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 |
1,814.4 |
1,764.2 |
-50.2 |
-2.8% |
1,839.6 |
High |
1,815.2 |
1,771.5 |
-43.7 |
-2.4% |
1,842.8 |
Low |
1,763.0 |
1,730.7 |
-32.3 |
-1.8% |
1,783.4 |
Close |
1,763.9 |
1,736.5 |
-27.4 |
-1.6% |
1,801.5 |
Range |
52.2 |
40.8 |
-11.4 |
-21.8% |
59.4 |
ATR |
28.2 |
29.1 |
0.9 |
3.2% |
0.0 |
Volume |
310,369 |
258,824 |
-51,545 |
-16.6% |
869,146 |
|
Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.6 |
1,843.4 |
1,758.9 |
|
R3 |
1,827.8 |
1,802.6 |
1,747.7 |
|
R2 |
1,787.0 |
1,787.0 |
1,744.0 |
|
R1 |
1,761.8 |
1,761.8 |
1,740.2 |
1,754.0 |
PP |
1,746.2 |
1,746.2 |
1,746.2 |
1,742.4 |
S1 |
1,721.0 |
1,721.0 |
1,732.8 |
1,713.2 |
S2 |
1,705.4 |
1,705.4 |
1,729.0 |
|
S3 |
1,664.6 |
1,680.2 |
1,725.3 |
|
S4 |
1,623.8 |
1,639.4 |
1,714.1 |
|
|
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 |
1,730.7 |
104.2 |
6.0% |
34.3 |
2.0% |
6% |
False |
True |
236,624 |
10 |
1,850.3 |
1,730.7 |
119.6 |
6.9% |
27.2 |
1.6% |
5% |
False |
True |
189,468 |
20 |
1,882.5 |
1,730.7 |
151.8 |
8.7% |
29.5 |
1.7% |
4% |
False |
True |
182,327 |
40 |
1,891.8 |
1,730.7 |
161.1 |
9.3% |
27.9 |
1.6% |
4% |
False |
True |
132,469 |
60 |
2,009.5 |
1,730.7 |
278.8 |
16.1% |
28.0 |
1.6% |
2% |
False |
True |
92,689 |
80 |
2,010.4 |
1,730.7 |
279.7 |
16.1% |
28.5 |
1.6% |
2% |
False |
True |
70,486 |
100 |
2,085.2 |
1,730.7 |
354.5 |
20.4% |
30.9 |
1.8% |
2% |
False |
True |
56,930 |
120 |
2,085.2 |
1,730.7 |
354.5 |
20.4% |
28.6 |
1.6% |
2% |
False |
True |
47,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.9 |
2.618 |
1,878.3 |
1.618 |
1,837.5 |
1.000 |
1,812.3 |
0.618 |
1,796.7 |
HIGH |
1,771.5 |
0.618 |
1,755.9 |
0.500 |
1,751.1 |
0.382 |
1,746.3 |
LOW |
1,730.7 |
0.618 |
1,705.5 |
1.000 |
1,689.9 |
1.618 |
1,664.7 |
2.618 |
1,623.9 |
4.250 |
1,557.3 |
|
|
Fisher Pivots for day following 06-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,751.1 |
1,773.0 |
PP |
1,746.2 |
1,760.8 |
S1 |
1,741.4 |
1,748.7 |
|