| 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 |
1,075.8770 |
1,192.7540 |
116.8770 |
10.9% |
1,242.7670 |
| High |
1,209.9520 |
1,283.0480 |
73.0960 |
6.0% |
1,283.0480 |
| Low |
1,073.7810 |
1,180.5740 |
106.7930 |
9.9% |
1,011.7730 |
| Close |
1,192.6470 |
1,257.3920 |
64.7450 |
5.4% |
1,257.3920 |
| Range |
136.1710 |
102.4740 |
-33.6970 |
-24.7% |
271.2750 |
| ATR |
123.0342 |
121.5656 |
-1.4686 |
-1.2% |
0.0000 |
| Volume |
909,865 |
1,022,270 |
112,405 |
12.4% |
3,818,791 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,547.7600 |
1,505.0500 |
1,313.7527 |
|
| R3 |
1,445.2860 |
1,402.5760 |
1,285.5724 |
|
| R2 |
1,342.8120 |
1,342.8120 |
1,276.1789 |
|
| R1 |
1,300.1020 |
1,300.1020 |
1,266.7855 |
1,321.4570 |
| PP |
1,240.3380 |
1,240.3380 |
1,240.3380 |
1,251.0155 |
| S1 |
1,197.6280 |
1,197.6280 |
1,247.9986 |
1,218.9830 |
| S2 |
1,137.8640 |
1,137.8640 |
1,238.6051 |
|
| S3 |
1,035.3900 |
1,095.1540 |
1,229.2117 |
|
| S4 |
932.9160 |
992.6800 |
1,201.0313 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,997.8960 |
1,898.9190 |
1,406.5933 |
|
| R3 |
1,726.6210 |
1,627.6440 |
1,331.9926 |
|
| R2 |
1,455.3460 |
1,455.3460 |
1,307.1258 |
|
| R1 |
1,356.3690 |
1,356.3690 |
1,282.2589 |
1,405.8575 |
| PP |
1,184.0710 |
1,184.0710 |
1,184.0710 |
1,208.8153 |
| S1 |
1,085.0940 |
1,085.0940 |
1,232.5251 |
1,134.5825 |
| S2 |
912.7960 |
912.7960 |
1,207.6583 |
|
| S3 |
641.5210 |
813.8190 |
1,182.7914 |
|
| S4 |
370.2460 |
542.5440 |
1,108.1908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,283.0480 |
1,011.7730 |
271.2750 |
21.6% |
109.8456 |
8.7% |
91% |
True |
False |
763,758 |
| 10 |
1,283.0480 |
1,011.6300 |
271.4180 |
21.6% |
96.6937 |
7.7% |
91% |
True |
False |
798,190 |
| 20 |
1,283.0480 |
883.1590 |
399.8890 |
31.8% |
105.2468 |
8.4% |
94% |
True |
False |
732,194 |
| 40 |
2,086.6460 |
883.1590 |
1,203.4870 |
95.7% |
129.4613 |
10.3% |
31% |
False |
False |
642,400 |
| 60 |
3,176.1690 |
883.1590 |
2,293.0100 |
182.4% |
159.4950 |
12.7% |
16% |
False |
False |
567,707 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
214.5% |
162.8714 |
13.0% |
14% |
False |
False |
496,646 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
214.5% |
168.5721 |
13.4% |
14% |
False |
False |
474,397 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
214.5% |
175.0578 |
13.9% |
14% |
False |
False |
470,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,718.5625 |
|
2.618 |
1,551.3249 |
|
1.618 |
1,448.8509 |
|
1.000 |
1,385.5220 |
|
0.618 |
1,346.3769 |
|
HIGH |
1,283.0480 |
|
0.618 |
1,243.9029 |
|
0.500 |
1,231.8110 |
|
0.382 |
1,219.7191 |
|
LOW |
1,180.5740 |
|
0.618 |
1,117.2451 |
|
1.000 |
1,078.1000 |
|
1.618 |
1,014.7711 |
|
2.618 |
912.2971 |
|
4.250 |
745.0595 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,248.8650 |
1,220.7315 |
| PP |
1,240.3380 |
1,184.0710 |
| S1 |
1,231.8110 |
1,147.4105 |
|