| 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 |
12,032.64 |
12,252.50 |
219.86 |
1.8% |
12,002.41 |
| High |
12,258.37 |
12,488.39 |
230.02 |
1.9% |
12,026.06 |
| Low |
11,967.92 |
12,232.20 |
264.28 |
2.2% |
11,488.27 |
| Close |
12,249.42 |
12,439.68 |
190.26 |
1.6% |
11,983.62 |
| Range |
290.45 |
256.19 |
-34.26 |
-11.8% |
537.79 |
| ATR |
319.65 |
315.12 |
-4.53 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,155.33 |
13,053.69 |
12,580.58 |
|
| R3 |
12,899.14 |
12,797.50 |
12,510.13 |
|
| R2 |
12,642.95 |
12,642.95 |
12,486.65 |
|
| R1 |
12,541.31 |
12,541.31 |
12,463.16 |
12,592.13 |
| PP |
12,386.76 |
12,386.76 |
12,386.76 |
12,412.17 |
| S1 |
12,285.12 |
12,285.12 |
12,416.20 |
12,335.94 |
| S2 |
12,130.57 |
12,130.57 |
12,392.71 |
|
| S3 |
11,874.38 |
12,028.93 |
12,369.23 |
|
| S4 |
11,618.19 |
11,772.74 |
12,298.78 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,446.02 |
13,252.61 |
12,279.40 |
|
| R3 |
12,908.23 |
12,714.82 |
12,131.51 |
|
| R2 |
12,370.44 |
12,370.44 |
12,082.21 |
|
| R1 |
12,177.03 |
12,177.03 |
12,032.92 |
12,004.84 |
| PP |
11,832.65 |
11,832.65 |
11,832.65 |
11,746.56 |
| S1 |
11,639.24 |
11,639.24 |
11,934.32 |
11,467.05 |
| S2 |
11,294.86 |
11,294.86 |
11,885.03 |
|
| S3 |
10,757.07 |
11,101.45 |
11,835.73 |
|
| S4 |
10,219.28 |
10,563.66 |
11,687.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,488.39 |
11,488.27 |
1,000.12 |
8.0% |
267.69 |
2.2% |
95% |
True |
False |
|
| 10 |
12,488.39 |
11,488.27 |
1,000.12 |
8.0% |
261.73 |
2.1% |
95% |
True |
False |
|
| 20 |
12,488.39 |
11,326.18 |
1,162.21 |
9.3% |
272.68 |
2.2% |
96% |
True |
False |
|
| 40 |
12,863.91 |
11,037.21 |
1,826.70 |
14.7% |
284.63 |
2.3% |
77% |
False |
False |
|
| 60 |
13,556.67 |
11,037.21 |
2,519.46 |
20.3% |
327.19 |
2.6% |
56% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
34.0% |
319.80 |
2.6% |
33% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
34.0% |
326.73 |
2.6% |
33% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.0% |
336.65 |
2.7% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,577.20 |
|
2.618 |
13,159.10 |
|
1.618 |
12,902.91 |
|
1.000 |
12,744.58 |
|
0.618 |
12,646.72 |
|
HIGH |
12,488.39 |
|
0.618 |
12,390.53 |
|
0.500 |
12,360.30 |
|
0.382 |
12,330.06 |
|
LOW |
12,232.20 |
|
0.618 |
12,073.87 |
|
1.000 |
11,976.01 |
|
1.618 |
11,817.68 |
|
2.618 |
11,561.49 |
|
4.250 |
11,143.39 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,413.22 |
12,347.27 |
| PP |
12,386.76 |
12,254.86 |
| S1 |
12,360.30 |
12,162.46 |
|