Trading Metrics calculated at close of trading on 01-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1,819.2 |
1,808.1 |
-11.1 |
-0.6% |
1,839.6 |
High |
1,826.8 |
1,813.6 |
-13.2 |
-0.7% |
1,842.8 |
Low |
1,802.5 |
1,783.4 |
-19.1 |
-1.1% |
1,783.4 |
Close |
1,807.3 |
1,801.5 |
-5.8 |
-0.3% |
1,801.5 |
Range |
24.3 |
30.2 |
5.9 |
24.3% |
59.4 |
ATR |
26.1 |
26.4 |
0.3 |
1.1% |
0.0 |
Volume |
208,898 |
249,489 |
40,591 |
19.4% |
869,146 |
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.1 |
1,876.0 |
1,818.1 |
|
R3 |
1,859.9 |
1,845.8 |
1,809.8 |
|
R2 |
1,829.7 |
1,829.7 |
1,807.0 |
|
R1 |
1,815.6 |
1,815.6 |
1,804.3 |
1,807.6 |
PP |
1,799.5 |
1,799.5 |
1,799.5 |
1,795.5 |
S1 |
1,785.4 |
1,785.4 |
1,798.7 |
1,777.4 |
S2 |
1,769.3 |
1,769.3 |
1,796.0 |
|
S3 |
1,739.1 |
1,755.2 |
1,793.2 |
|
S4 |
1,708.9 |
1,725.0 |
1,784.9 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.4 |
1,953.9 |
1,834.2 |
|
R3 |
1,928.0 |
1,894.5 |
1,817.8 |
|
R2 |
1,868.6 |
1,868.6 |
1,812.4 |
|
R1 |
1,835.1 |
1,835.1 |
1,806.9 |
1,822.2 |
PP |
1,809.2 |
1,809.2 |
1,809.2 |
1,802.8 |
S1 |
1,775.7 |
1,775.7 |
1,796.1 |
1,762.8 |
S2 |
1,749.8 |
1,749.8 |
1,790.6 |
|
S3 |
1,690.4 |
1,716.3 |
1,785.2 |
|
S4 |
1,631.0 |
1,656.9 |
1,768.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,842.8 |
1,783.4 |
59.4 |
3.3% |
22.3 |
1.2% |
30% |
False |
True |
173,829 |
10 |
1,861.5 |
1,783.4 |
78.1 |
4.3% |
22.2 |
1.2% |
23% |
False |
True |
164,351 |
20 |
1,882.5 |
1,783.4 |
99.1 |
5.5% |
27.3 |
1.5% |
18% |
False |
True |
164,794 |
40 |
1,917.6 |
1,783.4 |
134.2 |
7.4% |
27.2 |
1.5% |
13% |
False |
True |
120,271 |
60 |
2,009.5 |
1,783.4 |
226.1 |
12.6% |
27.1 |
1.5% |
8% |
False |
True |
83,382 |
80 |
2,073.0 |
1,783.4 |
289.6 |
16.1% |
28.8 |
1.6% |
6% |
False |
True |
63,443 |
100 |
2,085.2 |
1,783.4 |
301.8 |
16.8% |
30.2 |
1.7% |
6% |
False |
True |
51,302 |
120 |
2,085.2 |
1,783.4 |
301.8 |
16.8% |
28.1 |
1.6% |
6% |
False |
True |
43,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.0 |
2.618 |
1,892.7 |
1.618 |
1,862.5 |
1.000 |
1,843.8 |
0.618 |
1,832.3 |
HIGH |
1,813.6 |
0.618 |
1,802.1 |
0.500 |
1,798.5 |
0.382 |
1,794.9 |
LOW |
1,783.4 |
0.618 |
1,764.7 |
1.000 |
1,753.2 |
1.618 |
1,734.5 |
2.618 |
1,704.3 |
4.250 |
1,655.1 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,800.5 |
1,809.2 |
PP |
1,799.5 |
1,806.6 |
S1 |
1,798.5 |
1,804.1 |
|