| 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 |
3,453.0 |
3,463.0 |
10.0 |
0.3% |
3,528.0 |
| High |
3,470.0 |
3,484.0 |
14.0 |
0.4% |
3,584.0 |
| Low |
3,392.0 |
3,343.0 |
-49.0 |
-1.4% |
3,392.0 |
| Close |
3,430.0 |
3,345.0 |
-85.0 |
-2.5% |
3,430.0 |
| Range |
78.0 |
141.0 |
63.0 |
80.8% |
192.0 |
| ATR |
83.8 |
87.9 |
4.1 |
4.9% |
0.0 |
| Volume |
938,859 |
1,184,595 |
245,736 |
26.2% |
4,628,731 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,813.7 |
3,720.3 |
3,422.6 |
|
| R3 |
3,672.7 |
3,579.3 |
3,383.8 |
|
| R2 |
3,531.7 |
3,531.7 |
3,370.9 |
|
| R1 |
3,438.3 |
3,438.3 |
3,357.9 |
3,414.5 |
| PP |
3,390.7 |
3,390.7 |
3,390.7 |
3,378.8 |
| S1 |
3,297.3 |
3,297.3 |
3,332.1 |
3,273.5 |
| S2 |
3,249.7 |
3,249.7 |
3,319.2 |
|
| S3 |
3,108.7 |
3,156.3 |
3,306.2 |
|
| S4 |
2,967.7 |
3,015.3 |
3,267.5 |
|
|
| 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 |
3,571.0 |
3,343.0 |
228.0 |
6.8% |
85.8 |
2.6% |
1% |
False |
True |
991,376 |
| 10 |
3,584.0 |
3,343.0 |
241.0 |
7.2% |
83.4 |
2.5% |
1% |
False |
True |
956,221 |
| 20 |
3,811.0 |
3,343.0 |
468.0 |
14.0% |
87.6 |
2.6% |
0% |
False |
True |
982,570 |
| 40 |
3,840.0 |
3,343.0 |
497.0 |
14.9% |
78.6 |
2.3% |
0% |
False |
True |
501,048 |
| 60 |
3,855.0 |
3,343.0 |
512.0 |
15.3% |
74.5 |
2.2% |
0% |
False |
True |
334,699 |
| 80 |
3,902.0 |
3,343.0 |
559.0 |
16.7% |
67.2 |
2.0% |
0% |
False |
True |
251,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,083.3 |
|
2.618 |
3,853.1 |
|
1.618 |
3,712.1 |
|
1.000 |
3,625.0 |
|
0.618 |
3,571.1 |
|
HIGH |
3,484.0 |
|
0.618 |
3,430.1 |
|
0.500 |
3,413.5 |
|
0.382 |
3,396.9 |
|
LOW |
3,343.0 |
|
0.618 |
3,255.9 |
|
1.000 |
3,202.0 |
|
1.618 |
3,114.9 |
|
2.618 |
2,973.9 |
|
4.250 |
2,743.8 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,413.5 |
3,420.0 |
| PP |
3,390.7 |
3,395.0 |
| S1 |
3,367.8 |
3,370.0 |
|