| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,606.00 |
11,820.25 |
214.25 |
1.8% |
12,137.50 |
| High |
11,815.75 |
11,974.25 |
158.50 |
1.3% |
12,262.00 |
| Low |
11,389.25 |
11,727.75 |
338.50 |
3.0% |
11,351.00 |
| Close |
11,808.50 |
11,880.25 |
71.75 |
0.6% |
11,611.25 |
| Range |
426.50 |
246.50 |
-180.00 |
-42.2% |
911.00 |
| ATR |
392.62 |
382.19 |
-10.44 |
-2.7% |
0.00 |
| Volume |
790,937 |
649,912 |
-141,025 |
-17.8% |
3,134,142 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,600.25 |
12,486.75 |
12,015.75 |
|
| R3 |
12,353.75 |
12,240.25 |
11,948.00 |
|
| R2 |
12,107.25 |
12,107.25 |
11,925.50 |
|
| R1 |
11,993.75 |
11,993.75 |
11,902.75 |
12,050.50 |
| PP |
11,860.75 |
11,860.75 |
11,860.75 |
11,889.00 |
| S1 |
11,747.25 |
11,747.25 |
11,857.75 |
11,804.00 |
| S2 |
11,614.25 |
11,614.25 |
11,835.00 |
|
| S3 |
11,367.75 |
11,500.75 |
11,812.50 |
|
| S4 |
11,121.25 |
11,254.25 |
11,744.75 |
|
|
| 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 |
11,974.25 |
11,351.00 |
623.25 |
5.2% |
290.25 |
2.4% |
85% |
True |
False |
674,898 |
| 10 |
12,262.00 |
11,320.50 |
941.50 |
7.9% |
342.75 |
2.9% |
59% |
False |
False |
640,737 |
| 20 |
12,811.75 |
11,068.50 |
1,743.25 |
14.7% |
379.75 |
3.2% |
47% |
False |
False |
563,149 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.0% |
410.00 |
3.5% |
43% |
False |
False |
282,661 |
| 60 |
14,674.50 |
11,068.50 |
3,606.00 |
30.4% |
424.50 |
3.6% |
23% |
False |
False |
188,830 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.7% |
410.25 |
3.5% |
19% |
False |
False |
141,755 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.7% |
421.00 |
3.5% |
19% |
False |
False |
113,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,022.00 |
|
2.618 |
12,619.50 |
|
1.618 |
12,373.00 |
|
1.000 |
12,220.75 |
|
0.618 |
12,126.50 |
|
HIGH |
11,974.25 |
|
0.618 |
11,880.00 |
|
0.500 |
11,851.00 |
|
0.382 |
11,822.00 |
|
LOW |
11,727.75 |
|
0.618 |
11,575.50 |
|
1.000 |
11,481.25 |
|
1.618 |
11,329.00 |
|
2.618 |
11,082.50 |
|
4.250 |
10,680.00 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,870.50 |
11,812.75 |
| PP |
11,860.75 |
11,745.50 |
| S1 |
11,851.00 |
11,678.00 |
|