Trading Metrics calculated at close of trading on 22-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,969.75 |
4,003.25 |
33.50 |
0.8% |
3,890.00 |
High |
4,022.00 |
4,032.50 |
10.50 |
0.3% |
4,032.50 |
Low |
3,947.75 |
3,958.50 |
10.75 |
0.3% |
3,837.75 |
Close |
4,018.75 |
3,981.75 |
-37.00 |
-0.9% |
3,981.75 |
Range |
74.25 |
74.00 |
-0.25 |
-0.3% |
194.75 |
ATR |
87.94 |
86.95 |
-1.00 |
-1.1% |
0.00 |
Volume |
1,778 |
1,368 |
-410 |
-23.1% |
9,102 |
|
Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,213.00 |
4,171.25 |
4,022.50 |
|
R3 |
4,139.00 |
4,097.25 |
4,002.00 |
|
R2 |
4,065.00 |
4,065.00 |
3,995.25 |
|
R1 |
4,023.25 |
4,023.25 |
3,988.50 |
4,007.00 |
PP |
3,991.00 |
3,991.00 |
3,991.00 |
3,982.75 |
S1 |
3,949.25 |
3,949.25 |
3,975.00 |
3,933.00 |
S2 |
3,917.00 |
3,917.00 |
3,968.25 |
|
S3 |
3,843.00 |
3,875.25 |
3,961.50 |
|
S4 |
3,769.00 |
3,801.25 |
3,941.00 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,535.00 |
4,453.00 |
4,088.75 |
|
R3 |
4,340.25 |
4,258.25 |
4,035.25 |
|
R2 |
4,145.50 |
4,145.50 |
4,017.50 |
|
R1 |
4,063.50 |
4,063.50 |
3,999.50 |
4,104.50 |
PP |
3,950.75 |
3,950.75 |
3,950.75 |
3,971.00 |
S1 |
3,868.75 |
3,868.75 |
3,964.00 |
3,909.75 |
S2 |
3,756.00 |
3,756.00 |
3,946.00 |
|
S3 |
3,561.25 |
3,674.00 |
3,928.25 |
|
S4 |
3,366.50 |
3,479.25 |
3,874.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,032.50 |
3,837.75 |
194.75 |
4.9% |
81.00 |
2.0% |
74% |
True |
False |
1,820 |
10 |
4,032.50 |
3,741.75 |
290.75 |
7.3% |
80.50 |
2.0% |
83% |
True |
False |
2,485 |
20 |
4,032.50 |
3,741.75 |
290.75 |
7.3% |
82.25 |
2.1% |
83% |
True |
False |
2,764 |
40 |
4,214.00 |
3,654.50 |
559.50 |
14.1% |
93.00 |
2.3% |
58% |
False |
False |
1,956 |
60 |
4,321.25 |
3,654.50 |
666.75 |
16.7% |
100.50 |
2.5% |
49% |
False |
False |
1,516 |
80 |
4,646.25 |
3,654.50 |
991.75 |
24.9% |
95.00 |
2.4% |
33% |
False |
False |
1,187 |
100 |
4,646.25 |
3,654.50 |
991.75 |
24.9% |
86.00 |
2.2% |
33% |
False |
False |
968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.00 |
2.618 |
4,226.25 |
1.618 |
4,152.25 |
1.000 |
4,106.50 |
0.618 |
4,078.25 |
HIGH |
4,032.50 |
0.618 |
4,004.25 |
0.500 |
3,995.50 |
0.382 |
3,986.75 |
LOW |
3,958.50 |
0.618 |
3,912.75 |
1.000 |
3,884.50 |
1.618 |
3,838.75 |
2.618 |
3,764.75 |
4.250 |
3,644.00 |
|
|
Fisher Pivots for day following 22-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,995.50 |
3,986.25 |
PP |
3,991.00 |
3,984.75 |
S1 |
3,986.25 |
3,983.25 |
|