| 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 |
1,741.5 |
1,731.5 |
-10.0 |
-0.6% |
1,763.5 |
| High |
1,750.5 |
1,773.5 |
23.0 |
1.3% |
1,795.1 |
| Low |
1,710.6 |
1,721.4 |
10.8 |
0.6% |
1,680.4 |
| Close |
1,728.6 |
1,770.2 |
41.6 |
2.4% |
1,728.5 |
| Range |
39.9 |
52.1 |
12.2 |
30.6% |
114.7 |
| ATR |
53.2 |
53.1 |
-0.1 |
-0.1% |
0.0 |
| Volume |
186,369 |
156,402 |
-29,967 |
-16.1% |
996,073 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.3 |
1,892.9 |
1,798.9 |
|
| R3 |
1,859.2 |
1,840.8 |
1,784.5 |
|
| R2 |
1,807.1 |
1,807.1 |
1,779.8 |
|
| R1 |
1,788.7 |
1,788.7 |
1,775.0 |
1,797.9 |
| PP |
1,755.0 |
1,755.0 |
1,755.0 |
1,759.7 |
| S1 |
1,736.6 |
1,736.6 |
1,765.4 |
1,745.8 |
| S2 |
1,702.9 |
1,702.9 |
1,760.6 |
|
| S3 |
1,650.8 |
1,684.5 |
1,755.9 |
|
| S4 |
1,598.7 |
1,632.4 |
1,741.5 |
|
|
| 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 |
1,773.5 |
1,680.2 |
93.3 |
5.3% |
50.4 |
2.8% |
96% |
True |
False |
195,951 |
| 10 |
1,795.1 |
1,676.5 |
118.6 |
6.7% |
48.8 |
2.8% |
79% |
False |
False |
199,201 |
| 20 |
1,919.0 |
1,640.7 |
278.3 |
15.7% |
54.9 |
3.1% |
47% |
False |
False |
230,954 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
15.8% |
55.1 |
3.1% |
46% |
False |
False |
116,035 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
23.8% |
55.2 |
3.1% |
31% |
False |
False |
77,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,994.9 |
|
2.618 |
1,909.9 |
|
1.618 |
1,857.8 |
|
1.000 |
1,825.6 |
|
0.618 |
1,805.7 |
|
HIGH |
1,773.5 |
|
0.618 |
1,753.6 |
|
0.500 |
1,747.5 |
|
0.382 |
1,741.3 |
|
LOW |
1,721.4 |
|
0.618 |
1,689.2 |
|
1.000 |
1,669.3 |
|
1.618 |
1,637.1 |
|
2.618 |
1,585.0 |
|
4.250 |
1,500.0 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,762.6 |
1,755.8 |
| PP |
1,755.0 |
1,741.3 |
| S1 |
1,747.5 |
1,726.9 |
|