Trading Metrics calculated at close of trading on 05-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
3,782.00 |
3,828.50 |
46.50 |
1.2% |
3,915.00 |
High |
3,833.50 |
3,857.75 |
24.25 |
0.6% |
3,950.00 |
Low |
3,744.50 |
3,744.00 |
-0.50 |
0.0% |
3,741.25 |
Close |
3,827.25 |
3,834.00 |
6.75 |
0.2% |
3,827.25 |
Range |
89.00 |
113.75 |
24.75 |
27.8% |
208.75 |
ATR |
101.45 |
102.33 |
0.88 |
0.9% |
0.00 |
Volume |
1,752,977 |
2,031,501 |
278,524 |
15.9% |
9,154,166 |
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,153.25 |
4,107.25 |
3,896.50 |
|
R3 |
4,039.50 |
3,993.50 |
3,865.25 |
|
R2 |
3,925.75 |
3,925.75 |
3,854.75 |
|
R1 |
3,879.75 |
3,879.75 |
3,844.50 |
3,902.75 |
PP |
3,812.00 |
3,812.00 |
3,812.00 |
3,823.50 |
S1 |
3,766.00 |
3,766.00 |
3,823.50 |
3,789.00 |
S2 |
3,698.25 |
3,698.25 |
3,813.25 |
|
S3 |
3,584.50 |
3,652.25 |
3,802.75 |
|
S4 |
3,470.75 |
3,538.50 |
3,771.50 |
|
|
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 |
5.4% |
90.75 |
2.4% |
44% |
False |
False |
1,937,659 |
10 |
3,950.00 |
3,661.50 |
288.50 |
7.5% |
95.25 |
2.5% |
60% |
False |
False |
1,758,310 |
20 |
4,170.75 |
3,639.00 |
531.75 |
13.9% |
102.50 |
2.7% |
37% |
False |
False |
1,647,059 |
40 |
4,204.75 |
3,639.00 |
565.75 |
14.8% |
104.75 |
2.7% |
34% |
False |
False |
828,100 |
60 |
4,523.00 |
3,639.00 |
884.00 |
23.1% |
104.50 |
2.7% |
22% |
False |
False |
552,969 |
80 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
98.25 |
2.6% |
20% |
False |
False |
415,147 |
100 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
101.00 |
2.6% |
20% |
False |
False |
332,213 |
120 |
4,726.00 |
3,639.00 |
1,087.00 |
28.4% |
101.00 |
2.6% |
18% |
False |
False |
276,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,341.25 |
2.618 |
4,155.50 |
1.618 |
4,041.75 |
1.000 |
3,971.50 |
0.618 |
3,928.00 |
HIGH |
3,857.75 |
0.618 |
3,814.25 |
0.500 |
3,801.00 |
0.382 |
3,787.50 |
LOW |
3,744.00 |
0.618 |
3,673.75 |
1.000 |
3,630.25 |
1.618 |
3,560.00 |
2.618 |
3,446.25 |
4.250 |
3,260.50 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
3,823.00 |
3,822.50 |
PP |
3,812.00 |
3,811.00 |
S1 |
3,801.00 |
3,799.50 |
|