| 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 |
1,701.4 |
1,727.5 |
26.1 |
1.5% |
1,763.5 |
| High |
1,732.2 |
1,742.8 |
10.6 |
0.6% |
1,795.1 |
| Low |
1,680.4 |
1,680.2 |
-0.2 |
0.0% |
1,680.4 |
| Close |
1,728.5 |
1,741.7 |
13.2 |
0.8% |
1,728.5 |
| Range |
51.8 |
62.6 |
10.8 |
20.8% |
114.7 |
| ATR |
53.6 |
54.2 |
0.6 |
1.2% |
0.0 |
| Volume |
210,642 |
202,324 |
-8,318 |
-3.9% |
996,073 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.4 |
1,888.1 |
1,776.1 |
|
| R3 |
1,846.8 |
1,825.5 |
1,758.9 |
|
| R2 |
1,784.2 |
1,784.2 |
1,753.2 |
|
| R1 |
1,762.9 |
1,762.9 |
1,747.4 |
1,773.6 |
| PP |
1,721.6 |
1,721.6 |
1,721.6 |
1,726.9 |
| S1 |
1,700.3 |
1,700.3 |
1,736.0 |
1,711.0 |
| S2 |
1,659.0 |
1,659.0 |
1,730.2 |
|
| S3 |
1,596.4 |
1,637.7 |
1,724.5 |
|
| S4 |
1,533.8 |
1,575.1 |
1,707.3 |
|
|
| 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 |
1,680.2 |
114.9 |
6.6% |
52.4 |
3.0% |
54% |
False |
True |
196,466 |
| 10 |
1,795.1 |
1,657.3 |
137.8 |
7.9% |
49.9 |
2.9% |
61% |
False |
False |
209,408 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.1% |
54.3 |
3.1% |
36% |
False |
False |
214,516 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
16.1% |
55.9 |
3.2% |
36% |
False |
False |
107,479 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.2% |
54.9 |
3.2% |
24% |
False |
False |
71,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.9 |
|
2.618 |
1,906.7 |
|
1.618 |
1,844.1 |
|
1.000 |
1,805.4 |
|
0.618 |
1,781.5 |
|
HIGH |
1,742.8 |
|
0.618 |
1,718.9 |
|
0.500 |
1,711.5 |
|
0.382 |
1,704.1 |
|
LOW |
1,680.2 |
|
0.618 |
1,641.5 |
|
1.000 |
1,617.6 |
|
1.618 |
1,578.9 |
|
2.618 |
1,516.3 |
|
4.250 |
1,414.2 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,731.6 |
1,731.6 |
| PP |
1,721.6 |
1,721.6 |
| S1 |
1,711.5 |
1,711.5 |
|