Trading Metrics calculated at close of trading on 05-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,807.12 |
1,807.82 |
0.70 |
0.0% |
1,826.88 |
High |
1,809.22 |
1,811.73 |
2.51 |
0.1% |
1,839.58 |
Low |
1,785.86 |
1,764.49 |
-21.37 |
-1.2% |
1,785.86 |
Close |
1,809.22 |
1,765.14 |
-44.08 |
-2.4% |
1,809.22 |
Range |
23.36 |
47.24 |
23.88 |
102.2% |
53.72 |
ATR |
21.64 |
23.47 |
1.83 |
8.4% |
0.00 |
Volume |
7,142 |
7,202 |
60 |
0.8% |
35,893 |
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.17 |
1,890.90 |
1,791.12 |
|
R3 |
1,874.93 |
1,843.66 |
1,778.13 |
|
R2 |
1,827.69 |
1,827.69 |
1,773.80 |
|
R1 |
1,796.42 |
1,796.42 |
1,769.47 |
1,788.44 |
PP |
1,780.45 |
1,780.45 |
1,780.45 |
1,776.46 |
S1 |
1,749.18 |
1,749.18 |
1,760.81 |
1,741.20 |
S2 |
1,733.21 |
1,733.21 |
1,756.48 |
|
S3 |
1,685.97 |
1,701.94 |
1,752.15 |
|
S4 |
1,638.73 |
1,654.70 |
1,739.16 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.71 |
1,944.69 |
1,838.77 |
|
R3 |
1,918.99 |
1,890.97 |
1,823.99 |
|
R2 |
1,865.27 |
1,865.27 |
1,819.07 |
|
R1 |
1,837.25 |
1,837.25 |
1,814.14 |
1,824.40 |
PP |
1,811.55 |
1,811.55 |
1,811.55 |
1,805.13 |
S1 |
1,783.53 |
1,783.53 |
1,804.30 |
1,770.68 |
S2 |
1,757.83 |
1,757.83 |
1,799.37 |
|
S3 |
1,704.11 |
1,729.81 |
1,794.45 |
|
S4 |
1,650.39 |
1,676.09 |
1,779.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,831.69 |
1,764.49 |
67.20 |
3.8% |
23.44 |
1.3% |
1% |
False |
True |
7,270 |
10 |
1,845.05 |
1,764.49 |
80.56 |
4.6% |
20.23 |
1.1% |
1% |
False |
True |
7,258 |
20 |
1,877.31 |
1,764.49 |
112.82 |
6.4% |
24.07 |
1.4% |
1% |
False |
True |
7,263 |
40 |
1,895.53 |
1,764.49 |
131.04 |
7.4% |
23.93 |
1.4% |
0% |
False |
True |
7,183 |
60 |
1,996.96 |
1,764.49 |
232.47 |
13.2% |
24.43 |
1.4% |
0% |
False |
True |
7,154 |
80 |
1,997.88 |
1,764.49 |
233.39 |
13.2% |
25.03 |
1.4% |
0% |
False |
True |
7,022 |
100 |
2,065.89 |
1,764.49 |
301.40 |
17.1% |
27.40 |
1.6% |
0% |
False |
True |
6,879 |
120 |
2,065.89 |
1,764.49 |
301.40 |
17.1% |
25.67 |
1.5% |
0% |
False |
True |
6,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.50 |
2.618 |
1,935.40 |
1.618 |
1,888.16 |
1.000 |
1,858.97 |
0.618 |
1,840.92 |
HIGH |
1,811.73 |
0.618 |
1,793.68 |
0.500 |
1,788.11 |
0.382 |
1,782.54 |
LOW |
1,764.49 |
0.618 |
1,735.30 |
1.000 |
1,717.25 |
1.618 |
1,688.06 |
2.618 |
1,640.82 |
4.250 |
1,563.72 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,788.11 |
1,793.73 |
PP |
1,780.45 |
1,784.20 |
S1 |
1,772.80 |
1,774.67 |
|