Trading Metrics calculated at close of trading on 07-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,831.98 |
3,858.85 |
26.87 |
0.7% |
3,920.76 |
High |
3,870.91 |
3,910.63 |
39.72 |
1.0% |
3,944.87 |
Low |
3,809.37 |
3,858.85 |
49.48 |
1.3% |
3,738.67 |
Close |
3,845.08 |
3,902.62 |
57.54 |
1.5% |
3,825.33 |
Range |
61.54 |
51.78 |
-9.76 |
-15.9% |
206.20 |
ATR |
87.44 |
85.88 |
-1.56 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,046.04 |
4,026.11 |
3,931.10 |
|
R3 |
3,994.26 |
3,974.33 |
3,916.86 |
|
R2 |
3,942.48 |
3,942.48 |
3,912.11 |
|
R1 |
3,922.55 |
3,922.55 |
3,907.37 |
3,932.52 |
PP |
3,890.70 |
3,890.70 |
3,890.70 |
3,895.68 |
S1 |
3,870.77 |
3,870.77 |
3,897.87 |
3,880.74 |
S2 |
3,838.92 |
3,838.92 |
3,893.13 |
|
S3 |
3,787.14 |
3,818.99 |
3,888.38 |
|
S4 |
3,735.36 |
3,767.21 |
3,874.14 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,454.89 |
4,346.31 |
3,938.74 |
|
R3 |
4,248.69 |
4,140.11 |
3,882.04 |
|
R2 |
4,042.49 |
4,042.49 |
3,863.13 |
|
R1 |
3,933.91 |
3,933.91 |
3,844.23 |
3,885.10 |
PP |
3,836.29 |
3,836.29 |
3,836.29 |
3,811.89 |
S1 |
3,727.71 |
3,727.71 |
3,806.43 |
3,678.90 |
S2 |
3,630.09 |
3,630.09 |
3,787.53 |
|
S3 |
3,423.89 |
3,521.51 |
3,768.63 |
|
S4 |
3,217.69 |
3,315.31 |
3,711.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,910.63 |
3,738.67 |
171.96 |
4.4% |
72.30 |
1.9% |
95% |
True |
False |
|
10 |
3,944.87 |
3,738.67 |
206.20 |
5.3% |
71.13 |
1.8% |
80% |
False |
False |
|
20 |
4,159.94 |
3,636.94 |
523.00 |
13.4% |
76.72 |
2.0% |
51% |
False |
False |
|
40 |
4,176.90 |
3,636.94 |
539.96 |
13.8% |
81.27 |
2.1% |
49% |
False |
False |
|
60 |
4,512.94 |
3,636.94 |
876.00 |
22.4% |
85.90 |
2.2% |
30% |
False |
False |
|
80 |
4,637.30 |
3,636.94 |
1,000.36 |
25.6% |
79.96 |
2.0% |
27% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.6% |
81.74 |
2.1% |
27% |
False |
False |
|
120 |
4,744.13 |
3,636.94 |
1,107.19 |
28.4% |
83.71 |
2.1% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,130.70 |
2.618 |
4,046.19 |
1.618 |
3,994.41 |
1.000 |
3,962.41 |
0.618 |
3,942.63 |
HIGH |
3,910.63 |
0.618 |
3,890.85 |
0.500 |
3,884.74 |
0.382 |
3,878.63 |
LOW |
3,858.85 |
0.618 |
3,826.85 |
1.000 |
3,807.07 |
1.618 |
3,775.07 |
2.618 |
3,723.29 |
4.250 |
3,638.79 |
|
|
Fisher Pivots for day following 07-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,896.66 |
3,877.20 |
PP |
3,890.70 |
3,851.77 |
S1 |
3,884.74 |
3,826.35 |
|