| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,841.00 |
3,810.00 |
-31.00 |
-0.8% |
3,839.50 |
| High |
3,880.00 |
3,823.00 |
-57.00 |
-1.5% |
3,937.00 |
| Low |
3,768.50 |
3,741.75 |
-26.75 |
-0.7% |
3,758.25 |
| Close |
3,822.50 |
3,810.25 |
-12.25 |
-0.3% |
3,917.25 |
| Range |
111.50 |
81.25 |
-30.25 |
-27.1% |
178.75 |
| ATR |
90.94 |
90.24 |
-0.69 |
-0.8% |
0.00 |
| Volume |
6,651 |
4,171 |
-2,480 |
-37.3% |
14,598 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,035.50 |
4,004.00 |
3,855.00 |
|
| R3 |
3,954.25 |
3,922.75 |
3,832.50 |
|
| R2 |
3,873.00 |
3,873.00 |
3,825.25 |
|
| R1 |
3,841.50 |
3,841.50 |
3,817.75 |
3,857.25 |
| PP |
3,791.75 |
3,791.75 |
3,791.75 |
3,799.50 |
| S1 |
3,760.25 |
3,760.25 |
3,802.75 |
3,776.00 |
| S2 |
3,710.50 |
3,710.50 |
3,795.25 |
|
| S3 |
3,629.25 |
3,679.00 |
3,788.00 |
|
| S4 |
3,548.00 |
3,597.75 |
3,765.50 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,407.00 |
4,341.00 |
4,015.50 |
|
| R3 |
4,228.25 |
4,162.25 |
3,966.50 |
|
| R2 |
4,049.50 |
4,049.50 |
3,950.00 |
|
| R1 |
3,983.50 |
3,983.50 |
3,933.75 |
4,016.50 |
| PP |
3,870.75 |
3,870.75 |
3,870.75 |
3,887.50 |
| S1 |
3,804.75 |
3,804.75 |
3,900.75 |
3,837.75 |
| S2 |
3,692.00 |
3,692.00 |
3,884.50 |
|
| S3 |
3,513.25 |
3,626.00 |
3,868.00 |
|
| S4 |
3,334.50 |
3,447.25 |
3,819.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,937.00 |
3,741.75 |
195.25 |
5.1% |
73.25 |
1.9% |
35% |
False |
True |
3,316 |
| 10 |
3,937.00 |
3,741.75 |
195.25 |
5.1% |
79.50 |
2.1% |
35% |
False |
True |
3,579 |
| 20 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
91.75 |
2.4% |
50% |
False |
False |
2,975 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.7% |
98.00 |
2.6% |
28% |
False |
False |
1,803 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.9% |
103.75 |
2.7% |
18% |
False |
False |
1,371 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
26.0% |
93.25 |
2.4% |
16% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,168.25 |
|
2.618 |
4,035.75 |
|
1.618 |
3,954.50 |
|
1.000 |
3,904.25 |
|
0.618 |
3,873.25 |
|
HIGH |
3,823.00 |
|
0.618 |
3,792.00 |
|
0.500 |
3,782.50 |
|
0.382 |
3,772.75 |
|
LOW |
3,741.75 |
|
0.618 |
3,691.50 |
|
1.000 |
3,660.50 |
|
1.618 |
3,610.25 |
|
2.618 |
3,529.00 |
|
4.250 |
3,396.50 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,801.00 |
3,816.75 |
| PP |
3,791.75 |
3,814.50 |
| S1 |
3,782.50 |
3,812.50 |
|