| 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 |
3,763.99 |
3,818.00 |
54.01 |
1.4% |
3,880.94 |
| High |
3,796.41 |
3,863.62 |
67.21 |
1.8% |
3,880.94 |
| Low |
3,721.56 |
3,817.18 |
95.62 |
2.6% |
3,721.56 |
| Close |
3,790.38 |
3,863.16 |
72.78 |
1.9% |
3,863.16 |
| Range |
74.85 |
46.44 |
-28.41 |
-38.0% |
159.38 |
| ATR |
79.44 |
79.00 |
-0.44 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,987.31 |
3,971.67 |
3,888.70 |
|
| R3 |
3,940.87 |
3,925.23 |
3,875.93 |
|
| R2 |
3,894.43 |
3,894.43 |
3,871.67 |
|
| R1 |
3,878.79 |
3,878.79 |
3,867.42 |
3,886.61 |
| PP |
3,847.99 |
3,847.99 |
3,847.99 |
3,851.90 |
| S1 |
3,832.35 |
3,832.35 |
3,858.90 |
3,840.17 |
| S2 |
3,801.55 |
3,801.55 |
3,854.65 |
|
| S3 |
3,755.11 |
3,785.91 |
3,850.39 |
|
| S4 |
3,708.67 |
3,739.47 |
3,837.62 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,300.03 |
4,240.97 |
3,950.82 |
|
| R3 |
4,140.65 |
4,081.59 |
3,906.99 |
|
| R2 |
3,981.27 |
3,981.27 |
3,892.38 |
|
| R1 |
3,922.21 |
3,922.21 |
3,877.77 |
3,872.05 |
| PP |
3,821.89 |
3,821.89 |
3,821.89 |
3,796.81 |
| S1 |
3,762.83 |
3,762.83 |
3,848.55 |
3,712.67 |
| S2 |
3,662.51 |
3,662.51 |
3,833.94 |
|
| S3 |
3,503.13 |
3,603.45 |
3,819.33 |
|
| S4 |
3,343.75 |
3,444.07 |
3,775.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,880.94 |
3,721.56 |
159.38 |
4.1% |
58.93 |
1.5% |
89% |
False |
False |
|
| 10 |
3,918.50 |
3,721.56 |
196.94 |
5.1% |
62.32 |
1.6% |
72% |
False |
False |
|
| 20 |
3,944.87 |
3,636.94 |
307.93 |
8.0% |
67.95 |
1.8% |
73% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
14.0% |
76.61 |
2.0% |
42% |
False |
False |
|
| 60 |
4,512.94 |
3,636.94 |
876.00 |
22.7% |
85.00 |
2.2% |
26% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
25.9% |
78.18 |
2.0% |
23% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.9% |
80.78 |
2.1% |
23% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
25.9% |
82.31 |
2.1% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,060.99 |
|
2.618 |
3,985.20 |
|
1.618 |
3,938.76 |
|
1.000 |
3,910.06 |
|
0.618 |
3,892.32 |
|
HIGH |
3,863.62 |
|
0.618 |
3,845.88 |
|
0.500 |
3,840.40 |
|
0.382 |
3,834.92 |
|
LOW |
3,817.18 |
|
0.618 |
3,788.48 |
|
1.000 |
3,770.74 |
|
1.618 |
3,742.04 |
|
2.618 |
3,695.60 |
|
4.250 |
3,619.81 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,855.57 |
3,839.64 |
| PP |
3,847.99 |
3,816.11 |
| S1 |
3,840.40 |
3,792.59 |
|