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 |
12,850.0 |
12,549.0 |
-301.0 |
-2.3% |
13,151.0 |
High |
12,891.0 |
12,671.0 |
-220.0 |
-1.7% |
13,365.0 |
Low |
12,367.0 |
12,435.0 |
68.0 |
0.5% |
12,597.0 |
Close |
12,373.0 |
12,579.0 |
206.0 |
1.7% |
12,780.0 |
Range |
524.0 |
236.0 |
-288.0 |
-55.0% |
768.0 |
ATR |
319.9 |
318.3 |
-1.6 |
-0.5% |
0.0 |
Volume |
94,809 |
70,118 |
-24,691 |
-26.0% |
341,227 |
|
Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,269.7 |
13,160.3 |
12,708.8 |
|
R3 |
13,033.7 |
12,924.3 |
12,643.9 |
|
R2 |
12,797.7 |
12,797.7 |
12,622.3 |
|
R1 |
12,688.3 |
12,688.3 |
12,600.6 |
12,743.0 |
PP |
12,561.7 |
12,561.7 |
12,561.7 |
12,589.0 |
S1 |
12,452.3 |
12,452.3 |
12,557.4 |
12,507.0 |
S2 |
12,325.7 |
12,325.7 |
12,535.7 |
|
S3 |
12,089.7 |
12,216.3 |
12,514.1 |
|
S4 |
11,853.7 |
11,980.3 |
12,449.2 |
|
|
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 |
13,155.0 |
12,367.0 |
788.0 |
6.3% |
337.6 |
2.7% |
27% |
False |
False |
77,888 |
10 |
13,365.0 |
12,367.0 |
998.0 |
7.9% |
312.5 |
2.5% |
21% |
False |
False |
70,199 |
20 |
14,600.0 |
12,367.0 |
2,233.0 |
17.8% |
324.2 |
2.6% |
9% |
False |
False |
53,141 |
40 |
14,670.0 |
12,367.0 |
2,303.0 |
18.3% |
266.4 |
2.1% |
9% |
False |
False |
26,630 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
18.3% |
237.2 |
1.9% |
9% |
False |
False |
17,760 |
80 |
14,921.0 |
12,367.0 |
2,554.0 |
20.3% |
240.8 |
1.9% |
8% |
False |
False |
13,327 |
100 |
15,411.0 |
12,367.0 |
3,044.0 |
24.2% |
224.1 |
1.8% |
7% |
False |
False |
10,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,674.0 |
2.618 |
13,288.8 |
1.618 |
13,052.8 |
1.000 |
12,907.0 |
0.618 |
12,816.8 |
HIGH |
12,671.0 |
0.618 |
12,580.8 |
0.500 |
12,553.0 |
0.382 |
12,525.2 |
LOW |
12,435.0 |
0.618 |
12,289.2 |
1.000 |
12,199.0 |
1.618 |
12,053.2 |
2.618 |
11,817.2 |
4.250 |
11,432.0 |
|
|
Fisher Pivots for day following 06-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,570.3 |
12,638.5 |
PP |
12,561.7 |
12,618.7 |
S1 |
12,553.0 |
12,598.8 |
|