| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,810.00 |
3,816.50 |
6.50 |
0.2% |
3,911.50 |
| High |
3,823.00 |
3,884.50 |
61.50 |
1.6% |
3,914.75 |
| Low |
3,741.75 |
3,797.75 |
56.00 |
1.5% |
3,741.75 |
| Close |
3,810.25 |
3,881.75 |
71.50 |
1.9% |
3,881.75 |
| Range |
81.25 |
86.75 |
5.50 |
6.8% |
173.00 |
| ATR |
90.24 |
90.00 |
-0.25 |
-0.3% |
0.00 |
| Volume |
4,171 |
2,035 |
-2,136 |
-51.2% |
15,753 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,115.00 |
4,085.00 |
3,929.50 |
|
| R3 |
4,028.25 |
3,998.25 |
3,905.50 |
|
| R2 |
3,941.50 |
3,941.50 |
3,897.75 |
|
| R1 |
3,911.50 |
3,911.50 |
3,889.75 |
3,926.50 |
| PP |
3,854.75 |
3,854.75 |
3,854.75 |
3,862.00 |
| S1 |
3,824.75 |
3,824.75 |
3,873.75 |
3,839.75 |
| S2 |
3,768.00 |
3,768.00 |
3,865.75 |
|
| S3 |
3,681.25 |
3,738.00 |
3,858.00 |
|
| S4 |
3,594.50 |
3,651.25 |
3,834.00 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,365.00 |
4,296.50 |
3,977.00 |
|
| R3 |
4,192.00 |
4,123.50 |
3,929.25 |
|
| R2 |
4,019.00 |
4,019.00 |
3,913.50 |
|
| R1 |
3,950.50 |
3,950.50 |
3,897.50 |
3,898.25 |
| PP |
3,846.00 |
3,846.00 |
3,846.00 |
3,820.00 |
| S1 |
3,777.50 |
3,777.50 |
3,866.00 |
3,725.25 |
| S2 |
3,673.00 |
3,673.00 |
3,850.00 |
|
| S3 |
3,500.00 |
3,604.50 |
3,834.25 |
|
| S4 |
3,327.00 |
3,431.50 |
3,786.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,914.75 |
3,741.75 |
173.00 |
4.5% |
80.00 |
2.1% |
81% |
False |
False |
3,150 |
| 10 |
3,937.00 |
3,741.75 |
195.25 |
5.0% |
80.00 |
2.1% |
72% |
False |
False |
3,450 |
| 20 |
3,965.00 |
3,654.50 |
310.50 |
8.0% |
90.25 |
2.3% |
73% |
False |
False |
3,028 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.4% |
97.75 |
2.5% |
41% |
False |
False |
1,838 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.4% |
103.75 |
2.7% |
26% |
False |
False |
1,402 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.5% |
93.75 |
2.4% |
23% |
False |
False |
1,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,253.25 |
|
2.618 |
4,111.50 |
|
1.618 |
4,024.75 |
|
1.000 |
3,971.25 |
|
0.618 |
3,938.00 |
|
HIGH |
3,884.50 |
|
0.618 |
3,851.25 |
|
0.500 |
3,841.00 |
|
0.382 |
3,831.00 |
|
LOW |
3,797.75 |
|
0.618 |
3,744.25 |
|
1.000 |
3,711.00 |
|
1.618 |
3,657.50 |
|
2.618 |
3,570.75 |
|
4.250 |
3,429.00 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,868.25 |
3,859.00 |
| PP |
3,854.75 |
3,836.00 |
| S1 |
3,841.00 |
3,813.00 |
|