| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,883.79 |
3,860.73 |
-23.06 |
-0.6% |
3,880.94 |
| High |
3,902.44 |
3,939.81 |
37.37 |
1.0% |
3,880.94 |
| Low |
3,818.63 |
3,860.73 |
42.10 |
1.1% |
3,721.56 |
| Close |
3,830.85 |
3,936.69 |
105.84 |
2.8% |
3,863.16 |
| Range |
83.81 |
79.08 |
-4.73 |
-5.6% |
159.38 |
| ATR |
79.34 |
81.46 |
2.12 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,149.65 |
4,122.25 |
3,980.18 |
|
| R3 |
4,070.57 |
4,043.17 |
3,958.44 |
|
| R2 |
3,991.49 |
3,991.49 |
3,951.19 |
|
| R1 |
3,964.09 |
3,964.09 |
3,943.94 |
3,977.79 |
| PP |
3,912.41 |
3,912.41 |
3,912.41 |
3,919.26 |
| S1 |
3,885.01 |
3,885.01 |
3,929.44 |
3,898.71 |
| S2 |
3,833.33 |
3,833.33 |
3,922.19 |
|
| S3 |
3,754.25 |
3,805.93 |
3,914.94 |
|
| S4 |
3,675.17 |
3,726.85 |
3,893.20 |
|
|
| 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 |
3,939.81 |
3,721.56 |
218.25 |
5.5% |
70.55 |
1.8% |
99% |
True |
False |
|
| 10 |
3,939.81 |
3,721.56 |
218.25 |
5.5% |
61.82 |
1.6% |
99% |
True |
False |
|
| 20 |
3,944.87 |
3,715.31 |
229.56 |
5.8% |
68.14 |
1.7% |
96% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
13.7% |
75.47 |
1.9% |
56% |
False |
False |
|
| 60 |
4,385.83 |
3,636.94 |
748.89 |
19.0% |
84.92 |
2.2% |
40% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
25.4% |
78.99 |
2.0% |
30% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.4% |
80.26 |
2.0% |
30% |
False |
False |
|
| 120 |
4,637.30 |
3,636.94 |
1,000.36 |
25.4% |
81.01 |
2.1% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,275.90 |
|
2.618 |
4,146.84 |
|
1.618 |
4,067.76 |
|
1.000 |
4,018.89 |
|
0.618 |
3,988.68 |
|
HIGH |
3,939.81 |
|
0.618 |
3,909.60 |
|
0.500 |
3,900.27 |
|
0.382 |
3,890.94 |
|
LOW |
3,860.73 |
|
0.618 |
3,811.86 |
|
1.000 |
3,781.65 |
|
1.618 |
3,732.78 |
|
2.618 |
3,653.70 |
|
4.250 |
3,524.64 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,924.55 |
3,917.29 |
| PP |
3,912.41 |
3,897.89 |
| S1 |
3,900.27 |
3,878.50 |
|