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 |
3,490.0 |
3,453.0 |
-37.0 |
-1.1% |
3,528.0 |
High |
3,497.0 |
3,470.0 |
-27.0 |
-0.8% |
3,584.0 |
Low |
3,401.0 |
3,392.0 |
-9.0 |
-0.3% |
3,392.0 |
Close |
3,441.0 |
3,430.0 |
-11.0 |
-0.3% |
3,430.0 |
Range |
96.0 |
78.0 |
-18.0 |
-18.8% |
192.0 |
ATR |
84.3 |
83.8 |
-0.4 |
-0.5% |
0.0 |
Volume |
1,292,179 |
938,859 |
-353,320 |
-27.3% |
4,628,731 |
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.7 |
3,625.3 |
3,472.9 |
|
R3 |
3,586.7 |
3,547.3 |
3,451.5 |
|
R2 |
3,508.7 |
3,508.7 |
3,444.3 |
|
R1 |
3,469.3 |
3,469.3 |
3,437.2 |
3,450.0 |
PP |
3,430.7 |
3,430.7 |
3,430.7 |
3,421.0 |
S1 |
3,391.3 |
3,391.3 |
3,422.9 |
3,372.0 |
S2 |
3,352.7 |
3,352.7 |
3,415.7 |
|
S3 |
3,274.7 |
3,313.3 |
3,408.6 |
|
S4 |
3,196.7 |
3,235.3 |
3,387.1 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,044.7 |
3,929.3 |
3,535.6 |
|
R3 |
3,852.7 |
3,737.3 |
3,482.8 |
|
R2 |
3,660.7 |
3,660.7 |
3,465.2 |
|
R1 |
3,545.3 |
3,545.3 |
3,447.6 |
3,507.0 |
PP |
3,468.7 |
3,468.7 |
3,468.7 |
3,449.5 |
S1 |
3,353.3 |
3,353.3 |
3,412.4 |
3,315.0 |
S2 |
3,276.7 |
3,276.7 |
3,394.8 |
|
S3 |
3,084.7 |
3,161.3 |
3,377.2 |
|
S4 |
2,892.7 |
2,969.3 |
3,324.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,584.0 |
3,392.0 |
192.0 |
5.6% |
72.8 |
2.1% |
20% |
False |
True |
925,746 |
10 |
3,584.0 |
3,392.0 |
192.0 |
5.6% |
75.3 |
2.2% |
20% |
False |
True |
886,371 |
20 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
83.7 |
2.4% |
10% |
False |
False |
929,765 |
40 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
76.5 |
2.2% |
10% |
False |
False |
471,434 |
60 |
3,855.0 |
3,384.0 |
471.0 |
13.7% |
73.4 |
2.1% |
10% |
False |
False |
314,956 |
80 |
3,902.0 |
3,384.0 |
518.0 |
15.1% |
66.2 |
1.9% |
9% |
False |
False |
236,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,801.5 |
2.618 |
3,674.2 |
1.618 |
3,596.2 |
1.000 |
3,548.0 |
0.618 |
3,518.2 |
HIGH |
3,470.0 |
0.618 |
3,440.2 |
0.500 |
3,431.0 |
0.382 |
3,421.8 |
LOW |
3,392.0 |
0.618 |
3,343.8 |
1.000 |
3,314.0 |
1.618 |
3,265.8 |
2.618 |
3,187.8 |
4.250 |
3,060.5 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,431.0 |
3,456.0 |
PP |
3,430.7 |
3,447.3 |
S1 |
3,430.3 |
3,438.7 |
|