| 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 |
1,045.9600 |
1,075.8770 |
29.9170 |
2.9% |
1,120.7910 |
| High |
1,099.6560 |
1,209.9520 |
110.2960 |
10.0% |
1,270.0990 |
| Low |
1,011.7730 |
1,073.7810 |
62.0080 |
6.1% |
1,078.1630 |
| Close |
1,075.8770 |
1,192.6470 |
116.7700 |
10.9% |
1,242.8190 |
| Range |
87.8830 |
136.1710 |
48.2880 |
54.9% |
191.9360 |
| ATR |
122.0236 |
123.0342 |
1.0105 |
0.8% |
0.0000 |
| Volume |
1,044,264 |
909,865 |
-134,399 |
-12.9% |
3,129,012 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.3063 |
1,516.1477 |
1,267.5411 |
|
| R3 |
1,431.1353 |
1,379.9767 |
1,230.0940 |
|
| R2 |
1,294.9643 |
1,294.9643 |
1,217.6117 |
|
| R1 |
1,243.8057 |
1,243.8057 |
1,205.1293 |
1,269.3850 |
| PP |
1,158.7933 |
1,158.7933 |
1,158.7933 |
1,171.5830 |
| S1 |
1,107.6347 |
1,107.6347 |
1,180.1647 |
1,133.2140 |
| S2 |
1,022.6223 |
1,022.6223 |
1,167.6823 |
|
| S3 |
886.4513 |
971.4637 |
1,155.2000 |
|
| S4 |
750.2803 |
835.2927 |
1,117.7530 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.8350 |
1,699.7630 |
1,348.3838 |
|
| R3 |
1,580.8990 |
1,507.8270 |
1,295.6014 |
|
| R2 |
1,388.9630 |
1,388.9630 |
1,278.0073 |
|
| R1 |
1,315.8910 |
1,315.8910 |
1,260.4131 |
1,352.4270 |
| PP |
1,197.0270 |
1,197.0270 |
1,197.0270 |
1,215.2950 |
| S1 |
1,123.9550 |
1,123.9550 |
1,225.2249 |
1,160.4910 |
| S2 |
1,005.0910 |
1,005.0910 |
1,207.6307 |
|
| S3 |
813.1550 |
932.0190 |
1,190.0366 |
|
| S4 |
621.2190 |
740.0830 |
1,137.2542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.0990 |
1,011.7730 |
258.3260 |
21.7% |
104.4234 |
8.8% |
70% |
False |
False |
726,292 |
| 10 |
1,270.0990 |
1,001.6950 |
268.4040 |
22.5% |
98.1189 |
8.2% |
71% |
False |
False |
798,372 |
| 20 |
1,278.3290 |
883.1590 |
395.1700 |
33.1% |
108.6375 |
9.1% |
78% |
False |
False |
736,178 |
| 40 |
2,108.8960 |
883.1590 |
1,225.7370 |
102.8% |
131.2024 |
11.0% |
25% |
False |
False |
628,026 |
| 60 |
3,176.1690 |
883.1590 |
2,293.0100 |
192.3% |
159.8812 |
13.4% |
13% |
False |
False |
554,823 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
226.1% |
163.5797 |
13.7% |
11% |
False |
False |
483,924 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
226.1% |
169.0768 |
14.2% |
11% |
False |
False |
470,667 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
226.1% |
178.1565 |
14.9% |
11% |
False |
False |
462,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,788.6788 |
|
2.618 |
1,566.4477 |
|
1.618 |
1,430.2767 |
|
1.000 |
1,346.1230 |
|
0.618 |
1,294.1057 |
|
HIGH |
1,209.9520 |
|
0.618 |
1,157.9347 |
|
0.500 |
1,141.8665 |
|
0.382 |
1,125.7983 |
|
LOW |
1,073.7810 |
|
0.618 |
989.6273 |
|
1.000 |
937.6100 |
|
1.618 |
853.4563 |
|
2.618 |
717.2853 |
|
4.250 |
495.0543 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,175.7202 |
1,165.3855 |
| PP |
1,158.7933 |
1,138.1240 |
| S1 |
1,141.8665 |
1,110.8625 |
|