| 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 |
3,853.75 |
3,897.00 |
43.25 |
1.1% |
3,828.50 |
| High |
3,914.25 |
3,922.00 |
7.75 |
0.2% |
3,922.00 |
| Low |
3,832.50 |
3,868.00 |
35.50 |
0.9% |
3,744.00 |
| Close |
3,905.00 |
3,901.25 |
-3.75 |
-0.1% |
3,901.25 |
| Range |
81.75 |
54.00 |
-27.75 |
-33.9% |
178.00 |
| ATR |
98.47 |
95.29 |
-3.18 |
-3.2% |
0.00 |
| Volume |
1,314,443 |
1,485,497 |
171,054 |
13.0% |
6,515,765 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,059.00 |
4,034.25 |
3,931.00 |
|
| R3 |
4,005.00 |
3,980.25 |
3,916.00 |
|
| R2 |
3,951.00 |
3,951.00 |
3,911.25 |
|
| R1 |
3,926.25 |
3,926.25 |
3,906.25 |
3,938.50 |
| PP |
3,897.00 |
3,897.00 |
3,897.00 |
3,903.25 |
| S1 |
3,872.25 |
3,872.25 |
3,896.25 |
3,884.50 |
| S2 |
3,843.00 |
3,843.00 |
3,891.25 |
|
| S3 |
3,789.00 |
3,818.25 |
3,886.50 |
|
| S4 |
3,735.00 |
3,764.25 |
3,871.50 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,389.75 |
4,323.50 |
3,999.25 |
|
| R3 |
4,211.75 |
4,145.50 |
3,950.25 |
|
| R2 |
4,033.75 |
4,033.75 |
3,934.00 |
|
| R1 |
3,967.50 |
3,967.50 |
3,917.50 |
4,000.50 |
| PP |
3,855.75 |
3,855.75 |
3,855.75 |
3,872.25 |
| S1 |
3,789.50 |
3,789.50 |
3,885.00 |
3,822.50 |
| S2 |
3,677.75 |
3,677.75 |
3,868.50 |
|
| S3 |
3,499.75 |
3,611.50 |
3,852.25 |
|
| S4 |
3,321.75 |
3,433.50 |
3,803.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,922.00 |
3,744.00 |
178.00 |
4.6% |
81.00 |
2.1% |
88% |
True |
False |
1,653,748 |
| 10 |
3,950.00 |
3,741.25 |
208.75 |
5.4% |
85.00 |
2.2% |
77% |
False |
False |
1,723,305 |
| 20 |
4,145.75 |
3,639.00 |
506.75 |
13.0% |
102.25 |
2.6% |
52% |
False |
False |
1,861,806 |
| 40 |
4,204.75 |
3,639.00 |
565.75 |
14.5% |
101.50 |
2.6% |
46% |
False |
False |
939,843 |
| 60 |
4,513.25 |
3,639.00 |
874.25 |
22.4% |
104.25 |
2.7% |
30% |
False |
False |
627,599 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
97.00 |
2.5% |
26% |
False |
False |
471,184 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
100.25 |
2.6% |
26% |
False |
False |
377,047 |
| 120 |
4,652.75 |
3,639.00 |
1,013.75 |
26.0% |
101.00 |
2.6% |
26% |
False |
False |
314,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,151.50 |
|
2.618 |
4,063.25 |
|
1.618 |
4,009.25 |
|
1.000 |
3,976.00 |
|
0.618 |
3,955.25 |
|
HIGH |
3,922.00 |
|
0.618 |
3,901.25 |
|
0.500 |
3,895.00 |
|
0.382 |
3,888.75 |
|
LOW |
3,868.00 |
|
0.618 |
3,834.75 |
|
1.000 |
3,814.00 |
|
1.618 |
3,780.75 |
|
2.618 |
3,726.75 |
|
4.250 |
3,638.50 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,899.25 |
3,889.25 |
| PP |
3,897.00 |
3,877.25 |
| S1 |
3,895.00 |
3,865.50 |
|