| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,471.9840 |
1,560.5930 |
88.6090 |
6.0% |
1,242.7670 |
| High |
1,622.3120 |
1,617.6710 |
-4.6410 |
-0.3% |
1,283.0480 |
| Low |
1,469.4210 |
1,489.4700 |
20.0490 |
1.4% |
1,011.7730 |
| Close |
1,560.5050 |
1,520.5820 |
-39.9230 |
-2.6% |
1,257.3920 |
| Range |
152.8910 |
128.2010 |
-24.6900 |
-16.1% |
271.2750 |
| ATR |
137.9517 |
137.2552 |
-0.6965 |
-0.5% |
0.0000 |
| Volume |
1,402,136 |
1,083,217 |
-318,919 |
-22.7% |
3,818,791 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.1773 |
1,852.0807 |
1,591.0926 |
|
| R3 |
1,798.9763 |
1,723.8797 |
1,555.8373 |
|
| R2 |
1,670.7753 |
1,670.7753 |
1,544.0855 |
|
| R1 |
1,595.6787 |
1,595.6787 |
1,532.3338 |
1,569.1265 |
| PP |
1,542.5743 |
1,542.5743 |
1,542.5743 |
1,529.2983 |
| S1 |
1,467.4777 |
1,467.4777 |
1,508.8302 |
1,440.9255 |
| S2 |
1,414.3733 |
1,414.3733 |
1,497.0785 |
|
| S3 |
1,286.1723 |
1,339.2767 |
1,485.3267 |
|
| S4 |
1,157.9713 |
1,211.0757 |
1,450.0715 |
|
|
| 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 |
1,622.3120 |
1,073.7810 |
548.5310 |
36.1% |
170.9238 |
11.2% |
81% |
False |
False |
886,031 |
| 10 |
1,622.3120 |
1,011.7730 |
610.5390 |
40.2% |
133.8479 |
8.8% |
83% |
False |
False |
791,503 |
| 20 |
1,622.3120 |
1,001.6950 |
620.6170 |
40.8% |
113.6252 |
7.5% |
84% |
False |
False |
774,350 |
| 40 |
2,017.8640 |
883.1590 |
1,134.7050 |
74.6% |
134.2454 |
8.8% |
56% |
False |
False |
681,349 |
| 60 |
3,033.2780 |
883.1590 |
2,150.1190 |
141.4% |
161.4793 |
10.6% |
30% |
False |
False |
597,889 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
177.3% |
165.8127 |
10.9% |
24% |
False |
False |
516,409 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
177.3% |
167.1829 |
11.0% |
24% |
False |
False |
476,413 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
177.3% |
174.6776 |
11.5% |
24% |
False |
False |
471,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.5253 |
|
2.618 |
1,953.3012 |
|
1.618 |
1,825.1002 |
|
1.000 |
1,745.8720 |
|
0.618 |
1,696.8992 |
|
HIGH |
1,617.6710 |
|
0.618 |
1,568.6982 |
|
0.500 |
1,553.5705 |
|
0.382 |
1,538.4428 |
|
LOW |
1,489.4700 |
|
0.618 |
1,410.2418 |
|
1.000 |
1,361.2690 |
|
1.618 |
1,282.0408 |
|
2.618 |
1,153.8398 |
|
4.250 |
944.6158 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.5705 |
1,482.9815 |
| PP |
1,542.5743 |
1,445.3810 |
| S1 |
1,531.5782 |
1,407.7805 |
|