| 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 |
3,870.75 |
3,841.00 |
-29.75 |
-0.8% |
3,839.50 |
| High |
3,891.75 |
3,880.00 |
-11.75 |
-0.3% |
3,937.00 |
| Low |
3,820.50 |
3,768.50 |
-52.00 |
-1.4% |
3,758.25 |
| Close |
3,838.75 |
3,822.50 |
-16.25 |
-0.4% |
3,917.25 |
| Range |
71.25 |
111.50 |
40.25 |
56.5% |
178.75 |
| ATR |
89.35 |
90.94 |
1.58 |
1.8% |
0.00 |
| Volume |
1,283 |
6,651 |
5,368 |
418.4% |
14,598 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,158.25 |
4,101.75 |
3,883.75 |
|
| R3 |
4,046.75 |
3,990.25 |
3,853.25 |
|
| R2 |
3,935.25 |
3,935.25 |
3,843.00 |
|
| R1 |
3,878.75 |
3,878.75 |
3,832.75 |
3,851.25 |
| PP |
3,823.75 |
3,823.75 |
3,823.75 |
3,810.00 |
| S1 |
3,767.25 |
3,767.25 |
3,812.25 |
3,739.75 |
| S2 |
3,712.25 |
3,712.25 |
3,802.00 |
|
| S3 |
3,600.75 |
3,655.75 |
3,791.75 |
|
| S4 |
3,489.25 |
3,544.25 |
3,761.25 |
|
|
| 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 |
3,768.50 |
168.50 |
4.4% |
73.25 |
1.9% |
32% |
False |
True |
2,975 |
| 10 |
3,937.00 |
3,755.75 |
181.25 |
4.7% |
75.25 |
2.0% |
37% |
False |
False |
3,413 |
| 20 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
92.00 |
2.4% |
54% |
False |
False |
2,832 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.6% |
97.50 |
2.5% |
30% |
False |
False |
1,702 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.8% |
103.25 |
2.7% |
19% |
False |
False |
1,302 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.9% |
93.50 |
2.4% |
17% |
False |
False |
1,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,354.00 |
|
2.618 |
4,172.00 |
|
1.618 |
4,060.50 |
|
1.000 |
3,991.50 |
|
0.618 |
3,949.00 |
|
HIGH |
3,880.00 |
|
0.618 |
3,837.50 |
|
0.500 |
3,824.25 |
|
0.382 |
3,811.00 |
|
LOW |
3,768.50 |
|
0.618 |
3,699.50 |
|
1.000 |
3,657.00 |
|
1.618 |
3,588.00 |
|
2.618 |
3,476.50 |
|
4.250 |
3,294.50 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,824.25 |
3,841.50 |
| PP |
3,823.75 |
3,835.25 |
| S1 |
3,823.00 |
3,829.00 |
|