Trading Metrics calculated at close of trading on 12-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
12,002.41 |
11,927.75 |
-74.66 |
-0.6% |
11,419.34 |
High |
12,026.06 |
11,990.44 |
-35.62 |
-0.3% |
12,179.32 |
Low |
11,830.88 |
11,684.02 |
-146.86 |
-1.2% |
11,366.07 |
Close |
11,860.28 |
11,744.99 |
-115.29 |
-1.0% |
12,125.69 |
Range |
195.18 |
306.42 |
111.24 |
57.0% |
813.25 |
ATR |
324.60 |
323.31 |
-1.30 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,725.74 |
12,541.79 |
11,913.52 |
|
R3 |
12,419.32 |
12,235.37 |
11,829.26 |
|
R2 |
12,112.90 |
12,112.90 |
11,801.17 |
|
R1 |
11,928.95 |
11,928.95 |
11,773.08 |
11,867.72 |
PP |
11,806.48 |
11,806.48 |
11,806.48 |
11,775.87 |
S1 |
11,622.53 |
11,622.53 |
11,716.90 |
11,561.30 |
S2 |
11,500.06 |
11,500.06 |
11,688.81 |
|
S3 |
11,193.64 |
11,316.11 |
11,660.72 |
|
S4 |
10,887.22 |
11,009.69 |
11,576.46 |
|
|
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 |
11,684.02 |
495.30 |
4.2% |
235.61 |
2.0% |
12% |
False |
True |
|
10 |
12,179.32 |
11,326.18 |
853.14 |
7.3% |
280.03 |
2.4% |
49% |
False |
False |
|
20 |
12,179.32 |
11,037.21 |
1,142.11 |
9.7% |
272.94 |
2.3% |
62% |
False |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
15.6% |
296.17 |
2.5% |
39% |
False |
False |
|
60 |
14,277.21 |
11,037.21 |
3,240.00 |
27.6% |
337.49 |
2.9% |
22% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.0% |
322.23 |
2.7% |
17% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.0% |
337.51 |
2.9% |
17% |
False |
False |
|
120 |
15,382.00 |
11,037.21 |
4,344.79 |
37.0% |
348.70 |
3.0% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,292.73 |
2.618 |
12,792.65 |
1.618 |
12,486.23 |
1.000 |
12,296.86 |
0.618 |
12,179.81 |
HIGH |
11,990.44 |
0.618 |
11,873.39 |
0.500 |
11,837.23 |
0.382 |
11,801.07 |
LOW |
11,684.02 |
0.618 |
11,494.65 |
1.000 |
11,377.60 |
1.618 |
11,188.23 |
2.618 |
10,881.81 |
4.250 |
10,381.74 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
11,837.23 |
11,931.67 |
PP |
11,806.48 |
11,869.44 |
S1 |
11,775.74 |
11,807.22 |
|