| 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 |
1,723.7 |
1,701.4 |
-22.3 |
-1.3% |
1,763.5 |
| High |
1,726.2 |
1,732.2 |
6.0 |
0.3% |
1,795.1 |
| Low |
1,680.6 |
1,680.4 |
-0.2 |
0.0% |
1,680.4 |
| Close |
1,708.0 |
1,728.5 |
20.5 |
1.2% |
1,728.5 |
| Range |
45.6 |
51.8 |
6.2 |
13.6% |
114.7 |
| ATR |
53.7 |
53.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
224,019 |
210,642 |
-13,377 |
-6.0% |
996,073 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.1 |
1,850.6 |
1,757.0 |
|
| R3 |
1,817.3 |
1,798.8 |
1,742.7 |
|
| R2 |
1,765.5 |
1,765.5 |
1,738.0 |
|
| R1 |
1,747.0 |
1,747.0 |
1,733.2 |
1,756.3 |
| PP |
1,713.7 |
1,713.7 |
1,713.7 |
1,718.3 |
| S1 |
1,695.2 |
1,695.2 |
1,723.8 |
1,704.5 |
| S2 |
1,661.9 |
1,661.9 |
1,719.0 |
|
| S3 |
1,610.1 |
1,643.4 |
1,714.3 |
|
| S4 |
1,558.3 |
1,591.6 |
1,700.0 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.8 |
2,018.3 |
1,791.6 |
|
| R3 |
1,964.1 |
1,903.6 |
1,760.0 |
|
| R2 |
1,849.4 |
1,849.4 |
1,749.5 |
|
| R1 |
1,788.9 |
1,788.9 |
1,739.0 |
1,761.8 |
| PP |
1,734.7 |
1,734.7 |
1,734.7 |
1,721.1 |
| S1 |
1,674.2 |
1,674.2 |
1,718.0 |
1,647.1 |
| S2 |
1,620.0 |
1,620.0 |
1,707.5 |
|
| S3 |
1,505.3 |
1,559.5 |
1,697.0 |
|
| S4 |
1,390.6 |
1,444.8 |
1,665.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.1 |
1,680.4 |
114.7 |
6.6% |
46.3 |
2.7% |
42% |
False |
True |
199,214 |
| 10 |
1,795.1 |
1,649.8 |
145.3 |
8.4% |
47.5 |
2.7% |
54% |
False |
False |
215,716 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.2% |
52.8 |
3.1% |
31% |
False |
False |
204,568 |
| 40 |
1,951.5 |
1,640.7 |
310.8 |
18.0% |
57.0 |
3.3% |
28% |
False |
False |
102,423 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.4% |
54.6 |
3.2% |
21% |
False |
False |
68,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,952.4 |
|
2.618 |
1,867.8 |
|
1.618 |
1,816.0 |
|
1.000 |
1,784.0 |
|
0.618 |
1,764.2 |
|
HIGH |
1,732.2 |
|
0.618 |
1,712.4 |
|
0.500 |
1,706.3 |
|
0.382 |
1,700.2 |
|
LOW |
1,680.4 |
|
0.618 |
1,648.4 |
|
1.000 |
1,628.6 |
|
1.618 |
1,596.6 |
|
2.618 |
1,544.8 |
|
4.250 |
1,460.3 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.1 |
1,723.5 |
| PP |
1,713.7 |
1,718.5 |
| S1 |
1,706.3 |
1,713.6 |
|