| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,911.50 |
3,870.75 |
-40.75 |
-1.0% |
3,839.50 |
| High |
3,914.75 |
3,891.75 |
-23.00 |
-0.6% |
3,937.00 |
| Low |
3,865.25 |
3,820.50 |
-44.75 |
-1.2% |
3,758.25 |
| Close |
3,872.25 |
3,838.75 |
-33.50 |
-0.9% |
3,917.25 |
| Range |
49.50 |
71.25 |
21.75 |
43.9% |
178.75 |
| ATR |
90.75 |
89.35 |
-1.39 |
-1.5% |
0.00 |
| Volume |
1,613 |
1,283 |
-330 |
-20.5% |
14,598 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,064.00 |
4,022.75 |
3,878.00 |
|
| R3 |
3,992.75 |
3,951.50 |
3,858.25 |
|
| R2 |
3,921.50 |
3,921.50 |
3,851.75 |
|
| R1 |
3,880.25 |
3,880.25 |
3,845.25 |
3,865.25 |
| PP |
3,850.25 |
3,850.25 |
3,850.25 |
3,843.00 |
| S1 |
3,809.00 |
3,809.00 |
3,832.25 |
3,794.00 |
| S2 |
3,779.00 |
3,779.00 |
3,825.75 |
|
| S3 |
3,707.75 |
3,737.75 |
3,819.25 |
|
| S4 |
3,636.50 |
3,666.50 |
3,799.50 |
|
|
| 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 |
3,820.50 |
116.50 |
3.0% |
64.00 |
1.7% |
16% |
False |
True |
2,516 |
| 10 |
3,965.00 |
3,755.75 |
209.25 |
5.5% |
77.00 |
2.0% |
40% |
False |
False |
2,928 |
| 20 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
94.00 |
2.5% |
59% |
False |
False |
2,560 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.6% |
97.50 |
2.5% |
33% |
False |
False |
1,559 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.7% |
102.50 |
2.7% |
21% |
False |
False |
1,193 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.8% |
93.00 |
2.4% |
19% |
False |
False |
924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,194.50 |
|
2.618 |
4,078.25 |
|
1.618 |
4,007.00 |
|
1.000 |
3,963.00 |
|
0.618 |
3,935.75 |
|
HIGH |
3,891.75 |
|
0.618 |
3,864.50 |
|
0.500 |
3,856.00 |
|
0.382 |
3,847.75 |
|
LOW |
3,820.50 |
|
0.618 |
3,776.50 |
|
1.000 |
3,749.25 |
|
1.618 |
3,705.25 |
|
2.618 |
3,634.00 |
|
4.250 |
3,517.75 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,856.00 |
3,878.75 |
| PP |
3,850.25 |
3,865.50 |
| S1 |
3,844.50 |
3,852.00 |
|