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 |
3,560.0 |
3,549.0 |
-11.0 |
-0.3% |
3,424.0 |
High |
3,585.0 |
3,600.0 |
15.0 |
0.4% |
3,468.0 |
Low |
3,541.0 |
3,542.0 |
1.0 |
0.0% |
3,360.0 |
Close |
3,570.0 |
3,573.0 |
3.0 |
0.1% |
3,464.0 |
Range |
44.0 |
58.0 |
14.0 |
31.8% |
108.0 |
ATR |
67.5 |
66.9 |
-0.7 |
-1.0% |
0.0 |
Volume |
19,607 |
4,036 |
-15,571 |
-79.4% |
33,396 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,745.7 |
3,717.3 |
3,604.9 |
|
R3 |
3,687.7 |
3,659.3 |
3,589.0 |
|
R2 |
3,629.7 |
3,629.7 |
3,583.6 |
|
R1 |
3,601.3 |
3,601.3 |
3,578.3 |
3,615.5 |
PP |
3,571.7 |
3,571.7 |
3,571.7 |
3,578.8 |
S1 |
3,543.3 |
3,543.3 |
3,567.7 |
3,557.5 |
S2 |
3,513.7 |
3,513.7 |
3,562.4 |
|
S3 |
3,455.7 |
3,485.3 |
3,557.1 |
|
S4 |
3,397.7 |
3,427.3 |
3,541.1 |
|
|
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 |
3,600.0 |
3,406.0 |
194.0 |
5.4% |
62.4 |
1.7% |
86% |
True |
False |
11,091 |
10 |
3,600.0 |
3,360.0 |
240.0 |
6.7% |
56.1 |
1.6% |
89% |
True |
False |
8,684 |
20 |
3,600.0 |
3,334.0 |
266.0 |
7.4% |
58.2 |
1.6% |
90% |
True |
False |
8,095 |
40 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
45.5 |
1.3% |
50% |
False |
False |
4,960 |
60 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
34.2 |
1.0% |
50% |
False |
False |
4,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,846.5 |
2.618 |
3,751.8 |
1.618 |
3,693.8 |
1.000 |
3,658.0 |
0.618 |
3,635.8 |
HIGH |
3,600.0 |
0.618 |
3,577.8 |
0.500 |
3,571.0 |
0.382 |
3,564.2 |
LOW |
3,542.0 |
0.618 |
3,506.2 |
1.000 |
3,484.0 |
1.618 |
3,448.2 |
2.618 |
3,390.2 |
4.250 |
3,295.5 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,572.3 |
3,560.0 |
PP |
3,571.7 |
3,547.0 |
S1 |
3,571.0 |
3,534.0 |
|