| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,816.50 |
3,890.00 |
73.50 |
1.9% |
3,911.50 |
| High |
3,884.50 |
3,925.50 |
41.00 |
1.1% |
3,914.75 |
| Low |
3,797.75 |
3,837.75 |
40.00 |
1.1% |
3,741.75 |
| Close |
3,881.75 |
3,850.25 |
-31.50 |
-0.8% |
3,881.75 |
| Range |
86.75 |
87.75 |
1.00 |
1.2% |
173.00 |
| ATR |
90.00 |
89.83 |
-0.16 |
-0.2% |
0.00 |
| Volume |
2,035 |
1,878 |
-157 |
-7.7% |
15,753 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,134.50 |
4,080.00 |
3,898.50 |
|
| R3 |
4,046.75 |
3,992.25 |
3,874.50 |
|
| R2 |
3,959.00 |
3,959.00 |
3,866.25 |
|
| R1 |
3,904.50 |
3,904.50 |
3,858.25 |
3,888.00 |
| PP |
3,871.25 |
3,871.25 |
3,871.25 |
3,862.75 |
| S1 |
3,816.75 |
3,816.75 |
3,842.25 |
3,800.00 |
| S2 |
3,783.50 |
3,783.50 |
3,834.25 |
|
| S3 |
3,695.75 |
3,729.00 |
3,826.00 |
|
| S4 |
3,608.00 |
3,641.25 |
3,802.00 |
|
|
| 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 |
3,925.50 |
3,741.75 |
183.75 |
4.8% |
87.75 |
2.3% |
59% |
True |
False |
3,203 |
| 10 |
3,937.00 |
3,741.75 |
195.25 |
5.1% |
80.00 |
2.1% |
56% |
False |
False |
3,222 |
| 20 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
85.00 |
2.2% |
63% |
False |
False |
3,018 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.5% |
95.25 |
2.5% |
35% |
False |
False |
1,819 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.6% |
104.25 |
2.7% |
22% |
False |
False |
1,427 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.8% |
94.00 |
2.4% |
20% |
False |
False |
1,101 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
25.8% |
85.50 |
2.2% |
20% |
False |
False |
896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,298.50 |
|
2.618 |
4,155.25 |
|
1.618 |
4,067.50 |
|
1.000 |
4,013.25 |
|
0.618 |
3,979.75 |
|
HIGH |
3,925.50 |
|
0.618 |
3,892.00 |
|
0.500 |
3,881.50 |
|
0.382 |
3,871.25 |
|
LOW |
3,837.75 |
|
0.618 |
3,783.50 |
|
1.000 |
3,750.00 |
|
1.618 |
3,695.75 |
|
2.618 |
3,608.00 |
|
4.250 |
3,464.75 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,881.50 |
3,844.75 |
| PP |
3,871.25 |
3,839.25 |
| S1 |
3,860.75 |
3,833.50 |
|