| 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 |
1,708.2 |
1,706.4 |
-1.8 |
-0.1% |
1,741.5 |
| High |
1,714.2 |
1,722.0 |
7.8 |
0.5% |
1,744.3 |
| Low |
1,696.6 |
1,704.4 |
7.8 |
0.5% |
1,695.0 |
| Close |
1,703.6 |
1,710.2 |
6.6 |
0.4% |
1,703.6 |
| Range |
17.6 |
17.6 |
0.0 |
0.0% |
49.3 |
| ATR |
27.6 |
26.9 |
-0.7 |
-2.4% |
0.0 |
| Volume |
176,797 |
157,535 |
-19,262 |
-10.9% |
1,170,773 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.0 |
1,755.2 |
1,719.9 |
|
| R3 |
1,747.4 |
1,737.6 |
1,715.0 |
|
| R2 |
1,729.8 |
1,729.8 |
1,713.4 |
|
| R1 |
1,720.0 |
1,720.0 |
1,711.8 |
1,724.9 |
| PP |
1,712.2 |
1,712.2 |
1,712.2 |
1,714.7 |
| S1 |
1,702.4 |
1,702.4 |
1,708.6 |
1,707.3 |
| S2 |
1,694.6 |
1,694.6 |
1,707.0 |
|
| S3 |
1,677.0 |
1,684.8 |
1,705.4 |
|
| S4 |
1,659.4 |
1,667.2 |
1,700.5 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,862.2 |
1,832.2 |
1,730.7 |
|
| R3 |
1,812.9 |
1,782.9 |
1,717.2 |
|
| R2 |
1,763.6 |
1,763.6 |
1,712.6 |
|
| R1 |
1,733.6 |
1,733.6 |
1,708.1 |
1,724.0 |
| PP |
1,714.3 |
1,714.3 |
1,714.3 |
1,709.5 |
| S1 |
1,684.3 |
1,684.3 |
1,699.1 |
1,674.7 |
| S2 |
1,665.0 |
1,665.0 |
1,694.6 |
|
| S3 |
1,615.7 |
1,635.0 |
1,690.0 |
|
| S4 |
1,566.4 |
1,585.7 |
1,676.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,744.3 |
1,695.0 |
49.3 |
2.9% |
27.1 |
1.6% |
31% |
False |
False |
231,281 |
| 10 |
1,815.2 |
1,695.0 |
120.2 |
7.0% |
28.3 |
1.7% |
13% |
False |
False |
223,793 |
| 20 |
1,861.5 |
1,695.0 |
166.5 |
9.7% |
25.2 |
1.5% |
9% |
False |
False |
194,072 |
| 40 |
1,882.5 |
1,695.0 |
187.5 |
11.0% |
26.7 |
1.6% |
8% |
False |
False |
163,934 |
| 60 |
1,966.2 |
1,695.0 |
271.2 |
15.9% |
27.8 |
1.6% |
6% |
False |
False |
119,720 |
| 80 |
2,009.5 |
1,695.0 |
314.5 |
18.4% |
27.5 |
1.6% |
5% |
False |
False |
91,017 |
| 100 |
2,085.2 |
1,695.0 |
390.2 |
22.8% |
30.7 |
1.8% |
4% |
False |
False |
73,430 |
| 120 |
2,085.2 |
1,695.0 |
390.2 |
22.8% |
29.2 |
1.7% |
4% |
False |
False |
61,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,796.8 |
|
2.618 |
1,768.1 |
|
1.618 |
1,750.5 |
|
1.000 |
1,739.6 |
|
0.618 |
1,732.9 |
|
HIGH |
1,722.0 |
|
0.618 |
1,715.3 |
|
0.500 |
1,713.2 |
|
0.382 |
1,711.1 |
|
LOW |
1,704.4 |
|
0.618 |
1,693.5 |
|
1.000 |
1,686.8 |
|
1.618 |
1,675.9 |
|
2.618 |
1,658.3 |
|
4.250 |
1,629.6 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,713.2 |
1,714.9 |
| PP |
1,712.2 |
1,713.3 |
| S1 |
1,711.2 |
1,711.8 |
|