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 |
3,963.00 |
3,969.75 |
6.75 |
0.2% |
3,911.50 |
High |
3,994.25 |
4,022.00 |
27.75 |
0.7% |
3,914.75 |
Low |
3,940.00 |
3,947.75 |
7.75 |
0.2% |
3,741.75 |
Close |
3,980.00 |
4,018.75 |
38.75 |
1.0% |
3,881.75 |
Range |
54.25 |
74.25 |
20.00 |
36.9% |
173.00 |
ATR |
89.00 |
87.94 |
-1.05 |
-1.2% |
0.00 |
Volume |
2,128 |
1,778 |
-350 |
-16.4% |
15,753 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,219.00 |
4,193.00 |
4,059.50 |
|
R3 |
4,144.75 |
4,118.75 |
4,039.25 |
|
R2 |
4,070.50 |
4,070.50 |
4,032.25 |
|
R1 |
4,044.50 |
4,044.50 |
4,025.50 |
4,057.50 |
PP |
3,996.25 |
3,996.25 |
3,996.25 |
4,002.50 |
S1 |
3,970.25 |
3,970.25 |
4,012.00 |
3,983.25 |
S2 |
3,922.00 |
3,922.00 |
4,005.25 |
|
S3 |
3,847.75 |
3,896.00 |
3,998.25 |
|
S4 |
3,773.50 |
3,821.75 |
3,978.00 |
|
|
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 |
4,022.00 |
3,797.75 |
224.25 |
5.6% |
83.50 |
2.1% |
99% |
True |
False |
1,953 |
10 |
4,022.00 |
3,741.75 |
280.25 |
7.0% |
78.25 |
1.9% |
99% |
True |
False |
2,634 |
20 |
4,022.00 |
3,741.75 |
280.25 |
7.0% |
82.00 |
2.0% |
99% |
True |
False |
2,917 |
40 |
4,214.00 |
3,654.50 |
559.50 |
13.9% |
93.75 |
2.3% |
65% |
False |
False |
1,930 |
60 |
4,321.25 |
3,654.50 |
666.75 |
16.6% |
102.25 |
2.5% |
55% |
False |
False |
1,503 |
80 |
4,646.25 |
3,654.50 |
991.75 |
24.7% |
95.00 |
2.4% |
37% |
False |
False |
1,170 |
100 |
4,646.25 |
3,654.50 |
991.75 |
24.7% |
85.75 |
2.1% |
37% |
False |
False |
954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,337.50 |
2.618 |
4,216.50 |
1.618 |
4,142.25 |
1.000 |
4,096.25 |
0.618 |
4,068.00 |
HIGH |
4,022.00 |
0.618 |
3,993.75 |
0.500 |
3,985.00 |
0.382 |
3,976.00 |
LOW |
3,947.75 |
0.618 |
3,901.75 |
1.000 |
3,873.50 |
1.618 |
3,827.50 |
2.618 |
3,753.25 |
4.250 |
3,632.25 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
4,007.50 |
3,991.50 |
PP |
3,996.25 |
3,964.00 |
S1 |
3,985.00 |
3,936.75 |
|