| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,914.75 |
3,911.50 |
-3.25 |
-0.1% |
3,839.50 |
| High |
3,937.00 |
3,914.75 |
-22.25 |
-0.6% |
3,937.00 |
| Low |
3,884.25 |
3,865.25 |
-19.00 |
-0.5% |
3,758.25 |
| Close |
3,917.25 |
3,872.25 |
-45.00 |
-1.1% |
3,917.25 |
| Range |
52.75 |
49.50 |
-3.25 |
-6.2% |
178.75 |
| ATR |
93.73 |
90.75 |
-2.98 |
-3.2% |
0.00 |
| Volume |
2,862 |
1,613 |
-1,249 |
-43.6% |
14,598 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,032.50 |
4,002.00 |
3,899.50 |
|
| R3 |
3,983.00 |
3,952.50 |
3,885.75 |
|
| R2 |
3,933.50 |
3,933.50 |
3,881.25 |
|
| R1 |
3,903.00 |
3,903.00 |
3,876.75 |
3,893.50 |
| PP |
3,884.00 |
3,884.00 |
3,884.00 |
3,879.50 |
| S1 |
3,853.50 |
3,853.50 |
3,867.75 |
3,844.00 |
| S2 |
3,834.50 |
3,834.50 |
3,863.25 |
|
| S3 |
3,785.00 |
3,804.00 |
3,858.75 |
|
| S4 |
3,735.50 |
3,754.50 |
3,845.00 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,407.00 |
4,341.00 |
4,015.50 |
|
| R3 |
4,228.25 |
4,162.25 |
3,966.50 |
|
| R2 |
4,049.50 |
4,049.50 |
3,950.00 |
|
| R1 |
3,983.50 |
3,983.50 |
3,933.75 |
4,016.50 |
| PP |
3,870.75 |
3,870.75 |
3,870.75 |
3,887.50 |
| S1 |
3,804.75 |
3,804.75 |
3,900.75 |
3,837.75 |
| S2 |
3,692.00 |
3,692.00 |
3,884.50 |
|
| S3 |
3,513.25 |
3,626.00 |
3,868.00 |
|
| S4 |
3,334.50 |
3,447.25 |
3,819.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,937.00 |
3,758.25 |
178.75 |
4.6% |
72.25 |
1.9% |
64% |
False |
False |
3,242 |
| 10 |
3,965.00 |
3,755.75 |
209.25 |
5.4% |
75.00 |
1.9% |
56% |
False |
False |
2,857 |
| 20 |
4,041.00 |
3,654.50 |
386.50 |
10.0% |
97.00 |
2.5% |
56% |
False |
False |
2,552 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.4% |
98.50 |
2.5% |
39% |
False |
False |
1,548 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.5% |
102.50 |
2.6% |
25% |
False |
False |
1,172 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.6% |
93.50 |
2.4% |
22% |
False |
False |
908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,125.00 |
|
2.618 |
4,044.25 |
|
1.618 |
3,994.75 |
|
1.000 |
3,964.25 |
|
0.618 |
3,945.25 |
|
HIGH |
3,914.75 |
|
0.618 |
3,895.75 |
|
0.500 |
3,890.00 |
|
0.382 |
3,884.25 |
|
LOW |
3,865.25 |
|
0.618 |
3,834.75 |
|
1.000 |
3,815.75 |
|
1.618 |
3,785.25 |
|
2.618 |
3,735.75 |
|
4.250 |
3,655.00 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,890.00 |
3,892.25 |
| PP |
3,884.00 |
3,885.50 |
| S1 |
3,878.25 |
3,879.00 |
|