |
12,787.0 |
| PP |
12,748.0 |
12,715.0 |
| S1 |
12,692.5 |
12,643.0 |
|