| 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 |
3,828.50 |
3,838.00 |
9.50 |
0.2% |
3,915.00 |
| High |
3,857.75 |
3,875.00 |
17.25 |
0.4% |
3,950.00 |
| Low |
3,744.00 |
3,808.75 |
64.75 |
1.7% |
3,741.25 |
| Close |
3,834.00 |
3,848.25 |
14.25 |
0.4% |
3,827.25 |
| Range |
113.75 |
66.25 |
-47.50 |
-41.8% |
208.75 |
| ATR |
102.33 |
99.75 |
-2.58 |
-2.5% |
0.00 |
| Volume |
2,031,501 |
1,684,324 |
-347,177 |
-17.1% |
9,154,166 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,042.75 |
4,011.75 |
3,884.75 |
|
| R3 |
3,976.50 |
3,945.50 |
3,866.50 |
|
| R2 |
3,910.25 |
3,910.25 |
3,860.50 |
|
| R1 |
3,879.25 |
3,879.25 |
3,854.25 |
3,894.75 |
| PP |
3,844.00 |
3,844.00 |
3,844.00 |
3,851.75 |
| S1 |
3,813.00 |
3,813.00 |
3,842.25 |
3,828.50 |
| S2 |
3,777.75 |
3,777.75 |
3,836.00 |
|
| S3 |
3,711.50 |
3,746.75 |
3,830.00 |
|
| S4 |
3,645.25 |
3,680.50 |
3,811.75 |
|
|
| 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 |
3,875.00 |
3,741.25 |
133.75 |
3.5% |
78.25 |
2.0% |
80% |
True |
False |
1,916,186 |
| 10 |
3,950.00 |
3,693.25 |
256.75 |
6.7% |
89.75 |
2.3% |
60% |
False |
False |
1,770,139 |
| 20 |
4,166.25 |
3,639.00 |
527.25 |
13.7% |
102.75 |
2.7% |
40% |
False |
False |
1,730,163 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.7% |
104.25 |
2.7% |
37% |
False |
False |
870,079 |
| 60 |
4,523.00 |
3,639.00 |
884.00 |
23.0% |
104.25 |
2.7% |
24% |
False |
False |
581,008 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
25.9% |
98.25 |
2.6% |
21% |
False |
False |
436,196 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
25.9% |
101.25 |
2.6% |
21% |
False |
False |
349,056 |
| 120 |
4,726.00 |
3,639.00 |
1,087.00 |
28.2% |
101.00 |
2.6% |
19% |
False |
False |
290,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,156.50 |
|
2.618 |
4,048.50 |
|
1.618 |
3,982.25 |
|
1.000 |
3,941.25 |
|
0.618 |
3,916.00 |
|
HIGH |
3,875.00 |
|
0.618 |
3,849.75 |
|
0.500 |
3,842.00 |
|
0.382 |
3,834.00 |
|
LOW |
3,808.75 |
|
0.618 |
3,767.75 |
|
1.000 |
3,742.50 |
|
1.618 |
3,701.50 |
|
2.618 |
3,635.25 |
|
4.250 |
3,527.25 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,846.00 |
3,835.25 |
| PP |
3,844.00 |
3,822.50 |
| S1 |
3,842.00 |
3,809.50 |
|