| 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 |
12,956.0 |
12,824.0 |
-132.0 |
-1.0% |
13,151.0 |
| High |
12,987.0 |
12,910.0 |
-77.0 |
-0.6% |
13,365.0 |
| Low |
12,597.0 |
12,604.0 |
7.0 |
0.1% |
12,597.0 |
| Close |
12,771.0 |
12,780.0 |
9.0 |
0.1% |
12,780.0 |
| Range |
390.0 |
306.0 |
-84.0 |
-21.5% |
768.0 |
| ATR |
304.0 |
304.2 |
0.1 |
0.0% |
0.0 |
| Volume |
90,463 |
64,036 |
-26,427 |
-29.2% |
341,227 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,682.7 |
13,537.3 |
12,948.3 |
|
| R3 |
13,376.7 |
13,231.3 |
12,864.2 |
|
| R2 |
13,070.7 |
13,070.7 |
12,836.1 |
|
| R1 |
12,925.3 |
12,925.3 |
12,808.1 |
12,845.0 |
| PP |
12,764.7 |
12,764.7 |
12,764.7 |
12,724.5 |
| S1 |
12,619.3 |
12,619.3 |
12,752.0 |
12,539.0 |
| S2 |
12,458.7 |
12,458.7 |
12,723.9 |
|
| S3 |
12,152.7 |
12,313.3 |
12,695.9 |
|
| S4 |
11,846.7 |
12,007.3 |
12,611.7 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,218.0 |
14,767.0 |
13,202.4 |
|
| R3 |
14,450.0 |
13,999.0 |
12,991.2 |
|
| R2 |
13,682.0 |
13,682.0 |
12,920.8 |
|
| R1 |
13,231.0 |
13,231.0 |
12,850.4 |
13,072.5 |
| PP |
12,914.0 |
12,914.0 |
12,914.0 |
12,834.8 |
| S1 |
12,463.0 |
12,463.0 |
12,709.6 |
12,304.5 |
| S2 |
12,146.0 |
12,146.0 |
12,639.2 |
|
| S3 |
11,378.0 |
11,695.0 |
12,568.8 |
|
| S4 |
10,610.0 |
10,927.0 |
12,357.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,365.0 |
12,597.0 |
768.0 |
6.0% |
289.6 |
2.3% |
24% |
False |
False |
68,245 |
| 10 |
13,420.0 |
12,597.0 |
823.0 |
6.4% |
281.2 |
2.2% |
22% |
False |
False |
62,690 |
| 20 |
14,670.0 |
12,597.0 |
2,073.0 |
16.2% |
302.1 |
2.4% |
9% |
False |
False |
44,961 |
| 40 |
14,670.0 |
12,597.0 |
2,073.0 |
16.2% |
256.3 |
2.0% |
9% |
False |
False |
22,507 |
| 60 |
14,670.0 |
12,597.0 |
2,073.0 |
16.2% |
233.9 |
1.8% |
9% |
False |
False |
15,012 |
| 80 |
14,921.0 |
12,597.0 |
2,324.0 |
18.2% |
240.1 |
1.9% |
8% |
False |
False |
11,266 |
| 100 |
15,514.0 |
12,597.0 |
2,917.0 |
22.8% |
216.5 |
1.7% |
6% |
False |
False |
9,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,210.5 |
|
2.618 |
13,711.1 |
|
1.618 |
13,405.1 |
|
1.000 |
13,216.0 |
|
0.618 |
13,099.1 |
|
HIGH |
12,910.0 |
|
0.618 |
12,793.1 |
|
0.500 |
12,757.0 |
|
0.382 |
12,720.9 |
|
LOW |
12,604.0 |
|
0.618 |
12,414.9 |
|
1.000 |
12,298.0 |
|
1.618 |
12,108.9 |
|
2.618 |
11,802.9 |
|
4.250 |
11,303.5 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,772.3 |
12,876.0 |
| PP |
12,764.7 |
12,844.0 |
| S1 |
12,757.0 |
12,812.0 |
|