Trading Metrics calculated at close of trading on 21-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
12,252.50 |
12,457.83 |
205.33 |
1.7% |
12,002.41 |
High |
12,488.39 |
12,620.50 |
132.11 |
1.1% |
12,026.06 |
Low |
12,232.20 |
12,351.42 |
119.22 |
1.0% |
11,488.27 |
Close |
12,439.68 |
12,619.41 |
179.73 |
1.4% |
11,983.62 |
Range |
256.19 |
269.08 |
12.89 |
5.0% |
537.79 |
ATR |
315.12 |
311.83 |
-3.29 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,337.68 |
13,247.63 |
12,767.40 |
|
R3 |
13,068.60 |
12,978.55 |
12,693.41 |
|
R2 |
12,799.52 |
12,799.52 |
12,668.74 |
|
R1 |
12,709.47 |
12,709.47 |
12,644.08 |
12,754.50 |
PP |
12,530.44 |
12,530.44 |
12,530.44 |
12,552.96 |
S1 |
12,440.39 |
12,440.39 |
12,594.74 |
12,485.42 |
S2 |
12,261.36 |
12,261.36 |
12,570.08 |
|
S3 |
11,992.28 |
12,171.31 |
12,545.41 |
|
S4 |
11,723.20 |
11,902.23 |
12,471.42 |
|
|
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 |
12,620.50 |
11,828.13 |
792.37 |
6.3% |
258.94 |
2.1% |
100% |
True |
False |
|
10 |
12,620.50 |
11,488.27 |
1,132.23 |
9.0% |
264.62 |
2.1% |
100% |
True |
False |
|
20 |
12,620.50 |
11,326.18 |
1,294.32 |
10.3% |
271.89 |
2.2% |
100% |
True |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
14.5% |
284.81 |
2.3% |
87% |
False |
False |
|
60 |
13,556.67 |
11,037.21 |
2,519.46 |
20.0% |
326.67 |
2.6% |
63% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
33.5% |
320.31 |
2.5% |
37% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
33.5% |
326.05 |
2.6% |
37% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
33.5% |
335.17 |
2.7% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,764.09 |
2.618 |
13,324.95 |
1.618 |
13,055.87 |
1.000 |
12,889.58 |
0.618 |
12,786.79 |
HIGH |
12,620.50 |
0.618 |
12,517.71 |
0.500 |
12,485.96 |
0.382 |
12,454.21 |
LOW |
12,351.42 |
0.618 |
12,185.13 |
1.000 |
12,082.34 |
1.618 |
11,916.05 |
2.618 |
11,646.97 |
4.250 |
11,207.83 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,574.93 |
12,511.01 |
PP |
12,530.44 |
12,402.61 |
S1 |
12,485.96 |
12,294.21 |
|