| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,555.0 |
3,579.0 |
24.0 |
0.7% |
3,475.0 |
| High |
3,607.0 |
3,620.0 |
13.0 |
0.4% |
3,620.0 |
| Low |
3,547.0 |
3,560.0 |
13.0 |
0.4% |
3,467.0 |
| Close |
3,580.0 |
3,596.0 |
16.0 |
0.4% |
3,596.0 |
| Range |
60.0 |
60.0 |
0.0 |
0.0% |
153.0 |
| ATR |
83.6 |
81.9 |
-1.7 |
-2.0% |
0.0 |
| Volume |
951,402 |
789,947 |
-161,455 |
-17.0% |
4,688,927 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,772.0 |
3,744.0 |
3,629.0 |
|
| R3 |
3,712.0 |
3,684.0 |
3,612.5 |
|
| R2 |
3,652.0 |
3,652.0 |
3,607.0 |
|
| R1 |
3,624.0 |
3,624.0 |
3,601.5 |
3,638.0 |
| PP |
3,592.0 |
3,592.0 |
3,592.0 |
3,599.0 |
| S1 |
3,564.0 |
3,564.0 |
3,590.5 |
3,578.0 |
| S2 |
3,532.0 |
3,532.0 |
3,585.0 |
|
| S3 |
3,472.0 |
3,504.0 |
3,579.5 |
|
| S4 |
3,412.0 |
3,444.0 |
3,563.0 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,020.0 |
3,961.0 |
3,680.2 |
|
| R3 |
3,867.0 |
3,808.0 |
3,638.1 |
|
| R2 |
3,714.0 |
3,714.0 |
3,624.1 |
|
| R1 |
3,655.0 |
3,655.0 |
3,610.0 |
3,684.5 |
| PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,575.8 |
| S1 |
3,502.0 |
3,502.0 |
3,582.0 |
3,531.5 |
| S2 |
3,408.0 |
3,408.0 |
3,568.0 |
|
| S3 |
3,255.0 |
3,349.0 |
3,553.9 |
|
| S4 |
3,102.0 |
3,196.0 |
3,511.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,620.0 |
3,467.0 |
153.0 |
4.3% |
76.4 |
2.1% |
84% |
True |
False |
937,785 |
| 10 |
3,620.0 |
3,362.0 |
258.0 |
7.2% |
77.4 |
2.2% |
91% |
True |
False |
918,541 |
| 20 |
3,620.0 |
3,343.0 |
277.0 |
7.7% |
80.1 |
2.2% |
91% |
True |
False |
931,658 |
| 40 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
79.3 |
2.2% |
51% |
False |
False |
794,058 |
| 60 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
77.6 |
2.2% |
51% |
False |
False |
531,595 |
| 80 |
3,902.0 |
3,343.0 |
559.0 |
15.5% |
73.1 |
2.0% |
45% |
False |
False |
399,142 |
| 100 |
3,902.0 |
3,343.0 |
559.0 |
15.5% |
65.6 |
1.8% |
45% |
False |
False |
319,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,875.0 |
|
2.618 |
3,777.1 |
|
1.618 |
3,717.1 |
|
1.000 |
3,680.0 |
|
0.618 |
3,657.1 |
|
HIGH |
3,620.0 |
|
0.618 |
3,597.1 |
|
0.500 |
3,590.0 |
|
0.382 |
3,582.9 |
|
LOW |
3,560.0 |
|
0.618 |
3,522.9 |
|
1.000 |
3,500.0 |
|
1.618 |
3,462.9 |
|
2.618 |
3,402.9 |
|
4.250 |
3,305.0 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,594.0 |
3,590.5 |
| PP |
3,592.0 |
3,585.0 |
| S1 |
3,590.0 |
3,579.5 |
|