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 |
1,808.1 |
1,814.4 |
6.3 |
0.3% |
1,839.6 |
High |
1,813.6 |
1,815.2 |
1.6 |
0.1% |
1,842.8 |
Low |
1,783.4 |
1,763.0 |
-20.4 |
-1.1% |
1,783.4 |
Close |
1,801.5 |
1,763.9 |
-37.6 |
-2.1% |
1,801.5 |
Range |
30.2 |
52.2 |
22.0 |
72.8% |
59.4 |
ATR |
26.4 |
28.2 |
1.8 |
7.0% |
0.0 |
Volume |
249,489 |
310,369 |
60,880 |
24.4% |
869,146 |
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.3 |
1,902.8 |
1,792.6 |
|
R3 |
1,885.1 |
1,850.6 |
1,778.3 |
|
R2 |
1,832.9 |
1,832.9 |
1,773.5 |
|
R1 |
1,798.4 |
1,798.4 |
1,768.7 |
1,789.6 |
PP |
1,780.7 |
1,780.7 |
1,780.7 |
1,776.3 |
S1 |
1,746.2 |
1,746.2 |
1,759.1 |
1,737.4 |
S2 |
1,728.5 |
1,728.5 |
1,754.3 |
|
S3 |
1,676.3 |
1,694.0 |
1,749.5 |
|
S4 |
1,624.1 |
1,641.8 |
1,735.2 |
|
|
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 |
1,834.9 |
1,763.0 |
71.9 |
4.1% |
28.5 |
1.6% |
1% |
False |
True |
207,139 |
10 |
1,850.3 |
1,763.0 |
87.3 |
4.9% |
24.9 |
1.4% |
1% |
False |
True |
181,216 |
20 |
1,882.5 |
1,763.0 |
119.5 |
6.8% |
28.4 |
1.6% |
1% |
False |
True |
174,545 |
40 |
1,900.8 |
1,763.0 |
137.8 |
7.8% |
27.6 |
1.6% |
1% |
False |
True |
127,313 |
60 |
2,009.5 |
1,763.0 |
246.5 |
14.0% |
27.7 |
1.6% |
0% |
False |
True |
88,488 |
80 |
2,021.1 |
1,763.0 |
258.1 |
14.6% |
28.4 |
1.6% |
0% |
False |
True |
67,284 |
100 |
2,085.2 |
1,763.0 |
322.2 |
18.3% |
30.6 |
1.7% |
0% |
False |
True |
54,360 |
120 |
2,085.2 |
1,763.0 |
322.2 |
18.3% |
28.5 |
1.6% |
0% |
False |
True |
45,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.1 |
2.618 |
1,951.9 |
1.618 |
1,899.7 |
1.000 |
1,867.4 |
0.618 |
1,847.5 |
HIGH |
1,815.2 |
0.618 |
1,795.3 |
0.500 |
1,789.1 |
0.382 |
1,782.9 |
LOW |
1,763.0 |
0.618 |
1,730.7 |
1.000 |
1,710.8 |
1.618 |
1,678.5 |
2.618 |
1,626.3 |
4.250 |
1,541.2 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,789.1 |
1,794.9 |
PP |
1,780.7 |
1,784.6 |
S1 |
1,772.3 |
1,774.2 |
|