| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,901.25 |
12,115.00 |
213.75 |
1.8% |
11,606.00 |
| High |
12,168.50 |
12,211.00 |
42.50 |
0.3% |
12,211.00 |
| Low |
11,836.50 |
11,952.50 |
116.00 |
1.0% |
11,389.25 |
| Close |
12,138.50 |
12,152.00 |
13.50 |
0.1% |
12,152.00 |
| Range |
332.00 |
258.50 |
-73.50 |
-22.1% |
821.75 |
| ATR |
378.60 |
370.02 |
-8.58 |
-2.3% |
0.00 |
| Volume |
550,463 |
640,445 |
89,982 |
16.3% |
2,631,757 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,880.75 |
12,774.75 |
12,294.25 |
|
| R3 |
12,622.25 |
12,516.25 |
12,223.00 |
|
| R2 |
12,363.75 |
12,363.75 |
12,199.50 |
|
| R1 |
12,257.75 |
12,257.75 |
12,175.75 |
12,310.75 |
| PP |
12,105.25 |
12,105.25 |
12,105.25 |
12,131.50 |
| S1 |
11,999.25 |
11,999.25 |
12,128.25 |
12,052.25 |
| S2 |
11,846.75 |
11,846.75 |
12,104.50 |
|
| S3 |
11,588.25 |
11,740.75 |
12,081.00 |
|
| S4 |
11,329.75 |
11,482.25 |
12,009.75 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,382.75 |
14,089.00 |
12,604.00 |
|
| R3 |
13,561.00 |
13,267.25 |
12,378.00 |
|
| R2 |
12,739.25 |
12,739.25 |
12,302.75 |
|
| R1 |
12,445.50 |
12,445.50 |
12,227.25 |
12,592.50 |
| PP |
11,917.50 |
11,917.50 |
11,917.50 |
11,990.75 |
| S1 |
11,623.75 |
11,623.75 |
12,076.75 |
11,770.50 |
| S2 |
11,095.75 |
11,095.75 |
12,001.25 |
|
| S3 |
10,274.00 |
10,802.00 |
11,926.00 |
|
| S4 |
9,452.25 |
9,980.25 |
11,700.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,211.00 |
11,381.75 |
829.25 |
6.8% |
302.25 |
2.5% |
93% |
True |
False |
647,431 |
| 10 |
12,262.00 |
11,351.00 |
911.00 |
7.5% |
328.50 |
2.7% |
88% |
False |
False |
632,920 |
| 20 |
12,755.25 |
11,068.50 |
1,686.75 |
13.9% |
382.75 |
3.1% |
64% |
False |
False |
621,737 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.7% |
401.50 |
3.3% |
57% |
False |
False |
312,357 |
| 60 |
14,331.25 |
11,068.50 |
3,262.75 |
26.8% |
422.50 |
3.5% |
33% |
False |
False |
208,647 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
405.50 |
3.3% |
26% |
False |
False |
156,639 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
417.50 |
3.4% |
26% |
False |
False |
125,320 |
| 120 |
15,639.50 |
11,068.50 |
4,571.00 |
37.6% |
423.75 |
3.5% |
24% |
False |
False |
104,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,309.50 |
|
2.618 |
12,887.75 |
|
1.618 |
12,629.25 |
|
1.000 |
12,469.50 |
|
0.618 |
12,370.75 |
|
HIGH |
12,211.00 |
|
0.618 |
12,112.25 |
|
0.500 |
12,081.75 |
|
0.382 |
12,051.25 |
|
LOW |
11,952.50 |
|
0.618 |
11,792.75 |
|
1.000 |
11,694.00 |
|
1.618 |
11,534.25 |
|
2.618 |
11,275.75 |
|
4.250 |
10,854.00 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,128.50 |
12,091.00 |
| PP |
12,105.25 |
12,030.25 |
| S1 |
12,081.75 |
11,969.50 |
|