| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
12,043.50 |
11,909.50 |
-134.00 |
-1.1% |
12,149.75 |
| High |
12,186.50 |
12,328.50 |
142.00 |
1.2% |
12,149.75 |
| Low |
11,857.00 |
11,889.50 |
32.50 |
0.3% |
11,479.25 |
| Close |
11,907.00 |
12,274.00 |
367.00 |
3.1% |
12,007.50 |
| Range |
329.50 |
439.00 |
109.50 |
33.2% |
670.50 |
| ATR |
358.79 |
364.52 |
5.73 |
1.6% |
0.00 |
| Volume |
553,676 |
585,591 |
31,915 |
5.8% |
3,134,095 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,481.00 |
13,316.50 |
12,515.50 |
|
| R3 |
13,042.00 |
12,877.50 |
12,394.75 |
|
| R2 |
12,603.00 |
12,603.00 |
12,354.50 |
|
| R1 |
12,438.50 |
12,438.50 |
12,314.25 |
12,520.75 |
| PP |
12,164.00 |
12,164.00 |
12,164.00 |
12,205.00 |
| S1 |
11,999.50 |
11,999.50 |
12,233.75 |
12,081.75 |
| S2 |
11,725.00 |
11,725.00 |
12,193.50 |
|
| S3 |
11,286.00 |
11,560.50 |
12,153.25 |
|
| S4 |
10,847.00 |
11,121.50 |
12,032.50 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,890.25 |
13,619.50 |
12,376.25 |
|
| R3 |
13,219.75 |
12,949.00 |
12,192.00 |
|
| R2 |
12,549.25 |
12,549.25 |
12,130.50 |
|
| R1 |
12,278.50 |
12,278.50 |
12,069.00 |
12,078.50 |
| PP |
11,878.75 |
11,878.75 |
11,878.75 |
11,779.00 |
| S1 |
11,608.00 |
11,608.00 |
11,946.00 |
11,408.00 |
| S2 |
11,208.25 |
11,208.25 |
11,884.50 |
|
| S3 |
10,537.75 |
10,937.50 |
11,823.00 |
|
| S4 |
9,867.25 |
10,267.00 |
11,638.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,328.50 |
11,479.25 |
849.25 |
6.9% |
372.75 |
3.0% |
94% |
True |
False |
617,415 |
| 10 |
12,328.50 |
11,479.25 |
849.25 |
6.9% |
331.25 |
2.7% |
94% |
True |
False |
611,418 |
| 20 |
12,328.50 |
11,273.75 |
1,054.75 |
8.6% |
344.75 |
2.8% |
95% |
True |
False |
626,442 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.5% |
380.00 |
3.1% |
63% |
False |
False |
418,910 |
| 60 |
13,814.00 |
11,068.50 |
2,745.50 |
22.4% |
417.25 |
3.4% |
44% |
False |
False |
279,772 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
34.5% |
401.25 |
3.3% |
28% |
False |
False |
210,026 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.5% |
413.25 |
3.4% |
28% |
False |
False |
168,050 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.5% |
416.25 |
3.4% |
28% |
False |
False |
140,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,194.25 |
|
2.618 |
13,477.75 |
|
1.618 |
13,038.75 |
|
1.000 |
12,767.50 |
|
0.618 |
12,599.75 |
|
HIGH |
12,328.50 |
|
0.618 |
12,160.75 |
|
0.500 |
12,109.00 |
|
0.382 |
12,057.25 |
|
LOW |
11,889.50 |
|
0.618 |
11,618.25 |
|
1.000 |
11,450.50 |
|
1.618 |
11,179.25 |
|
2.618 |
10,740.25 |
|
4.250 |
10,023.75 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,219.00 |
12,194.00 |
| PP |
12,164.00 |
12,114.25 |
| S1 |
12,109.00 |
12,034.50 |
|