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 |
3,463.0 |
3,399.0 |
-64.0 |
-1.8% |
3,528.0 |
High |
3,484.0 |
3,438.0 |
-46.0 |
-1.3% |
3,584.0 |
Low |
3,343.0 |
3,373.0 |
30.0 |
0.9% |
3,392.0 |
Close |
3,345.0 |
3,409.0 |
64.0 |
1.9% |
3,430.0 |
Range |
141.0 |
65.0 |
-76.0 |
-53.9% |
192.0 |
ATR |
87.9 |
88.3 |
0.4 |
0.4% |
0.0 |
Volume |
1,184,595 |
984,272 |
-200,323 |
-16.9% |
4,628,731 |
|
Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.7 |
3,570.3 |
3,444.8 |
|
R3 |
3,536.7 |
3,505.3 |
3,426.9 |
|
R2 |
3,471.7 |
3,471.7 |
3,420.9 |
|
R1 |
3,440.3 |
3,440.3 |
3,415.0 |
3,456.0 |
PP |
3,406.7 |
3,406.7 |
3,406.7 |
3,414.5 |
S1 |
3,375.3 |
3,375.3 |
3,403.0 |
3,391.0 |
S2 |
3,341.7 |
3,341.7 |
3,397.1 |
|
S3 |
3,276.7 |
3,310.3 |
3,391.1 |
|
S4 |
3,211.7 |
3,245.3 |
3,373.3 |
|
|
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 |
3,520.0 |
3,343.0 |
177.0 |
5.2% |
84.0 |
2.5% |
37% |
False |
False |
1,050,166 |
10 |
3,584.0 |
3,343.0 |
241.0 |
7.1% |
83.4 |
2.4% |
27% |
False |
False |
971,410 |
20 |
3,811.0 |
3,343.0 |
468.0 |
13.7% |
88.7 |
2.6% |
14% |
False |
False |
1,020,373 |
40 |
3,840.0 |
3,343.0 |
497.0 |
14.6% |
78.0 |
2.3% |
13% |
False |
False |
525,650 |
60 |
3,855.0 |
3,343.0 |
512.0 |
15.0% |
74.2 |
2.2% |
13% |
False |
False |
351,102 |
80 |
3,902.0 |
3,343.0 |
559.0 |
16.4% |
67.8 |
2.0% |
12% |
False |
False |
263,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,714.3 |
2.618 |
3,608.2 |
1.618 |
3,543.2 |
1.000 |
3,503.0 |
0.618 |
3,478.2 |
HIGH |
3,438.0 |
0.618 |
3,413.2 |
0.500 |
3,405.5 |
0.382 |
3,397.8 |
LOW |
3,373.0 |
0.618 |
3,332.8 |
1.000 |
3,308.0 |
1.618 |
3,267.8 |
2.618 |
3,202.8 |
4.250 |
3,096.8 |
|
|
Fisher Pivots for day following 06-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,407.8 |
3,413.5 |
PP |
3,406.7 |
3,412.0 |
S1 |
3,405.5 |
3,410.5 |
|