| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,900.50 |
11,780.00 |
-120.50 |
-1.0% |
11,606.00 |
| High |
12,025.50 |
11,970.00 |
-55.50 |
-0.5% |
12,211.00 |
| Low |
11,712.00 |
11,479.25 |
-232.75 |
-2.0% |
11,389.25 |
| Close |
11,779.00 |
11,762.25 |
-16.75 |
-0.1% |
12,152.00 |
| Range |
313.50 |
490.75 |
177.25 |
56.5% |
821.75 |
| ATR |
361.27 |
370.52 |
9.25 |
2.6% |
0.00 |
| Volume |
607,949 |
732,270 |
124,321 |
20.4% |
2,631,757 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,209.50 |
12,976.50 |
12,032.25 |
|
| R3 |
12,718.75 |
12,485.75 |
11,897.25 |
|
| R2 |
12,228.00 |
12,228.00 |
11,852.25 |
|
| R1 |
11,995.00 |
11,995.00 |
11,807.25 |
11,866.00 |
| PP |
11,737.25 |
11,737.25 |
11,737.25 |
11,672.75 |
| S1 |
11,504.25 |
11,504.25 |
11,717.25 |
11,375.50 |
| S2 |
11,246.50 |
11,246.50 |
11,672.25 |
|
| S3 |
10,755.75 |
11,013.50 |
11,627.25 |
|
| S4 |
10,265.00 |
10,522.75 |
11,492.25 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,382.75 |
14,089.00 |
12,604.00 |
|
| R3 |
13,561.00 |
13,267.25 |
12,378.00 |
|
| R2 |
12,739.25 |
12,739.25 |
12,302.75 |
|
| R1 |
12,445.50 |
12,445.50 |
12,227.25 |
12,592.50 |
| PP |
11,917.50 |
11,917.50 |
11,917.50 |
11,990.75 |
| S1 |
11,623.75 |
11,623.75 |
12,076.75 |
11,770.50 |
| S2 |
11,095.75 |
11,095.75 |
12,001.25 |
|
| S3 |
10,274.00 |
10,802.00 |
11,926.00 |
|
| S4 |
9,452.25 |
9,980.25 |
11,700.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,211.00 |
11,479.25 |
731.75 |
6.2% |
338.25 |
2.9% |
39% |
False |
True |
621,892 |
| 10 |
12,211.00 |
11,351.00 |
860.00 |
7.3% |
314.25 |
2.7% |
48% |
False |
False |
648,395 |
| 20 |
12,262.00 |
11,068.50 |
1,193.50 |
10.1% |
362.00 |
3.1% |
58% |
False |
False |
658,688 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.2% |
389.00 |
3.3% |
36% |
False |
False |
360,184 |
| 60 |
14,329.25 |
11,068.50 |
3,260.75 |
27.7% |
421.50 |
3.6% |
21% |
False |
False |
240,578 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.0% |
401.25 |
3.4% |
16% |
False |
False |
180,606 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.0% |
418.75 |
3.6% |
16% |
False |
False |
144,505 |
| 120 |
15,338.50 |
11,068.50 |
4,270.00 |
36.3% |
424.00 |
3.6% |
16% |
False |
False |
120,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,055.75 |
|
2.618 |
13,254.75 |
|
1.618 |
12,764.00 |
|
1.000 |
12,460.75 |
|
0.618 |
12,273.25 |
|
HIGH |
11,970.00 |
|
0.618 |
11,782.50 |
|
0.500 |
11,724.50 |
|
0.382 |
11,666.75 |
|
LOW |
11,479.25 |
|
0.618 |
11,176.00 |
|
1.000 |
10,988.50 |
|
1.618 |
10,685.25 |
|
2.618 |
10,194.50 |
|
4.250 |
9,393.50 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,749.75 |
11,814.50 |
| PP |
11,737.25 |
11,797.00 |
| S1 |
11,724.50 |
11,779.75 |
|