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 |
1,725.1 |
1,725.2 |
0.1 |
0.0% |
1,761.5 |
High |
1,740.4 |
1,734.3 |
-6.1 |
-0.4% |
1,763.1 |
Low |
1,722.6 |
1,720.7 |
-1.9 |
-0.1% |
1,714.5 |
Close |
1,728.2 |
1,728.1 |
-0.1 |
0.0% |
1,722.2 |
Range |
17.8 |
13.6 |
-4.2 |
-23.6% |
48.6 |
ATR |
26.5 |
25.5 |
-0.9 |
-3.5% |
0.0 |
Volume |
35,985 |
23,988 |
-11,997 |
-33.3% |
376,391 |
|
Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.5 |
1,761.9 |
1,735.6 |
|
R3 |
1,754.9 |
1,748.3 |
1,731.8 |
|
R2 |
1,741.3 |
1,741.3 |
1,730.6 |
|
R1 |
1,734.7 |
1,734.7 |
1,729.3 |
1,738.0 |
PP |
1,727.7 |
1,727.7 |
1,727.7 |
1,729.4 |
S1 |
1,721.1 |
1,721.1 |
1,726.9 |
1,724.4 |
S2 |
1,714.1 |
1,714.1 |
1,725.6 |
|
S3 |
1,700.5 |
1,707.5 |
1,724.4 |
|
S4 |
1,686.9 |
1,693.9 |
1,720.6 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.1 |
1,849.2 |
1,748.9 |
|
R3 |
1,830.5 |
1,800.6 |
1,735.6 |
|
R2 |
1,781.9 |
1,781.9 |
1,731.1 |
|
R1 |
1,752.0 |
1,752.0 |
1,726.7 |
1,742.7 |
PP |
1,733.3 |
1,733.3 |
1,733.3 |
1,728.6 |
S1 |
1,703.4 |
1,703.4 |
1,717.7 |
1,694.1 |
S2 |
1,684.7 |
1,684.7 |
1,713.3 |
|
S3 |
1,636.1 |
1,654.8 |
1,708.8 |
|
S4 |
1,587.5 |
1,606.2 |
1,695.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,763.1 |
1,714.5 |
48.6 |
2.8% |
25.8 |
1.5% |
28% |
False |
False |
49,314 |
10 |
1,790.4 |
1,714.5 |
75.9 |
4.4% |
24.2 |
1.4% |
18% |
False |
False |
57,136 |
20 |
1,870.0 |
1,714.5 |
155.5 |
9.0% |
24.2 |
1.4% |
9% |
False |
False |
36,897 |
40 |
1,900.8 |
1,714.5 |
186.3 |
10.8% |
25.3 |
1.5% |
7% |
False |
False |
21,243 |
60 |
1,980.4 |
1,714.5 |
265.9 |
15.4% |
26.8 |
1.6% |
5% |
False |
False |
14,926 |
80 |
2,024.3 |
1,714.5 |
309.8 |
17.9% |
26.4 |
1.5% |
4% |
False |
False |
11,729 |
100 |
2,091.4 |
1,714.5 |
376.9 |
21.8% |
29.6 |
1.7% |
4% |
False |
False |
9,669 |
120 |
2,091.4 |
1,714.5 |
376.9 |
21.8% |
28.2 |
1.6% |
4% |
False |
False |
8,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.1 |
2.618 |
1,769.9 |
1.618 |
1,756.3 |
1.000 |
1,747.9 |
0.618 |
1,742.7 |
HIGH |
1,734.3 |
0.618 |
1,729.1 |
0.500 |
1,727.5 |
0.382 |
1,725.9 |
LOW |
1,720.7 |
0.618 |
1,712.3 |
1.000 |
1,707.1 |
1.618 |
1,698.7 |
2.618 |
1,685.1 |
4.250 |
1,662.9 |
|
|
Fisher Pivots for day following 19-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,727.9 |
1,728.1 |
PP |
1,727.7 |
1,728.0 |
S1 |
1,727.5 |
1,728.0 |
|