Trading Metrics calculated at close of trading on 13-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
11,927.75 |
11,528.84 |
-398.91 |
-3.3% |
11,419.34 |
High |
11,990.44 |
11,819.69 |
-170.75 |
-1.4% |
12,179.32 |
Low |
11,684.02 |
11,505.91 |
-178.11 |
-1.5% |
11,366.07 |
Close |
11,744.99 |
11,728.53 |
-16.46 |
-0.1% |
12,125.69 |
Range |
306.42 |
313.78 |
7.36 |
2.4% |
813.25 |
ATR |
323.31 |
322.63 |
-0.68 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,626.05 |
12,491.07 |
11,901.11 |
|
R3 |
12,312.27 |
12,177.29 |
11,814.82 |
|
R2 |
11,998.49 |
11,998.49 |
11,786.06 |
|
R1 |
11,863.51 |
11,863.51 |
11,757.29 |
11,931.00 |
PP |
11,684.71 |
11,684.71 |
11,684.71 |
11,718.46 |
S1 |
11,549.73 |
11,549.73 |
11,699.77 |
11,617.22 |
S2 |
11,370.93 |
11,370.93 |
11,671.00 |
|
S3 |
11,057.15 |
11,235.95 |
11,642.24 |
|
S4 |
10,743.37 |
10,922.17 |
11,555.95 |
|
|
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 |
11,505.91 |
673.41 |
5.7% |
255.77 |
2.2% |
33% |
False |
True |
|
10 |
12,179.32 |
11,326.18 |
853.14 |
7.3% |
261.39 |
2.2% |
47% |
False |
False |
|
20 |
12,179.32 |
11,037.21 |
1,142.11 |
9.7% |
273.06 |
2.3% |
61% |
False |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
15.6% |
295.09 |
2.5% |
38% |
False |
False |
|
60 |
14,277.21 |
11,037.21 |
3,240.00 |
27.6% |
336.88 |
2.9% |
21% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.1% |
322.43 |
2.7% |
16% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.1% |
338.17 |
2.9% |
16% |
False |
False |
|
120 |
15,347.62 |
11,037.21 |
4,310.41 |
36.8% |
348.47 |
3.0% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,153.26 |
2.618 |
12,641.17 |
1.618 |
12,327.39 |
1.000 |
12,133.47 |
0.618 |
12,013.61 |
HIGH |
11,819.69 |
0.618 |
11,699.83 |
0.500 |
11,662.80 |
0.382 |
11,625.77 |
LOW |
11,505.91 |
0.618 |
11,311.99 |
1.000 |
11,192.13 |
1.618 |
10,998.21 |
2.618 |
10,684.43 |
4.250 |
10,172.35 |
|
|
Fisher Pivots for day following 13-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
11,706.62 |
11,765.99 |
PP |
11,684.71 |
11,753.50 |
S1 |
11,662.80 |
11,741.02 |
|