Trading Metrics calculated at close of trading on 19-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
12,854.0 |
12,864.0 |
10.0 |
0.1% |
12,932.0 |
High |
13,054.0 |
13,352.0 |
298.0 |
2.3% |
12,956.0 |
Low |
12,822.0 |
12,810.0 |
-12.0 |
-0.1% |
12,418.0 |
Close |
12,923.0 |
13,304.0 |
381.0 |
2.9% |
12,859.0 |
Range |
232.0 |
542.0 |
310.0 |
133.6% |
538.0 |
ATR |
306.2 |
323.0 |
16.8 |
5.5% |
0.0 |
Volume |
54,888 |
70,457 |
15,569 |
28.4% |
327,329 |
|
Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,781.3 |
14,584.7 |
13,602.1 |
|
R3 |
14,239.3 |
14,042.7 |
13,453.1 |
|
R2 |
13,697.3 |
13,697.3 |
13,403.4 |
|
R1 |
13,500.7 |
13,500.7 |
13,353.7 |
13,599.0 |
PP |
13,155.3 |
13,155.3 |
13,155.3 |
13,204.5 |
S1 |
12,958.7 |
12,958.7 |
13,254.3 |
13,057.0 |
S2 |
12,613.3 |
12,613.3 |
13,204.6 |
|
S3 |
12,071.3 |
12,416.7 |
13,155.0 |
|
S4 |
11,529.3 |
11,874.7 |
13,005.9 |
|
|
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 |
13,352.0 |
12,418.0 |
934.0 |
7.0% |
350.2 |
2.6% |
95% |
True |
False |
68,104 |
10 |
13,352.0 |
12,418.0 |
934.0 |
7.0% |
300.1 |
2.3% |
95% |
True |
False |
65,416 |
20 |
13,420.0 |
12,367.0 |
1,053.0 |
7.9% |
305.1 |
2.3% |
89% |
False |
False |
67,117 |
40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.3% |
283.1 |
2.1% |
41% |
False |
False |
41,224 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.3% |
258.5 |
1.9% |
41% |
False |
False |
27,490 |
80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.2% |
241.8 |
1.8% |
37% |
False |
False |
20,624 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.2% |
247.7 |
1.9% |
37% |
False |
False |
16,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,655.5 |
2.618 |
14,771.0 |
1.618 |
14,229.0 |
1.000 |
13,894.0 |
0.618 |
13,687.0 |
HIGH |
13,352.0 |
0.618 |
13,145.0 |
0.500 |
13,081.0 |
0.382 |
13,017.0 |
LOW |
12,810.0 |
0.618 |
12,475.0 |
1.000 |
12,268.0 |
1.618 |
11,933.0 |
2.618 |
11,391.0 |
4.250 |
10,506.5 |
|
|
Fisher Pivots for day following 19-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
13,229.7 |
13,180.8 |
PP |
13,155.3 |
13,057.7 |
S1 |
13,081.0 |
12,934.5 |
|