| 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 |
12,824.0 |
12,850.0 |
26.0 |
0.2% |
13,151.0 |
| High |
12,910.0 |
12,891.0 |
-19.0 |
-0.1% |
13,365.0 |
| Low |
12,604.0 |
12,367.0 |
-237.0 |
-1.9% |
12,597.0 |
| Close |
12,780.0 |
12,373.0 |
-407.0 |
-3.2% |
12,780.0 |
| Range |
306.0 |
524.0 |
218.0 |
71.2% |
768.0 |
| ATR |
304.2 |
319.9 |
15.7 |
5.2% |
0.0 |
| Volume |
64,036 |
94,809 |
30,773 |
48.1% |
341,227 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,115.7 |
13,768.3 |
12,661.2 |
|
| R3 |
13,591.7 |
13,244.3 |
12,517.1 |
|
| R2 |
13,067.7 |
13,067.7 |
12,469.1 |
|
| R1 |
12,720.3 |
12,720.3 |
12,421.0 |
12,632.0 |
| PP |
12,543.7 |
12,543.7 |
12,543.7 |
12,499.5 |
| S1 |
12,196.3 |
12,196.3 |
12,325.0 |
12,108.0 |
| S2 |
12,019.7 |
12,019.7 |
12,276.9 |
|
| S3 |
11,495.7 |
11,672.3 |
12,228.9 |
|
| S4 |
10,971.7 |
11,148.3 |
12,084.8 |
|
|
| 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 |
13,344.0 |
12,367.0 |
977.0 |
7.9% |
341.6 |
2.8% |
1% |
False |
True |
75,684 |
| 10 |
13,420.0 |
12,367.0 |
1,053.0 |
8.5% |
310.1 |
2.5% |
1% |
False |
True |
68,819 |
| 20 |
14,600.0 |
12,367.0 |
2,233.0 |
18.0% |
319.7 |
2.6% |
0% |
False |
True |
49,694 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
18.6% |
266.1 |
2.2% |
0% |
False |
True |
24,877 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
18.6% |
237.3 |
1.9% |
0% |
False |
True |
16,591 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
20.6% |
243.4 |
2.0% |
0% |
False |
True |
12,451 |
| 100 |
15,514.0 |
12,367.0 |
3,147.0 |
25.4% |
221.7 |
1.8% |
0% |
False |
True |
9,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,118.0 |
|
2.618 |
14,262.8 |
|
1.618 |
13,738.8 |
|
1.000 |
13,415.0 |
|
0.618 |
13,214.8 |
|
HIGH |
12,891.0 |
|
0.618 |
12,690.8 |
|
0.500 |
12,629.0 |
|
0.382 |
12,567.2 |
|
LOW |
12,367.0 |
|
0.618 |
12,043.2 |
|
1.000 |
11,843.0 |
|
1.618 |
11,519.2 |
|
2.618 |
10,995.2 |
|
4.250 |
10,140.0 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,629.0 |
12,677.0 |
| PP |
12,543.7 |
12,575.7 |
| S1 |
12,458.3 |
12,474.3 |
|