Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
11,989.97 |
12,002.41 |
12.44 |
0.1% |
11,419.34 |
High |
12,179.32 |
12,026.06 |
-153.26 |
-1.3% |
12,179.32 |
Low |
11,956.03 |
11,830.88 |
-125.15 |
-1.0% |
11,366.07 |
Close |
12,125.69 |
11,860.28 |
-265.41 |
-2.2% |
12,125.69 |
Range |
223.29 |
195.18 |
-28.11 |
-12.6% |
813.25 |
ATR |
326.90 |
324.60 |
-2.29 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,491.28 |
12,370.96 |
11,967.63 |
|
R3 |
12,296.10 |
12,175.78 |
11,913.95 |
|
R2 |
12,100.92 |
12,100.92 |
11,896.06 |
|
R1 |
11,980.60 |
11,980.60 |
11,878.17 |
11,943.17 |
PP |
11,905.74 |
11,905.74 |
11,905.74 |
11,887.03 |
S1 |
11,785.42 |
11,785.42 |
11,842.39 |
11,747.99 |
S2 |
11,710.56 |
11,710.56 |
11,824.50 |
|
S3 |
11,515.38 |
11,590.24 |
11,806.61 |
|
S4 |
11,320.20 |
11,395.06 |
11,752.93 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,330.11 |
14,041.15 |
12,572.98 |
|
R3 |
13,516.86 |
13,227.90 |
12,349.33 |
|
R2 |
12,703.61 |
12,703.61 |
12,274.79 |
|
R1 |
12,414.65 |
12,414.65 |
12,200.24 |
12,559.13 |
PP |
11,890.36 |
11,890.36 |
11,890.36 |
11,962.60 |
S1 |
11,601.40 |
11,601.40 |
12,051.14 |
11,745.88 |
S2 |
11,077.11 |
11,077.11 |
11,976.59 |
|
S3 |
10,263.86 |
10,788.15 |
11,902.05 |
|
S4 |
9,450.61 |
9,974.90 |
11,678.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,179.32 |
11,366.07 |
813.25 |
6.9% |
257.46 |
2.2% |
61% |
False |
False |
|
10 |
12,179.32 |
11,326.18 |
853.14 |
7.2% |
270.38 |
2.3% |
63% |
False |
False |
|
20 |
12,179.32 |
11,037.21 |
1,142.11 |
9.6% |
270.12 |
2.3% |
72% |
False |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
15.4% |
299.34 |
2.5% |
45% |
False |
False |
|
60 |
14,277.21 |
11,037.21 |
3,240.00 |
27.3% |
338.04 |
2.9% |
25% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
35.7% |
324.47 |
2.7% |
19% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
35.7% |
336.24 |
2.8% |
19% |
False |
False |
|
120 |
15,446.30 |
11,037.21 |
4,409.09 |
37.2% |
348.35 |
2.9% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,855.58 |
2.618 |
12,537.04 |
1.618 |
12,341.86 |
1.000 |
12,221.24 |
0.618 |
12,146.68 |
HIGH |
12,026.06 |
0.618 |
11,951.50 |
0.500 |
11,928.47 |
0.382 |
11,905.44 |
LOW |
11,830.88 |
0.618 |
11,710.26 |
1.000 |
11,635.70 |
1.618 |
11,515.08 |
2.618 |
11,319.90 |
4.250 |
11,001.37 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
11,928.47 |
12,005.10 |
PP |
11,905.74 |
11,956.83 |
S1 |
11,883.01 |
11,908.55 |
|