| 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 |
1,154.3080 |
1,160.8110 |
6.5030 |
0.6% |
1,219.1520 |
| High |
1,167.4120 |
1,252.8220 |
85.4100 |
7.3% |
1,278.3290 |
| Low |
1,111.4340 |
1,154.9080 |
43.4740 |
3.9% |
1,001.6950 |
| Close |
1,160.8110 |
1,238.3340 |
77.5230 |
6.7% |
1,068.9710 |
| Range |
55.9780 |
97.9140 |
41.9360 |
74.9% |
276.6340 |
| ATR |
133.3167 |
130.7880 |
-2.5288 |
-1.9% |
0.0000 |
| Volume |
730,563 |
763,278 |
32,715 |
4.5% |
3,687,737 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.0967 |
1,471.6293 |
1,292.1867 |
|
| R3 |
1,411.1827 |
1,373.7153 |
1,265.2604 |
|
| R2 |
1,313.2687 |
1,313.2687 |
1,256.2849 |
|
| R1 |
1,275.8013 |
1,275.8013 |
1,247.3095 |
1,294.5350 |
| PP |
1,215.3547 |
1,215.3547 |
1,215.3547 |
1,224.7215 |
| S1 |
1,177.8873 |
1,177.8873 |
1,229.3586 |
1,196.6210 |
| S2 |
1,117.4407 |
1,117.4407 |
1,220.3831 |
|
| S3 |
1,019.5267 |
1,079.9733 |
1,211.4077 |
|
| S4 |
921.6127 |
982.0593 |
1,184.4813 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.2337 |
1,784.2363 |
1,221.1197 |
|
| R3 |
1,669.5997 |
1,507.6023 |
1,145.0454 |
|
| R2 |
1,392.9657 |
1,392.9657 |
1,119.6872 |
|
| R1 |
1,230.9683 |
1,230.9683 |
1,094.3291 |
1,173.6500 |
| PP |
1,116.3317 |
1,116.3317 |
1,116.3317 |
1,087.6725 |
| S1 |
954.3343 |
954.3343 |
1,043.6129 |
897.0160 |
| S2 |
839.6977 |
839.6977 |
1,018.2548 |
|
| S3 |
563.0637 |
677.7003 |
992.8967 |
|
| S4 |
286.4297 |
401.0663 |
916.8223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,252.8220 |
1,001.6950 |
251.1270 |
20.3% |
91.8144 |
7.4% |
94% |
True |
False |
870,453 |
| 10 |
1,278.3290 |
1,001.6950 |
276.6340 |
22.3% |
93.7073 |
7.6% |
86% |
False |
False |
758,126 |
| 20 |
1,831.3080 |
883.1590 |
948.1490 |
76.6% |
137.5499 |
11.1% |
37% |
False |
False |
749,588 |
| 40 |
2,447.9500 |
883.1590 |
1,564.7910 |
126.4% |
154.9812 |
12.5% |
23% |
False |
False |
636,147 |
| 60 |
3,176.1690 |
883.1590 |
2,293.0100 |
185.2% |
163.6079 |
13.2% |
15% |
False |
False |
514,479 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
217.8% |
167.0952 |
13.5% |
13% |
False |
False |
462,404 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
217.8% |
174.0277 |
14.1% |
13% |
False |
False |
447,082 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
217.8% |
183.4959 |
14.8% |
13% |
False |
False |
453,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,668.9565 |
|
2.618 |
1,509.1609 |
|
1.618 |
1,411.2469 |
|
1.000 |
1,350.7360 |
|
0.618 |
1,313.3329 |
|
HIGH |
1,252.8220 |
|
0.618 |
1,215.4189 |
|
0.500 |
1,203.8650 |
|
0.382 |
1,192.3111 |
|
LOW |
1,154.9080 |
|
0.618 |
1,094.3971 |
|
1.000 |
1,056.9940 |
|
1.618 |
996.4831 |
|
2.618 |
898.5691 |
|
4.250 |
738.7735 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,226.8443 |
1,214.0535 |
| PP |
1,215.3547 |
1,189.7730 |
| S1 |
1,203.8650 |
1,165.4925 |
|