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 |
1,727.0 |
1,711.5 |
-15.5 |
-0.9% |
1,761.5 |
High |
1,730.4 |
1,737.3 |
6.9 |
0.4% |
1,763.1 |
Low |
1,707.8 |
1,696.1 |
-11.7 |
-0.7% |
1,714.5 |
Close |
1,717.7 |
1,731.3 |
13.6 |
0.8% |
1,722.2 |
Range |
22.6 |
41.2 |
18.6 |
82.3% |
48.6 |
ATR |
25.3 |
26.5 |
1.1 |
4.5% |
0.0 |
Volume |
48,370 |
59,174 |
10,804 |
22.3% |
376,391 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.2 |
1,829.4 |
1,754.0 |
|
R3 |
1,804.0 |
1,788.2 |
1,742.6 |
|
R2 |
1,762.8 |
1,762.8 |
1,738.9 |
|
R1 |
1,747.0 |
1,747.0 |
1,735.1 |
1,754.9 |
PP |
1,721.6 |
1,721.6 |
1,721.6 |
1,725.5 |
S1 |
1,705.8 |
1,705.8 |
1,727.5 |
1,713.7 |
S2 |
1,680.4 |
1,680.4 |
1,723.7 |
|
S3 |
1,639.2 |
1,664.6 |
1,720.0 |
|
S4 |
1,598.0 |
1,623.4 |
1,708.6 |
|
|
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 |
1,740.4 |
1,696.1 |
44.3 |
2.6% |
22.6 |
1.3% |
79% |
False |
True |
38,068 |
10 |
1,770.8 |
1,696.1 |
74.7 |
4.3% |
25.2 |
1.5% |
47% |
False |
True |
59,181 |
20 |
1,868.5 |
1,696.1 |
172.4 |
10.0% |
25.4 |
1.5% |
20% |
False |
True |
41,623 |
40 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
26.0 |
1.5% |
17% |
False |
True |
23,802 |
60 |
1,941.6 |
1,696.1 |
245.5 |
14.2% |
26.7 |
1.5% |
14% |
False |
True |
16,649 |
80 |
2,024.3 |
1,696.1 |
328.2 |
19.0% |
26.6 |
1.5% |
11% |
False |
True |
13,008 |
100 |
2,091.4 |
1,696.1 |
395.3 |
22.8% |
28.9 |
1.7% |
9% |
False |
True |
10,718 |
120 |
2,091.4 |
1,696.1 |
395.3 |
22.8% |
28.2 |
1.6% |
9% |
False |
True |
9,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,912.4 |
2.618 |
1,845.2 |
1.618 |
1,804.0 |
1.000 |
1,778.5 |
0.618 |
1,762.8 |
HIGH |
1,737.3 |
0.618 |
1,721.6 |
0.500 |
1,716.7 |
0.382 |
1,711.8 |
LOW |
1,696.1 |
0.618 |
1,670.6 |
1.000 |
1,654.9 |
1.618 |
1,629.4 |
2.618 |
1,588.2 |
4.250 |
1,521.0 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,726.4 |
1,726.4 |
PP |
1,721.6 |
1,721.6 |
S1 |
1,716.7 |
1,716.7 |
|