| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
19,765.36 |
20,451.98 |
686.62 |
3.5% |
21,189.83 |
| High |
20,700.66 |
20,475.80 |
-224.86 |
-1.1% |
21,832.83 |
| Low |
19,314.55 |
19,774.38 |
459.83 |
2.4% |
18,680.15 |
| Close |
20,451.98 |
20,390.46 |
-61.52 |
-0.3% |
19,422.85 |
| Range |
1,386.11 |
701.42 |
-684.69 |
-49.4% |
3,152.68 |
| ATR |
1,736.09 |
1,662.19 |
-73.91 |
-4.3% |
0.00 |
| Volume |
62,592 |
50,781 |
-11,811 |
-18.9% |
260,248 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,317.81 |
22,055.55 |
20,776.24 |
|
| R3 |
21,616.39 |
21,354.13 |
20,583.35 |
|
| R2 |
20,914.97 |
20,914.97 |
20,519.05 |
|
| R1 |
20,652.71 |
20,652.71 |
20,454.76 |
20,433.13 |
| PP |
20,213.55 |
20,213.55 |
20,213.55 |
20,103.76 |
| S1 |
19,951.29 |
19,951.29 |
20,326.16 |
19,731.71 |
| S2 |
19,512.13 |
19,512.13 |
20,261.87 |
|
| S3 |
18,810.71 |
19,249.87 |
20,197.57 |
|
| S4 |
18,109.29 |
18,548.45 |
20,004.68 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,436.65 |
27,582.43 |
21,156.82 |
|
| R3 |
26,283.97 |
24,429.75 |
20,289.84 |
|
| R2 |
23,131.29 |
23,131.29 |
20,000.84 |
|
| R1 |
21,277.07 |
21,277.07 |
19,711.85 |
20,627.84 |
| PP |
19,978.61 |
19,978.61 |
19,978.61 |
19,654.00 |
| S1 |
18,124.39 |
18,124.39 |
19,133.85 |
17,475.16 |
| S2 |
16,825.93 |
16,825.93 |
18,844.86 |
|
| S3 |
13,673.25 |
14,971.71 |
18,555.86 |
|
| S4 |
10,520.57 |
11,819.03 |
17,688.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,700.66 |
18,680.15 |
2,020.51 |
9.9% |
1,239.57 |
6.1% |
85% |
False |
False |
64,383 |
| 10 |
21,832.83 |
18,680.15 |
3,152.68 |
15.5% |
1,153.51 |
5.7% |
54% |
False |
False |
57,260 |
| 20 |
31,519.37 |
17,614.34 |
13,905.03 |
68.2% |
1,744.42 |
8.6% |
20% |
False |
False |
60,604 |
| 40 |
32,629.75 |
17,614.34 |
15,015.41 |
73.6% |
1,883.83 |
9.2% |
18% |
False |
False |
47,563 |
| 60 |
43,431.35 |
17,614.34 |
25,817.01 |
126.6% |
1,984.18 |
9.7% |
11% |
False |
False |
38,671 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
149.9% |
1,948.17 |
9.6% |
9% |
False |
False |
34,275 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
149.9% |
2,075.14 |
10.2% |
9% |
False |
False |
35,981 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
149.9% |
2,117.93 |
10.4% |
9% |
False |
False |
36,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,456.84 |
|
2.618 |
22,312.12 |
|
1.618 |
21,610.70 |
|
1.000 |
21,177.22 |
|
0.618 |
20,909.28 |
|
HIGH |
20,475.80 |
|
0.618 |
20,207.86 |
|
0.500 |
20,125.09 |
|
0.382 |
20,042.32 |
|
LOW |
19,774.38 |
|
0.618 |
19,340.90 |
|
1.000 |
19,072.96 |
|
1.618 |
18,639.48 |
|
2.618 |
17,938.06 |
|
4.250 |
16,793.35 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,302.00 |
20,163.56 |
| PP |
20,213.55 |
19,936.66 |
| S1 |
20,125.09 |
19,709.76 |
|