| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,730.4 |
1,722.5 |
-7.9 |
-0.5% |
1,727.5 |
| High |
1,755.0 |
1,727.4 |
-27.6 |
-1.6% |
1,783.6 |
| Low |
1,699.0 |
1,682.3 |
-16.7 |
-1.0% |
1,680.2 |
| Close |
1,727.4 |
1,709.4 |
-18.0 |
-1.0% |
1,769.4 |
| Range |
56.0 |
45.1 |
-10.9 |
-19.5% |
103.4 |
| ATR |
50.0 |
49.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
218,729 |
206,701 |
-12,028 |
-5.5% |
718,273 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.7 |
1,820.6 |
1,734.2 |
|
| R3 |
1,796.6 |
1,775.5 |
1,721.8 |
|
| R2 |
1,751.5 |
1,751.5 |
1,717.7 |
|
| R1 |
1,730.4 |
1,730.4 |
1,713.5 |
1,718.4 |
| PP |
1,706.4 |
1,706.4 |
1,706.4 |
1,700.4 |
| S1 |
1,685.3 |
1,685.3 |
1,705.3 |
1,673.3 |
| S2 |
1,661.3 |
1,661.3 |
1,701.1 |
|
| S3 |
1,616.2 |
1,640.2 |
1,697.0 |
|
| S4 |
1,571.1 |
1,595.1 |
1,684.6 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.6 |
2,015.4 |
1,826.3 |
|
| R3 |
1,951.2 |
1,912.0 |
1,797.8 |
|
| R2 |
1,847.8 |
1,847.8 |
1,788.4 |
|
| R1 |
1,808.6 |
1,808.6 |
1,778.9 |
1,828.2 |
| PP |
1,744.4 |
1,744.4 |
1,744.4 |
1,754.2 |
| S1 |
1,705.2 |
1,705.2 |
1,759.9 |
1,724.8 |
| S2 |
1,641.0 |
1,641.0 |
1,750.4 |
|
| S3 |
1,537.6 |
1,601.8 |
1,741.0 |
|
| S4 |
1,434.2 |
1,498.4 |
1,712.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,783.6 |
1,682.3 |
101.3 |
5.9% |
41.4 |
2.4% |
27% |
False |
True |
189,359 |
| 10 |
1,783.6 |
1,680.2 |
103.4 |
6.0% |
45.9 |
2.7% |
28% |
False |
False |
192,655 |
| 20 |
1,795.1 |
1,640.7 |
154.4 |
9.0% |
50.2 |
2.9% |
44% |
False |
False |
214,434 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
16.4% |
52.5 |
3.1% |
25% |
False |
False |
139,683 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.6% |
55.5 |
3.2% |
16% |
False |
False |
93,167 |
| 80 |
2,137.9 |
1,640.7 |
497.2 |
29.1% |
51.5 |
3.0% |
14% |
False |
False |
69,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,919.1 |
|
2.618 |
1,845.5 |
|
1.618 |
1,800.4 |
|
1.000 |
1,772.5 |
|
0.618 |
1,755.3 |
|
HIGH |
1,727.4 |
|
0.618 |
1,710.2 |
|
0.500 |
1,704.9 |
|
0.382 |
1,699.5 |
|
LOW |
1,682.3 |
|
0.618 |
1,654.4 |
|
1.000 |
1,637.2 |
|
1.618 |
1,609.3 |
|
2.618 |
1,564.2 |
|
4.250 |
1,490.6 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,707.9 |
1,718.7 |
| PP |
1,706.4 |
1,715.6 |
| S1 |
1,704.9 |
1,712.5 |
|