| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,890.00 |
3,852.00 |
-38.00 |
-1.0% |
3,911.50 |
| High |
3,925.50 |
3,965.75 |
40.25 |
1.0% |
3,914.75 |
| Low |
3,837.75 |
3,851.50 |
13.75 |
0.4% |
3,741.75 |
| Close |
3,850.25 |
3,955.00 |
104.75 |
2.7% |
3,881.75 |
| Range |
87.75 |
114.25 |
26.50 |
30.2% |
173.00 |
| ATR |
89.83 |
91.67 |
1.83 |
2.0% |
0.00 |
| Volume |
1,878 |
1,950 |
72 |
3.8% |
15,753 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,266.75 |
4,225.25 |
4,017.75 |
|
| R3 |
4,152.50 |
4,111.00 |
3,986.50 |
|
| R2 |
4,038.25 |
4,038.25 |
3,976.00 |
|
| R1 |
3,996.75 |
3,996.75 |
3,965.50 |
4,017.50 |
| PP |
3,924.00 |
3,924.00 |
3,924.00 |
3,934.50 |
| S1 |
3,882.50 |
3,882.50 |
3,944.50 |
3,903.25 |
| S2 |
3,809.75 |
3,809.75 |
3,934.00 |
|
| S3 |
3,695.50 |
3,768.25 |
3,923.50 |
|
| S4 |
3,581.25 |
3,654.00 |
3,892.25 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,365.00 |
4,296.50 |
3,977.00 |
|
| R3 |
4,192.00 |
4,123.50 |
3,929.25 |
|
| R2 |
4,019.00 |
4,019.00 |
3,913.50 |
|
| R1 |
3,950.50 |
3,950.50 |
3,897.50 |
3,898.25 |
| PP |
3,846.00 |
3,846.00 |
3,846.00 |
3,820.00 |
| S1 |
3,777.50 |
3,777.50 |
3,866.00 |
3,725.25 |
| S2 |
3,673.00 |
3,673.00 |
3,850.00 |
|
| S3 |
3,500.00 |
3,604.50 |
3,834.25 |
|
| S4 |
3,327.00 |
3,431.50 |
3,786.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,965.75 |
3,741.75 |
224.00 |
5.7% |
96.25 |
2.4% |
95% |
True |
False |
3,337 |
| 10 |
3,965.75 |
3,741.75 |
224.00 |
5.7% |
80.25 |
2.0% |
95% |
True |
False |
2,926 |
| 20 |
3,965.75 |
3,677.50 |
288.25 |
7.3% |
87.25 |
2.2% |
96% |
True |
False |
3,006 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.1% |
96.00 |
2.4% |
54% |
False |
False |
1,859 |
| 60 |
4,411.50 |
3,654.50 |
757.00 |
19.1% |
104.00 |
2.6% |
40% |
False |
False |
1,456 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.1% |
94.50 |
2.4% |
30% |
False |
False |
1,125 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
25.1% |
86.50 |
2.2% |
30% |
False |
False |
915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,451.25 |
|
2.618 |
4,264.75 |
|
1.618 |
4,150.50 |
|
1.000 |
4,080.00 |
|
0.618 |
4,036.25 |
|
HIGH |
3,965.75 |
|
0.618 |
3,922.00 |
|
0.500 |
3,908.50 |
|
0.382 |
3,895.25 |
|
LOW |
3,851.50 |
|
0.618 |
3,781.00 |
|
1.000 |
3,737.25 |
|
1.618 |
3,666.75 |
|
2.618 |
3,552.50 |
|
4.250 |
3,366.00 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,939.50 |
3,930.50 |
| PP |
3,924.00 |
3,906.25 |
| S1 |
3,908.50 |
3,881.75 |
|