| 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 |
3,851.95 |
3,779.67 |
-72.28 |
-1.9% |
3,792.61 |
| High |
3,873.41 |
3,829.44 |
-43.97 |
-1.1% |
3,918.50 |
| Low |
3,802.36 |
3,760.86 |
-41.50 |
-1.1% |
3,742.06 |
| Close |
3,818.80 |
3,801.78 |
-17.02 |
-0.4% |
3,899.38 |
| Range |
71.05 |
68.58 |
-2.47 |
-3.5% |
176.44 |
| ATR |
80.21 |
79.38 |
-0.83 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,003.10 |
3,971.02 |
3,839.50 |
|
| R3 |
3,934.52 |
3,902.44 |
3,820.64 |
|
| R2 |
3,865.94 |
3,865.94 |
3,814.35 |
|
| R1 |
3,833.86 |
3,833.86 |
3,808.07 |
3,849.90 |
| PP |
3,797.36 |
3,797.36 |
3,797.36 |
3,805.38 |
| S1 |
3,765.28 |
3,765.28 |
3,795.49 |
3,781.32 |
| S2 |
3,728.78 |
3,728.78 |
3,789.21 |
|
| S3 |
3,660.20 |
3,696.70 |
3,782.92 |
|
| S4 |
3,591.62 |
3,628.12 |
3,764.06 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,382.63 |
4,317.45 |
3,996.42 |
|
| R3 |
4,206.19 |
4,141.01 |
3,947.90 |
|
| R2 |
4,029.75 |
4,029.75 |
3,931.73 |
|
| R1 |
3,964.57 |
3,964.57 |
3,915.55 |
3,997.16 |
| PP |
3,853.31 |
3,853.31 |
3,853.31 |
3,869.61 |
| S1 |
3,788.13 |
3,788.13 |
3,883.21 |
3,820.72 |
| S2 |
3,676.87 |
3,676.87 |
3,867.03 |
|
| S3 |
3,500.43 |
3,611.69 |
3,850.86 |
|
| S4 |
3,323.99 |
3,435.25 |
3,802.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,918.50 |
3,760.86 |
157.64 |
4.1% |
54.50 |
1.4% |
26% |
False |
True |
|
| 10 |
3,918.50 |
3,738.67 |
179.83 |
4.7% |
61.96 |
1.6% |
35% |
False |
False |
|
| 20 |
3,944.87 |
3,636.94 |
307.93 |
8.1% |
71.15 |
1.9% |
54% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
14.2% |
76.56 |
2.0% |
31% |
False |
False |
|
| 60 |
4,512.94 |
3,636.94 |
876.00 |
23.0% |
84.99 |
2.2% |
19% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.3% |
78.32 |
2.1% |
16% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.3% |
81.06 |
2.1% |
16% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
26.3% |
83.16 |
2.2% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,120.91 |
|
2.618 |
4,008.98 |
|
1.618 |
3,940.40 |
|
1.000 |
3,898.02 |
|
0.618 |
3,871.82 |
|
HIGH |
3,829.44 |
|
0.618 |
3,803.24 |
|
0.500 |
3,795.15 |
|
0.382 |
3,787.06 |
|
LOW |
3,760.86 |
|
0.618 |
3,718.48 |
|
1.000 |
3,692.28 |
|
1.618 |
3,649.90 |
|
2.618 |
3,581.32 |
|
4.250 |
3,469.40 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,799.57 |
3,820.90 |
| PP |
3,797.36 |
3,814.53 |
| S1 |
3,795.15 |
3,808.15 |
|