| 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 |
1,192.7540 |
1,257.3920 |
64.6380 |
5.4% |
1,242.7670 |
| High |
1,283.0480 |
1,528.1310 |
245.0830 |
19.1% |
1,283.0480 |
| Low |
1,180.5740 |
1,193.2490 |
12.6750 |
1.1% |
1,011.7730 |
| Close |
1,257.3920 |
1,472.0880 |
214.6960 |
17.1% |
1,257.3920 |
| Range |
102.4740 |
334.8820 |
232.4080 |
226.8% |
271.2750 |
| ATR |
121.5656 |
136.8025 |
15.2369 |
12.5% |
0.0000 |
| Volume |
1,022,270 |
12,669 |
-1,009,601 |
-98.8% |
3,818,791 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.4687 |
2,272.1603 |
1,656.2731 |
|
| R3 |
2,067.5867 |
1,937.2783 |
1,564.1806 |
|
| R2 |
1,732.7047 |
1,732.7047 |
1,533.4830 |
|
| R1 |
1,602.3963 |
1,602.3963 |
1,502.7855 |
1,667.5505 |
| PP |
1,397.8227 |
1,397.8227 |
1,397.8227 |
1,430.3998 |
| S1 |
1,267.5143 |
1,267.5143 |
1,441.3905 |
1,332.6685 |
| S2 |
1,062.9407 |
1,062.9407 |
1,410.6930 |
|
| S3 |
728.0587 |
932.6323 |
1,379.9955 |
|
| S4 |
393.1767 |
597.7503 |
1,287.9029 |
|
|
| 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 |
1,528.1310 |
1,011.7730 |
516.3580 |
35.1% |
152.7144 |
10.4% |
89% |
True |
False |
765,319 |
| 10 |
1,528.1310 |
1,011.7730 |
516.3580 |
35.1% |
120.4947 |
8.2% |
89% |
True |
False |
696,047 |
| 20 |
1,528.1310 |
883.1590 |
644.9720 |
43.8% |
118.6799 |
8.1% |
91% |
True |
False |
693,582 |
| 40 |
2,086.6460 |
883.1590 |
1,203.4870 |
81.8% |
134.4280 |
9.1% |
49% |
False |
False |
630,242 |
| 60 |
3,033.2780 |
883.1590 |
2,150.1190 |
146.1% |
162.0512 |
11.0% |
27% |
False |
False |
561,990 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
183.2% |
165.6129 |
11.3% |
22% |
False |
False |
491,823 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
183.2% |
170.3378 |
11.6% |
22% |
False |
False |
469,757 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
183.2% |
176.5771 |
12.0% |
22% |
False |
False |
464,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.3795 |
|
2.618 |
2,404.8521 |
|
1.618 |
2,069.9701 |
|
1.000 |
1,863.0130 |
|
0.618 |
1,735.0881 |
|
HIGH |
1,528.1310 |
|
0.618 |
1,400.2061 |
|
0.500 |
1,360.6900 |
|
0.382 |
1,321.1739 |
|
LOW |
1,193.2490 |
|
0.618 |
986.2919 |
|
1.000 |
858.3670 |
|
1.618 |
651.4099 |
|
2.618 |
316.5279 |
|
4.250 |
-229.9995 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,434.9553 |
1,415.0440 |
| PP |
1,397.8227 |
1,358.0000 |
| S1 |
1,360.6900 |
1,300.9560 |
|