| 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 |
11,691.50 |
11,507.50 |
-184.00 |
-1.6% |
12,137.50 |
| High |
11,696.75 |
11,629.75 |
-67.00 |
-0.6% |
12,262.00 |
| Low |
11,351.00 |
11,381.75 |
30.75 |
0.3% |
11,351.00 |
| Close |
11,529.50 |
11,611.25 |
81.75 |
0.7% |
11,611.25 |
| Range |
345.75 |
248.00 |
-97.75 |
-28.3% |
911.00 |
| ATR |
400.94 |
390.02 |
-10.92 |
-2.7% |
0.00 |
| Volume |
738,071 |
605,401 |
-132,670 |
-18.0% |
3,134,142 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,285.00 |
12,196.00 |
11,747.75 |
|
| R3 |
12,037.00 |
11,948.00 |
11,679.50 |
|
| R2 |
11,789.00 |
11,789.00 |
11,656.75 |
|
| R1 |
11,700.00 |
11,700.00 |
11,634.00 |
11,744.50 |
| PP |
11,541.00 |
11,541.00 |
11,541.00 |
11,563.00 |
| S1 |
11,452.00 |
11,452.00 |
11,588.50 |
11,496.50 |
| S2 |
11,293.00 |
11,293.00 |
11,565.75 |
|
| S3 |
11,045.00 |
11,204.00 |
11,543.00 |
|
| S4 |
10,797.00 |
10,956.00 |
11,474.75 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,474.50 |
13,953.75 |
12,112.25 |
|
| R3 |
13,563.50 |
13,042.75 |
11,861.75 |
|
| R2 |
12,652.50 |
12,652.50 |
11,778.25 |
|
| R1 |
12,131.75 |
12,131.75 |
11,694.75 |
11,936.50 |
| PP |
11,741.50 |
11,741.50 |
11,741.50 |
11,643.75 |
| S1 |
11,220.75 |
11,220.75 |
11,527.75 |
11,025.50 |
| S2 |
10,830.50 |
10,830.50 |
11,444.25 |
|
| S3 |
9,919.50 |
10,309.75 |
11,360.75 |
|
| S4 |
9,008.50 |
9,398.75 |
11,110.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,262.00 |
11,351.00 |
911.00 |
7.8% |
311.75 |
2.7% |
29% |
False |
False |
626,828 |
| 10 |
12,262.00 |
11,119.00 |
1,143.00 |
9.8% |
343.50 |
3.0% |
43% |
False |
False |
635,557 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.4% |
382.00 |
3.3% |
28% |
False |
False |
491,465 |
| 40 |
13,582.00 |
11,068.50 |
2,513.50 |
21.6% |
424.25 |
3.7% |
22% |
False |
False |
246,728 |
| 60 |
14,892.00 |
11,068.50 |
3,823.50 |
32.9% |
426.00 |
3.7% |
14% |
False |
False |
164,839 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.5% |
413.50 |
3.6% |
13% |
False |
False |
123,745 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.5% |
419.50 |
3.6% |
13% |
False |
False |
99,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,683.75 |
|
2.618 |
12,279.00 |
|
1.618 |
12,031.00 |
|
1.000 |
11,877.75 |
|
0.618 |
11,783.00 |
|
HIGH |
11,629.75 |
|
0.618 |
11,535.00 |
|
0.500 |
11,505.75 |
|
0.382 |
11,476.50 |
|
LOW |
11,381.75 |
|
0.618 |
11,228.50 |
|
1.000 |
11,133.75 |
|
1.618 |
10,980.50 |
|
2.618 |
10,732.50 |
|
4.250 |
10,327.75 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,576.00 |
11,590.75 |
| PP |
11,541.00 |
11,570.50 |
| S1 |
11,505.75 |
11,550.00 |
|