| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,399.0 |
3,423.0 |
24.0 |
0.7% |
3,528.0 |
| High |
3,438.0 |
3,489.0 |
51.0 |
1.5% |
3,584.0 |
| Low |
3,373.0 |
3,415.0 |
42.0 |
1.2% |
3,392.0 |
| Close |
3,409.0 |
3,480.0 |
71.0 |
2.1% |
3,430.0 |
| Range |
65.0 |
74.0 |
9.0 |
13.8% |
192.0 |
| ATR |
88.3 |
87.7 |
-0.6 |
-0.7% |
0.0 |
| Volume |
984,272 |
860,515 |
-123,757 |
-12.6% |
4,628,731 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,683.3 |
3,655.7 |
3,520.7 |
|
| R3 |
3,609.3 |
3,581.7 |
3,500.4 |
|
| R2 |
3,535.3 |
3,535.3 |
3,493.6 |
|
| R1 |
3,507.7 |
3,507.7 |
3,486.8 |
3,521.5 |
| PP |
3,461.3 |
3,461.3 |
3,461.3 |
3,468.3 |
| S1 |
3,433.7 |
3,433.7 |
3,473.2 |
3,447.5 |
| S2 |
3,387.3 |
3,387.3 |
3,466.4 |
|
| S3 |
3,313.3 |
3,359.7 |
3,459.7 |
|
| S4 |
3,239.3 |
3,285.7 |
3,439.3 |
|
|
| 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 |
3,497.0 |
3,343.0 |
154.0 |
4.4% |
90.8 |
2.6% |
89% |
False |
False |
1,052,084 |
| 10 |
3,584.0 |
3,343.0 |
241.0 |
6.9% |
84.0 |
2.4% |
57% |
False |
False |
964,478 |
| 20 |
3,774.0 |
3,343.0 |
431.0 |
12.4% |
89.0 |
2.6% |
32% |
False |
False |
1,049,799 |
| 40 |
3,840.0 |
3,343.0 |
497.0 |
14.3% |
77.0 |
2.2% |
28% |
False |
False |
547,038 |
| 60 |
3,855.0 |
3,343.0 |
512.0 |
14.7% |
75.2 |
2.2% |
27% |
False |
False |
365,444 |
| 80 |
3,902.0 |
3,343.0 |
559.0 |
16.1% |
68.8 |
2.0% |
25% |
False |
False |
274,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,803.5 |
|
2.618 |
3,682.7 |
|
1.618 |
3,608.7 |
|
1.000 |
3,563.0 |
|
0.618 |
3,534.7 |
|
HIGH |
3,489.0 |
|
0.618 |
3,460.7 |
|
0.500 |
3,452.0 |
|
0.382 |
3,443.3 |
|
LOW |
3,415.0 |
|
0.618 |
3,369.3 |
|
1.000 |
3,341.0 |
|
1.618 |
3,295.3 |
|
2.618 |
3,221.3 |
|
4.250 |
3,100.5 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,470.7 |
3,458.7 |
| PP |
3,461.3 |
3,437.3 |
| S1 |
3,452.0 |
3,416.0 |
|