Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,412.0 |
3,420.0 |
8.0 |
0.2% |
3,424.0 |
High |
3,412.0 |
3,464.0 |
52.0 |
1.5% |
3,468.0 |
Low |
3,360.0 |
3,406.0 |
46.0 |
1.4% |
3,360.0 |
Close |
3,382.0 |
3,464.0 |
82.0 |
2.4% |
3,464.0 |
Range |
52.0 |
58.0 |
6.0 |
11.5% |
108.0 |
ATR |
66.2 |
67.3 |
1.1 |
1.7% |
0.0 |
Volume |
18,892 |
7,756 |
-11,136 |
-58.9% |
33,396 |
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.7 |
3,599.3 |
3,495.9 |
|
R3 |
3,560.7 |
3,541.3 |
3,480.0 |
|
R2 |
3,502.7 |
3,502.7 |
3,474.6 |
|
R1 |
3,483.3 |
3,483.3 |
3,469.3 |
3,493.0 |
PP |
3,444.7 |
3,444.7 |
3,444.7 |
3,449.5 |
S1 |
3,425.3 |
3,425.3 |
3,458.7 |
3,435.0 |
S2 |
3,386.7 |
3,386.7 |
3,453.4 |
|
S3 |
3,328.7 |
3,367.3 |
3,448.1 |
|
S4 |
3,270.7 |
3,309.3 |
3,432.1 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.7 |
3,717.3 |
3,523.4 |
|
R3 |
3,646.7 |
3,609.3 |
3,493.7 |
|
R2 |
3,538.7 |
3,538.7 |
3,483.8 |
|
R1 |
3,501.3 |
3,501.3 |
3,473.9 |
3,520.0 |
PP |
3,430.7 |
3,430.7 |
3,430.7 |
3,440.0 |
S1 |
3,393.3 |
3,393.3 |
3,454.1 |
3,412.0 |
S2 |
3,322.7 |
3,322.7 |
3,444.2 |
|
S3 |
3,214.7 |
3,285.3 |
3,434.3 |
|
S4 |
3,106.7 |
3,177.3 |
3,404.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,468.0 |
3,360.0 |
108.0 |
3.1% |
51.4 |
1.5% |
96% |
False |
False |
6,679 |
10 |
3,487.0 |
3,334.0 |
153.0 |
4.4% |
52.5 |
1.5% |
85% |
False |
False |
4,733 |
20 |
3,573.0 |
3,334.0 |
239.0 |
6.9% |
53.1 |
1.5% |
54% |
False |
False |
6,758 |
40 |
3,815.0 |
3,334.0 |
481.0 |
13.9% |
39.7 |
1.1% |
27% |
False |
False |
3,769 |
60 |
3,815.0 |
3,334.0 |
481.0 |
13.9% |
30.0 |
0.9% |
27% |
False |
False |
4,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,710.5 |
2.618 |
3,615.8 |
1.618 |
3,557.8 |
1.000 |
3,522.0 |
0.618 |
3,499.8 |
HIGH |
3,464.0 |
0.618 |
3,441.8 |
0.500 |
3,435.0 |
0.382 |
3,428.2 |
LOW |
3,406.0 |
0.618 |
3,370.2 |
1.000 |
3,348.0 |
1.618 |
3,312.2 |
2.618 |
3,254.2 |
4.250 |
3,159.5 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,454.3 |
3,446.7 |
PP |
3,444.7 |
3,429.3 |
S1 |
3,435.0 |
3,412.0 |
|