Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,758.3 |
1,761.5 |
3.2 |
0.2% |
1,830.9 |
High |
1,770.8 |
1,761.9 |
-8.9 |
-0.5% |
1,834.8 |
Low |
1,745.3 |
1,748.8 |
3.5 |
0.2% |
1,745.3 |
Close |
1,761.6 |
1,751.1 |
-10.5 |
-0.6% |
1,761.6 |
Range |
25.5 |
13.1 |
-12.4 |
-48.6% |
89.5 |
ATR |
27.2 |
26.2 |
-1.0 |
-3.7% |
0.0 |
Volume |
47,907 |
64,984 |
17,077 |
35.6% |
188,330 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.2 |
1,785.3 |
1,758.3 |
|
R3 |
1,780.1 |
1,772.2 |
1,754.7 |
|
R2 |
1,767.0 |
1,767.0 |
1,753.5 |
|
R1 |
1,759.1 |
1,759.1 |
1,752.3 |
1,756.5 |
PP |
1,753.9 |
1,753.9 |
1,753.9 |
1,752.7 |
S1 |
1,746.0 |
1,746.0 |
1,749.9 |
1,743.4 |
S2 |
1,740.8 |
1,740.8 |
1,748.7 |
|
S3 |
1,727.7 |
1,732.9 |
1,747.5 |
|
S4 |
1,714.6 |
1,719.8 |
1,743.9 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.1 |
1,994.8 |
1,810.8 |
|
R3 |
1,959.6 |
1,905.3 |
1,786.2 |
|
R2 |
1,870.1 |
1,870.1 |
1,778.0 |
|
R1 |
1,815.8 |
1,815.8 |
1,769.8 |
1,798.2 |
PP |
1,780.6 |
1,780.6 |
1,780.6 |
1,771.8 |
S1 |
1,726.3 |
1,726.3 |
1,753.4 |
1,708.7 |
S2 |
1,691.1 |
1,691.1 |
1,745.2 |
|
S3 |
1,601.6 |
1,636.8 |
1,737.0 |
|
S4 |
1,512.1 |
1,547.3 |
1,712.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,834.8 |
1,745.3 |
89.5 |
5.1% |
29.0 |
1.7% |
6% |
False |
False |
50,662 |
10 |
1,862.7 |
1,745.3 |
117.4 |
6.7% |
25.4 |
1.5% |
5% |
False |
False |
34,171 |
20 |
1,900.8 |
1,745.3 |
155.5 |
8.9% |
29.0 |
1.7% |
4% |
False |
False |
20,558 |
40 |
1,900.8 |
1,745.3 |
155.5 |
8.9% |
26.1 |
1.5% |
4% |
False |
False |
12,283 |
60 |
2,024.3 |
1,745.3 |
279.0 |
15.9% |
26.7 |
1.5% |
2% |
False |
False |
8,912 |
80 |
2,024.3 |
1,745.3 |
279.0 |
15.9% |
26.5 |
1.5% |
2% |
False |
False |
7,195 |
100 |
2,091.4 |
1,745.3 |
346.1 |
19.8% |
29.6 |
1.7% |
2% |
False |
False |
6,012 |
120 |
2,091.4 |
1,745.3 |
346.1 |
19.8% |
27.8 |
1.6% |
2% |
False |
False |
5,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,817.6 |
2.618 |
1,796.2 |
1.618 |
1,783.1 |
1.000 |
1,775.0 |
0.618 |
1,770.0 |
HIGH |
1,761.9 |
0.618 |
1,756.9 |
0.500 |
1,755.4 |
0.382 |
1,753.8 |
LOW |
1,748.8 |
0.618 |
1,740.7 |
1.000 |
1,735.7 |
1.618 |
1,727.6 |
2.618 |
1,714.5 |
4.250 |
1,693.1 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,755.4 |
1,758.1 |
PP |
1,753.9 |
1,755.7 |
S1 |
1,752.5 |
1,753.4 |
|