Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
11,639.30 |
11,896.03 |
256.73 |
2.2% |
12,002.41 |
High |
11,801.11 |
11,987.52 |
186.41 |
1.6% |
12,026.06 |
Low |
11,488.27 |
11,828.13 |
339.86 |
3.0% |
11,488.27 |
Close |
11,768.40 |
11,983.62 |
215.22 |
1.8% |
11,983.62 |
Range |
312.84 |
159.39 |
-153.45 |
-49.1% |
537.79 |
ATR |
321.93 |
314.58 |
-7.34 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,411.26 |
12,356.83 |
12,071.28 |
|
R3 |
12,251.87 |
12,197.44 |
12,027.45 |
|
R2 |
12,092.48 |
12,092.48 |
12,012.84 |
|
R1 |
12,038.05 |
12,038.05 |
11,998.23 |
12,065.27 |
PP |
11,933.09 |
11,933.09 |
11,933.09 |
11,946.70 |
S1 |
11,878.66 |
11,878.66 |
11,969.01 |
11,905.88 |
S2 |
11,773.70 |
11,773.70 |
11,954.40 |
|
S3 |
11,614.31 |
11,719.27 |
11,939.79 |
|
S4 |
11,454.92 |
11,559.88 |
11,895.96 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,446.02 |
13,252.61 |
12,279.40 |
|
R3 |
12,908.23 |
12,714.82 |
12,131.51 |
|
R2 |
12,370.44 |
12,370.44 |
12,082.21 |
|
R1 |
12,177.03 |
12,177.03 |
12,032.92 |
12,004.84 |
PP |
11,832.65 |
11,832.65 |
11,832.65 |
11,746.56 |
S1 |
11,639.24 |
11,639.24 |
11,934.32 |
11,467.05 |
S2 |
11,294.86 |
11,294.86 |
11,885.03 |
|
S3 |
10,757.07 |
11,101.45 |
11,835.73 |
|
S4 |
10,219.28 |
10,563.66 |
11,687.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,026.06 |
11,488.27 |
537.79 |
4.5% |
257.52 |
2.1% |
92% |
False |
False |
|
10 |
12,179.32 |
11,366.07 |
813.25 |
6.8% |
259.40 |
2.2% |
76% |
False |
False |
|
20 |
12,179.32 |
11,037.21 |
1,142.11 |
9.5% |
266.02 |
2.2% |
83% |
False |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
15.2% |
295.93 |
2.5% |
52% |
False |
False |
|
60 |
14,277.21 |
11,037.21 |
3,240.00 |
27.0% |
334.74 |
2.8% |
29% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
35.3% |
319.69 |
2.7% |
22% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
35.3% |
336.40 |
2.8% |
22% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
35.3% |
344.48 |
2.9% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,664.93 |
2.618 |
12,404.80 |
1.618 |
12,245.41 |
1.000 |
12,146.91 |
0.618 |
12,086.02 |
HIGH |
11,987.52 |
0.618 |
11,926.63 |
0.500 |
11,907.83 |
0.382 |
11,889.02 |
LOW |
11,828.13 |
0.618 |
11,729.63 |
1.000 |
11,668.74 |
1.618 |
11,570.24 |
2.618 |
11,410.85 |
4.250 |
11,150.72 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
11,958.36 |
11,901.71 |
PP |
11,933.09 |
11,819.80 |
S1 |
11,907.83 |
11,737.90 |
|