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 |
3,822.75 |
3,782.00 |
-40.75 |
-1.1% |
3,915.00 |
High |
3,825.00 |
3,833.50 |
8.50 |
0.2% |
3,950.00 |
Low |
3,741.25 |
3,744.50 |
3.25 |
0.1% |
3,741.25 |
Close |
3,789.50 |
3,827.25 |
37.75 |
1.0% |
3,827.25 |
Range |
83.75 |
89.00 |
5.25 |
6.3% |
208.75 |
ATR |
102.41 |
101.45 |
-0.96 |
-0.9% |
0.00 |
Volume |
2,394,361 |
1,752,977 |
-641,384 |
-26.8% |
9,154,166 |
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,068.75 |
4,037.00 |
3,876.25 |
|
R3 |
3,979.75 |
3,948.00 |
3,851.75 |
|
R2 |
3,890.75 |
3,890.75 |
3,843.50 |
|
R1 |
3,859.00 |
3,859.00 |
3,835.50 |
3,875.00 |
PP |
3,801.75 |
3,801.75 |
3,801.75 |
3,809.75 |
S1 |
3,770.00 |
3,770.00 |
3,819.00 |
3,786.00 |
S2 |
3,712.75 |
3,712.75 |
3,811.00 |
|
S3 |
3,623.75 |
3,681.00 |
3,802.75 |
|
S4 |
3,534.75 |
3,592.00 |
3,778.25 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,465.75 |
4,355.25 |
3,942.00 |
|
R3 |
4,257.00 |
4,146.50 |
3,884.75 |
|
R2 |
4,048.25 |
4,048.25 |
3,865.50 |
|
R1 |
3,937.75 |
3,937.75 |
3,846.50 |
3,888.50 |
PP |
3,839.50 |
3,839.50 |
3,839.50 |
3,815.00 |
S1 |
3,729.00 |
3,729.00 |
3,808.00 |
3,680.00 |
S2 |
3,630.75 |
3,630.75 |
3,789.00 |
|
S3 |
3,422.00 |
3,520.25 |
3,769.75 |
|
S4 |
3,213.25 |
3,311.50 |
3,712.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,950.00 |
3,741.25 |
208.75 |
5.5% |
79.00 |
2.1% |
41% |
False |
False |
1,830,833 |
10 |
3,950.00 |
3,639.00 |
311.00 |
8.1% |
91.25 |
2.4% |
61% |
False |
False |
1,775,917 |
20 |
4,191.00 |
3,639.00 |
552.00 |
14.4% |
101.50 |
2.7% |
34% |
False |
False |
1,546,383 |
40 |
4,304.50 |
3,639.00 |
665.50 |
17.4% |
107.00 |
2.8% |
28% |
False |
False |
777,402 |
60 |
4,531.75 |
3,639.00 |
892.75 |
23.3% |
104.00 |
2.7% |
21% |
False |
False |
519,150 |
80 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
98.75 |
2.6% |
19% |
False |
False |
389,756 |
100 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.50 |
2.6% |
19% |
False |
False |
311,898 |
120 |
4,726.00 |
3,639.00 |
1,087.00 |
28.4% |
101.00 |
2.6% |
17% |
False |
False |
259,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,211.75 |
2.618 |
4,066.50 |
1.618 |
3,977.50 |
1.000 |
3,922.50 |
0.618 |
3,888.50 |
HIGH |
3,833.50 |
0.618 |
3,799.50 |
0.500 |
3,789.00 |
0.382 |
3,778.50 |
LOW |
3,744.50 |
0.618 |
3,689.50 |
1.000 |
3,655.50 |
1.618 |
3,600.50 |
2.618 |
3,511.50 |
4.250 |
3,366.25 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,814.50 |
3,815.00 |
PP |
3,801.75 |
3,802.75 |
S1 |
3,789.00 |
3,790.50 |
|