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 |
3,468.0 |
3,560.0 |
92.0 |
2.7% |
3,424.0 |
High |
3,577.0 |
3,585.0 |
8.0 |
0.2% |
3,468.0 |
Low |
3,468.0 |
3,541.0 |
73.0 |
2.1% |
3,360.0 |
Close |
3,577.0 |
3,570.0 |
-7.0 |
-0.2% |
3,464.0 |
Range |
109.0 |
44.0 |
-65.0 |
-59.6% |
108.0 |
ATR |
69.4 |
67.5 |
-1.8 |
-2.6% |
0.0 |
Volume |
23,658 |
19,607 |
-4,051 |
-17.1% |
33,396 |
|
Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,697.3 |
3,677.7 |
3,594.2 |
|
R3 |
3,653.3 |
3,633.7 |
3,582.1 |
|
R2 |
3,609.3 |
3,609.3 |
3,578.1 |
|
R1 |
3,589.7 |
3,589.7 |
3,574.0 |
3,599.5 |
PP |
3,565.3 |
3,565.3 |
3,565.3 |
3,570.3 |
S1 |
3,545.7 |
3,545.7 |
3,566.0 |
3,555.5 |
S2 |
3,521.3 |
3,521.3 |
3,561.9 |
|
S3 |
3,477.3 |
3,501.7 |
3,557.9 |
|
S4 |
3,433.3 |
3,457.7 |
3,545.8 |
|
|
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 |
3,585.0 |
3,360.0 |
225.0 |
6.3% |
61.2 |
1.7% |
93% |
True |
False |
14,062 |
10 |
3,585.0 |
3,360.0 |
225.0 |
6.3% |
54.0 |
1.5% |
93% |
True |
False |
8,690 |
20 |
3,585.0 |
3,334.0 |
251.0 |
7.0% |
57.6 |
1.6% |
94% |
True |
False |
7,897 |
40 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
44.6 |
1.2% |
49% |
False |
False |
4,859 |
60 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
33.2 |
0.9% |
49% |
False |
False |
4,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,772.0 |
2.618 |
3,700.2 |
1.618 |
3,656.2 |
1.000 |
3,629.0 |
0.618 |
3,612.2 |
HIGH |
3,585.0 |
0.618 |
3,568.2 |
0.500 |
3,563.0 |
0.382 |
3,557.8 |
LOW |
3,541.0 |
0.618 |
3,513.8 |
1.000 |
3,497.0 |
1.618 |
3,469.8 |
2.618 |
3,425.8 |
4.250 |
3,354.0 |
|
|
Fisher Pivots for day following 20-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,567.7 |
3,555.5 |
PP |
3,565.3 |
3,541.0 |
S1 |
3,563.0 |
3,526.5 |
|