| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
13,340.0 |
13,200.0 |
-140.0 |
-1.0% |
12,932.0 |
| High |
13,438.0 |
13,359.0 |
-79.0 |
-0.6% |
12,956.0 |
| Low |
13,112.0 |
13,083.0 |
-29.0 |
-0.2% |
12,418.0 |
| Close |
13,271.0 |
13,196.0 |
-75.0 |
-0.6% |
12,859.0 |
| Range |
326.0 |
276.0 |
-50.0 |
-15.3% |
538.0 |
| ATR |
323.3 |
319.9 |
-3.4 |
-1.0% |
0.0 |
| Volume |
73,037 |
70,190 |
-2,847 |
-3.9% |
327,329 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,040.7 |
13,894.3 |
13,347.8 |
|
| R3 |
13,764.7 |
13,618.3 |
13,271.9 |
|
| R2 |
13,488.7 |
13,488.7 |
13,246.6 |
|
| R1 |
13,342.3 |
13,342.3 |
13,221.3 |
13,277.5 |
| PP |
13,212.7 |
13,212.7 |
13,212.7 |
13,180.3 |
| S1 |
13,066.3 |
13,066.3 |
13,170.7 |
13,001.5 |
| S2 |
12,936.7 |
12,936.7 |
13,145.4 |
|
| S3 |
12,660.7 |
12,790.3 |
13,120.1 |
|
| S4 |
12,384.7 |
12,514.3 |
13,044.2 |
|
|
| 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 |
13,438.0 |
12,517.0 |
921.0 |
7.0% |
345.4 |
2.6% |
74% |
False |
False |
66,923 |
| 10 |
13,438.0 |
12,418.0 |
1,020.0 |
7.7% |
310.3 |
2.4% |
76% |
False |
False |
66,603 |
| 20 |
13,438.0 |
12,367.0 |
1,071.0 |
8.1% |
311.6 |
2.4% |
77% |
False |
False |
68,377 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.5% |
289.4 |
2.2% |
36% |
False |
False |
44,803 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.5% |
257.6 |
2.0% |
36% |
False |
False |
29,876 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.4% |
246.1 |
1.9% |
32% |
False |
False |
22,414 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
19.4% |
244.9 |
1.9% |
32% |
False |
False |
17,936 |
| 120 |
15,630.0 |
12,367.0 |
3,263.0 |
24.7% |
214.8 |
1.6% |
25% |
False |
False |
14,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,532.0 |
|
2.618 |
14,081.6 |
|
1.618 |
13,805.6 |
|
1.000 |
13,635.0 |
|
0.618 |
13,529.6 |
|
HIGH |
13,359.0 |
|
0.618 |
13,253.6 |
|
0.500 |
13,221.0 |
|
0.382 |
13,188.4 |
|
LOW |
13,083.0 |
|
0.618 |
12,912.4 |
|
1.000 |
12,807.0 |
|
1.618 |
12,636.4 |
|
2.618 |
12,360.4 |
|
4.250 |
11,910.0 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,221.0 |
13,172.0 |
| PP |
13,212.7 |
13,148.0 |
| S1 |
13,204.3 |
13,124.0 |
|