Trading Metrics calculated at close of trading on 12-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,761.5 |
1,751.1 |
-10.4 |
-0.6% |
1,830.9 |
High |
1,761.9 |
1,761.4 |
-0.5 |
0.0% |
1,834.8 |
Low |
1,748.8 |
1,741.1 |
-7.7 |
-0.4% |
1,745.3 |
Close |
1,751.1 |
1,744.3 |
-6.8 |
-0.4% |
1,761.6 |
Range |
13.1 |
20.3 |
7.2 |
55.0% |
89.5 |
ATR |
26.2 |
25.8 |
-0.4 |
-1.6% |
0.0 |
Volume |
64,984 |
124,807 |
59,823 |
92.1% |
188,330 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.8 |
1,797.4 |
1,755.5 |
|
R3 |
1,789.5 |
1,777.1 |
1,749.9 |
|
R2 |
1,769.2 |
1,769.2 |
1,748.0 |
|
R1 |
1,756.8 |
1,756.8 |
1,746.2 |
1,752.9 |
PP |
1,748.9 |
1,748.9 |
1,748.9 |
1,747.0 |
S1 |
1,736.5 |
1,736.5 |
1,742.4 |
1,732.6 |
S2 |
1,728.6 |
1,728.6 |
1,740.6 |
|
S3 |
1,708.3 |
1,716.2 |
1,738.7 |
|
S4 |
1,688.0 |
1,695.9 |
1,733.1 |
|
|
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 |
1,790.4 |
1,741.1 |
49.3 |
2.8% |
22.6 |
1.3% |
6% |
False |
True |
64,958 |
10 |
1,855.1 |
1,741.1 |
114.0 |
6.5% |
25.4 |
1.5% |
3% |
False |
True |
45,676 |
20 |
1,900.8 |
1,741.1 |
159.7 |
9.2% |
27.3 |
1.6% |
2% |
False |
True |
26,292 |
40 |
1,900.8 |
1,741.1 |
159.7 |
9.2% |
25.7 |
1.5% |
2% |
False |
True |
15,299 |
60 |
2,024.3 |
1,741.1 |
283.2 |
16.2% |
26.7 |
1.5% |
1% |
False |
True |
10,941 |
80 |
2,024.3 |
1,741.1 |
283.2 |
16.2% |
26.4 |
1.5% |
1% |
False |
True |
8,733 |
100 |
2,091.4 |
1,741.1 |
350.3 |
20.1% |
29.4 |
1.7% |
1% |
False |
True |
7,250 |
120 |
2,091.4 |
1,741.1 |
350.3 |
20.1% |
27.9 |
1.6% |
1% |
False |
True |
6,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.7 |
2.618 |
1,814.5 |
1.618 |
1,794.2 |
1.000 |
1,781.7 |
0.618 |
1,773.9 |
HIGH |
1,761.4 |
0.618 |
1,753.6 |
0.500 |
1,751.3 |
0.382 |
1,748.9 |
LOW |
1,741.1 |
0.618 |
1,728.6 |
1.000 |
1,720.8 |
1.618 |
1,708.3 |
2.618 |
1,688.0 |
4.250 |
1,654.8 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,751.3 |
1,756.0 |
PP |
1,748.9 |
1,752.1 |
S1 |
1,746.6 |
1,748.2 |
|