Trading Metrics calculated at close of trading on 20-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,725.2 |
1,727.0 |
1.8 |
0.1% |
1,761.5 |
High |
1,734.3 |
1,730.4 |
-3.9 |
-0.2% |
1,763.1 |
Low |
1,720.7 |
1,707.8 |
-12.9 |
-0.7% |
1,714.5 |
Close |
1,728.1 |
1,717.7 |
-10.4 |
-0.6% |
1,722.2 |
Range |
13.6 |
22.6 |
9.0 |
66.2% |
48.6 |
ATR |
25.5 |
25.3 |
-0.2 |
-0.8% |
0.0 |
Volume |
23,988 |
48,370 |
24,382 |
101.6% |
376,391 |
|
Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.4 |
1,774.7 |
1,730.1 |
|
R3 |
1,763.8 |
1,752.1 |
1,723.9 |
|
R2 |
1,741.2 |
1,741.2 |
1,721.8 |
|
R1 |
1,729.5 |
1,729.5 |
1,719.8 |
1,724.1 |
PP |
1,718.6 |
1,718.6 |
1,718.6 |
1,715.9 |
S1 |
1,706.9 |
1,706.9 |
1,715.6 |
1,701.5 |
S2 |
1,696.0 |
1,696.0 |
1,713.6 |
|
S3 |
1,673.4 |
1,684.3 |
1,711.5 |
|
S4 |
1,650.8 |
1,661.7 |
1,705.3 |
|
|
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 |
1,754.1 |
1,707.8 |
46.3 |
2.7% |
22.3 |
1.3% |
21% |
False |
True |
39,078 |
10 |
1,770.8 |
1,707.8 |
63.0 |
3.7% |
22.4 |
1.3% |
16% |
False |
True |
55,276 |
20 |
1,870.0 |
1,707.8 |
162.2 |
9.4% |
24.5 |
1.4% |
6% |
False |
True |
38,997 |
40 |
1,900.8 |
1,707.8 |
193.0 |
11.2% |
25.4 |
1.5% |
5% |
False |
True |
22,386 |
60 |
1,957.2 |
1,707.8 |
249.4 |
14.5% |
26.7 |
1.6% |
4% |
False |
True |
15,703 |
80 |
2,024.3 |
1,707.8 |
316.5 |
18.4% |
26.4 |
1.5% |
3% |
False |
True |
12,304 |
100 |
2,091.4 |
1,707.8 |
383.6 |
22.3% |
28.9 |
1.7% |
3% |
False |
True |
10,134 |
120 |
2,091.4 |
1,707.8 |
383.6 |
22.3% |
28.1 |
1.6% |
3% |
False |
True |
8,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.5 |
2.618 |
1,789.6 |
1.618 |
1,767.0 |
1.000 |
1,753.0 |
0.618 |
1,744.4 |
HIGH |
1,730.4 |
0.618 |
1,721.8 |
0.500 |
1,719.1 |
0.382 |
1,716.4 |
LOW |
1,707.8 |
0.618 |
1,693.8 |
1.000 |
1,685.2 |
1.618 |
1,671.2 |
2.618 |
1,648.6 |
4.250 |
1,611.8 |
|
|
Fisher Pivots for day following 20-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,719.1 |
1,724.1 |
PP |
1,718.6 |
1,722.0 |
S1 |
1,718.2 |
1,719.8 |
|