| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,852.00 |
3,963.00 |
111.00 |
2.9% |
3,911.50 |
| High |
3,965.75 |
3,994.25 |
28.50 |
0.7% |
3,914.75 |
| Low |
3,851.50 |
3,940.00 |
88.50 |
2.3% |
3,741.75 |
| Close |
3,955.00 |
3,980.00 |
25.00 |
0.6% |
3,881.75 |
| Range |
114.25 |
54.25 |
-60.00 |
-52.5% |
173.00 |
| ATR |
91.67 |
89.00 |
-2.67 |
-2.9% |
0.00 |
| Volume |
1,950 |
2,128 |
178 |
9.1% |
15,753 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,134.25 |
4,111.25 |
4,009.75 |
|
| R3 |
4,080.00 |
4,057.00 |
3,995.00 |
|
| R2 |
4,025.75 |
4,025.75 |
3,990.00 |
|
| R1 |
4,002.75 |
4,002.75 |
3,985.00 |
4,014.25 |
| PP |
3,971.50 |
3,971.50 |
3,971.50 |
3,977.00 |
| S1 |
3,948.50 |
3,948.50 |
3,975.00 |
3,960.00 |
| S2 |
3,917.25 |
3,917.25 |
3,970.00 |
|
| S3 |
3,863.00 |
3,894.25 |
3,965.00 |
|
| S4 |
3,808.75 |
3,840.00 |
3,950.25 |
|
|
| 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 |
3,994.25 |
3,741.75 |
252.50 |
6.3% |
84.75 |
2.1% |
94% |
True |
False |
2,432 |
| 10 |
3,994.25 |
3,741.75 |
252.50 |
6.3% |
79.00 |
2.0% |
94% |
True |
False |
2,704 |
| 20 |
3,994.25 |
3,709.00 |
285.25 |
7.2% |
83.75 |
2.1% |
95% |
True |
False |
2,939 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.1% |
93.75 |
2.4% |
58% |
False |
False |
1,899 |
| 60 |
4,321.25 |
3,654.50 |
666.75 |
16.8% |
102.50 |
2.6% |
49% |
False |
False |
1,482 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
24.9% |
94.50 |
2.4% |
33% |
False |
False |
1,149 |
| 100 |
4,646.25 |
3,654.50 |
991.75 |
24.9% |
86.25 |
2.2% |
33% |
False |
False |
937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,224.75 |
|
2.618 |
4,136.25 |
|
1.618 |
4,082.00 |
|
1.000 |
4,048.50 |
|
0.618 |
4,027.75 |
|
HIGH |
3,994.25 |
|
0.618 |
3,973.50 |
|
0.500 |
3,967.00 |
|
0.382 |
3,960.75 |
|
LOW |
3,940.00 |
|
0.618 |
3,906.50 |
|
1.000 |
3,885.75 |
|
1.618 |
3,852.25 |
|
2.618 |
3,798.00 |
|
4.250 |
3,709.50 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,975.75 |
3,958.75 |
| PP |
3,971.50 |
3,937.25 |
| S1 |
3,967.00 |
3,916.00 |
|