| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,818.00 |
3,883.79 |
65.79 |
1.7% |
3,880.94 |
| High |
3,863.62 |
3,902.44 |
38.82 |
1.0% |
3,880.94 |
| Low |
3,817.18 |
3,818.63 |
1.45 |
0.0% |
3,721.56 |
| Close |
3,863.16 |
3,830.85 |
-32.31 |
-0.8% |
3,863.16 |
| Range |
46.44 |
83.81 |
37.37 |
80.5% |
159.38 |
| ATR |
79.00 |
79.34 |
0.34 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,102.07 |
4,050.27 |
3,876.95 |
|
| R3 |
4,018.26 |
3,966.46 |
3,853.90 |
|
| R2 |
3,934.45 |
3,934.45 |
3,846.22 |
|
| R1 |
3,882.65 |
3,882.65 |
3,838.53 |
3,866.65 |
| PP |
3,850.64 |
3,850.64 |
3,850.64 |
3,842.64 |
| S1 |
3,798.84 |
3,798.84 |
3,823.17 |
3,782.84 |
| S2 |
3,766.83 |
3,766.83 |
3,815.48 |
|
| S3 |
3,683.02 |
3,715.03 |
3,807.80 |
|
| S4 |
3,599.21 |
3,631.22 |
3,784.75 |
|
|
| 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 |
3,902.44 |
3,721.56 |
180.88 |
4.7% |
68.95 |
1.8% |
60% |
True |
False |
|
| 10 |
3,918.50 |
3,721.56 |
196.94 |
5.1% |
62.93 |
1.6% |
55% |
False |
False |
|
| 20 |
3,944.87 |
3,636.94 |
307.93 |
8.0% |
67.72 |
1.8% |
63% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
14.1% |
75.23 |
2.0% |
36% |
False |
False |
|
| 60 |
4,512.94 |
3,636.94 |
876.00 |
22.9% |
85.74 |
2.2% |
22% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.1% |
78.56 |
2.1% |
19% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.1% |
80.67 |
2.1% |
19% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
26.1% |
81.38 |
2.1% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,258.63 |
|
2.618 |
4,121.85 |
|
1.618 |
4,038.04 |
|
1.000 |
3,986.25 |
|
0.618 |
3,954.23 |
|
HIGH |
3,902.44 |
|
0.618 |
3,870.42 |
|
0.500 |
3,860.54 |
|
0.382 |
3,850.65 |
|
LOW |
3,818.63 |
|
0.618 |
3,766.84 |
|
1.000 |
3,734.82 |
|
1.618 |
3,683.03 |
|
2.618 |
3,599.22 |
|
4.250 |
3,462.44 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,860.54 |
3,824.57 |
| PP |
3,850.64 |
3,818.28 |
| S1 |
3,840.75 |
3,812.00 |
|