| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,423.0 |
3,481.0 |
58.0 |
1.7% |
3,463.0 |
| High |
3,489.0 |
3,504.0 |
15.0 |
0.4% |
3,504.0 |
| Low |
3,415.0 |
3,444.0 |
29.0 |
0.8% |
3,343.0 |
| Close |
3,480.0 |
3,497.0 |
17.0 |
0.5% |
3,497.0 |
| Range |
74.0 |
60.0 |
-14.0 |
-18.9% |
161.0 |
| ATR |
87.7 |
85.7 |
-2.0 |
-2.3% |
0.0 |
| Volume |
860,515 |
812,665 |
-47,850 |
-5.6% |
3,842,047 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,661.7 |
3,639.3 |
3,530.0 |
|
| R3 |
3,601.7 |
3,579.3 |
3,513.5 |
|
| R2 |
3,541.7 |
3,541.7 |
3,508.0 |
|
| R1 |
3,519.3 |
3,519.3 |
3,502.5 |
3,530.5 |
| PP |
3,481.7 |
3,481.7 |
3,481.7 |
3,487.3 |
| S1 |
3,459.3 |
3,459.3 |
3,491.5 |
3,470.5 |
| S2 |
3,421.7 |
3,421.7 |
3,486.0 |
|
| S3 |
3,361.7 |
3,399.3 |
3,480.5 |
|
| S4 |
3,301.7 |
3,339.3 |
3,464.0 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,931.0 |
3,875.0 |
3,585.6 |
|
| R3 |
3,770.0 |
3,714.0 |
3,541.3 |
|
| R2 |
3,609.0 |
3,609.0 |
3,526.5 |
|
| R1 |
3,553.0 |
3,553.0 |
3,511.8 |
3,581.0 |
| PP |
3,448.0 |
3,448.0 |
3,448.0 |
3,462.0 |
| S1 |
3,392.0 |
3,392.0 |
3,482.2 |
3,420.0 |
| S2 |
3,287.0 |
3,287.0 |
3,467.5 |
|
| S3 |
3,126.0 |
3,231.0 |
3,452.7 |
|
| S4 |
2,965.0 |
3,070.0 |
3,408.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,504.0 |
3,343.0 |
161.0 |
4.6% |
83.6 |
2.4% |
96% |
True |
False |
956,181 |
| 10 |
3,584.0 |
3,343.0 |
241.0 |
6.9% |
82.8 |
2.4% |
64% |
False |
False |
944,775 |
| 20 |
3,689.0 |
3,343.0 |
346.0 |
9.9% |
86.9 |
2.5% |
45% |
False |
False |
1,060,897 |
| 40 |
3,840.0 |
3,343.0 |
497.0 |
14.2% |
76.1 |
2.2% |
31% |
False |
False |
567,351 |
| 60 |
3,855.0 |
3,343.0 |
512.0 |
14.6% |
75.3 |
2.2% |
30% |
False |
False |
378,988 |
| 80 |
3,902.0 |
3,343.0 |
559.0 |
16.0% |
69.0 |
2.0% |
28% |
False |
False |
284,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,759.0 |
|
2.618 |
3,661.1 |
|
1.618 |
3,601.1 |
|
1.000 |
3,564.0 |
|
0.618 |
3,541.1 |
|
HIGH |
3,504.0 |
|
0.618 |
3,481.1 |
|
0.500 |
3,474.0 |
|
0.382 |
3,466.9 |
|
LOW |
3,444.0 |
|
0.618 |
3,406.9 |
|
1.000 |
3,384.0 |
|
1.618 |
3,346.9 |
|
2.618 |
3,286.9 |
|
4.250 |
3,189.0 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,489.3 |
3,477.5 |
| PP |
3,481.7 |
3,458.0 |
| S1 |
3,474.0 |
3,438.5 |
|