| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,838.00 |
3,853.75 |
15.75 |
0.4% |
3,915.00 |
| High |
3,875.00 |
3,914.25 |
39.25 |
1.0% |
3,950.00 |
| Low |
3,808.75 |
3,832.50 |
23.75 |
0.6% |
3,741.25 |
| Close |
3,848.25 |
3,905.00 |
56.75 |
1.5% |
3,827.25 |
| Range |
66.25 |
81.75 |
15.50 |
23.4% |
208.75 |
| ATR |
99.75 |
98.47 |
-1.29 |
-1.3% |
0.00 |
| Volume |
1,684,324 |
1,314,443 |
-369,881 |
-22.0% |
9,154,166 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,129.25 |
4,098.75 |
3,950.00 |
|
| R3 |
4,047.50 |
4,017.00 |
3,927.50 |
|
| R2 |
3,965.75 |
3,965.75 |
3,920.00 |
|
| R1 |
3,935.25 |
3,935.25 |
3,912.50 |
3,950.50 |
| PP |
3,884.00 |
3,884.00 |
3,884.00 |
3,891.50 |
| S1 |
3,853.50 |
3,853.50 |
3,897.50 |
3,868.75 |
| S2 |
3,802.25 |
3,802.25 |
3,890.00 |
|
| S3 |
3,720.50 |
3,771.75 |
3,882.50 |
|
| S4 |
3,638.75 |
3,690.00 |
3,860.00 |
|
|
| 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 |
3,914.25 |
3,741.25 |
173.00 |
4.4% |
87.00 |
2.2% |
95% |
True |
False |
1,835,521 |
| 10 |
3,950.00 |
3,735.00 |
215.00 |
5.5% |
86.50 |
2.2% |
79% |
False |
False |
1,735,525 |
| 20 |
4,161.75 |
3,639.00 |
522.75 |
13.4% |
102.25 |
2.6% |
51% |
False |
False |
1,793,125 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.5% |
103.00 |
2.6% |
47% |
False |
False |
902,801 |
| 60 |
4,513.25 |
3,639.00 |
874.25 |
22.4% |
104.75 |
2.7% |
30% |
False |
False |
602,870 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
97.50 |
2.5% |
27% |
False |
False |
452,621 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
101.00 |
2.6% |
27% |
False |
False |
362,196 |
| 120 |
4,723.00 |
3,639.00 |
1,084.00 |
27.8% |
101.25 |
2.6% |
25% |
False |
False |
301,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,261.75 |
|
2.618 |
4,128.25 |
|
1.618 |
4,046.50 |
|
1.000 |
3,996.00 |
|
0.618 |
3,964.75 |
|
HIGH |
3,914.25 |
|
0.618 |
3,883.00 |
|
0.500 |
3,873.50 |
|
0.382 |
3,863.75 |
|
LOW |
3,832.50 |
|
0.618 |
3,782.00 |
|
1.000 |
3,750.75 |
|
1.618 |
3,700.25 |
|
2.618 |
3,618.50 |
|
4.250 |
3,485.00 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,894.50 |
3,879.75 |
| PP |
3,884.00 |
3,854.50 |
| S1 |
3,873.50 |
3,829.00 |
|