| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,779.67 |
3,763.99 |
-15.68 |
-0.4% |
3,792.61 |
| High |
3,829.44 |
3,796.41 |
-33.03 |
-0.9% |
3,918.50 |
| Low |
3,760.86 |
3,721.56 |
-39.30 |
-1.0% |
3,742.06 |
| Close |
3,801.78 |
3,790.38 |
-11.40 |
-0.3% |
3,899.38 |
| Range |
68.58 |
74.85 |
6.27 |
9.1% |
176.44 |
| ATR |
79.38 |
79.44 |
0.06 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,994.00 |
3,967.04 |
3,831.55 |
|
| R3 |
3,919.15 |
3,892.19 |
3,810.96 |
|
| R2 |
3,844.30 |
3,844.30 |
3,804.10 |
|
| R1 |
3,817.34 |
3,817.34 |
3,797.24 |
3,830.82 |
| PP |
3,769.45 |
3,769.45 |
3,769.45 |
3,776.19 |
| S1 |
3,742.49 |
3,742.49 |
3,783.52 |
3,755.97 |
| S2 |
3,694.60 |
3,694.60 |
3,776.66 |
|
| S3 |
3,619.75 |
3,667.64 |
3,769.80 |
|
| S4 |
3,544.90 |
3,592.79 |
3,749.21 |
|
|
| 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 |
3,721.56 |
196.94 |
5.2% |
59.11 |
1.6% |
35% |
False |
True |
|
| 10 |
3,918.50 |
3,721.56 |
196.94 |
5.2% |
65.71 |
1.7% |
35% |
False |
True |
|
| 20 |
3,944.87 |
3,636.94 |
307.93 |
8.1% |
71.27 |
1.9% |
50% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
14.2% |
76.87 |
2.0% |
28% |
False |
False |
|
| 60 |
4,512.94 |
3,636.94 |
876.00 |
23.1% |
85.57 |
2.3% |
18% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
78.32 |
2.1% |
15% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
80.98 |
2.1% |
15% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
82.75 |
2.2% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,114.52 |
|
2.618 |
3,992.37 |
|
1.618 |
3,917.52 |
|
1.000 |
3,871.26 |
|
0.618 |
3,842.67 |
|
HIGH |
3,796.41 |
|
0.618 |
3,767.82 |
|
0.500 |
3,758.99 |
|
0.382 |
3,750.15 |
|
LOW |
3,721.56 |
|
0.618 |
3,675.30 |
|
1.000 |
3,646.71 |
|
1.618 |
3,600.45 |
|
2.618 |
3,525.60 |
|
4.250 |
3,403.45 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,779.92 |
3,797.49 |
| PP |
3,769.45 |
3,795.12 |
| S1 |
3,758.99 |
3,792.75 |
|