| 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 |
12,549.0 |
12,610.0 |
61.0 |
0.5% |
13,151.0 |
| High |
12,671.0 |
12,861.0 |
190.0 |
1.5% |
13,365.0 |
| Low |
12,435.0 |
12,597.0 |
162.0 |
1.3% |
12,597.0 |
| Close |
12,579.0 |
12,831.0 |
252.0 |
2.0% |
12,780.0 |
| Range |
236.0 |
264.0 |
28.0 |
11.9% |
768.0 |
| ATR |
318.3 |
315.7 |
-2.6 |
-0.8% |
0.0 |
| Volume |
70,118 |
61,241 |
-8,877 |
-12.7% |
341,227 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,555.0 |
13,457.0 |
12,976.2 |
|
| R3 |
13,291.0 |
13,193.0 |
12,903.6 |
|
| R2 |
13,027.0 |
13,027.0 |
12,879.4 |
|
| R1 |
12,929.0 |
12,929.0 |
12,855.2 |
12,978.0 |
| PP |
12,763.0 |
12,763.0 |
12,763.0 |
12,787.5 |
| S1 |
12,665.0 |
12,665.0 |
12,806.8 |
12,714.0 |
| S2 |
12,499.0 |
12,499.0 |
12,782.6 |
|
| S3 |
12,235.0 |
12,401.0 |
12,758.4 |
|
| S4 |
11,971.0 |
12,137.0 |
12,685.8 |
|
|
| 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 |
12,987.0 |
12,367.0 |
620.0 |
4.8% |
344.0 |
2.7% |
75% |
False |
False |
76,133 |
| 10 |
13,365.0 |
12,367.0 |
998.0 |
7.8% |
312.9 |
2.4% |
46% |
False |
False |
70,151 |
| 20 |
14,390.0 |
12,367.0 |
2,023.0 |
15.8% |
324.4 |
2.5% |
23% |
False |
False |
56,068 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
264.1 |
2.1% |
20% |
False |
False |
28,160 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
240.8 |
1.9% |
20% |
False |
False |
18,780 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.9% |
236.3 |
1.8% |
18% |
False |
False |
14,091 |
| 100 |
15,391.0 |
12,367.0 |
3,024.0 |
23.6% |
226.7 |
1.8% |
15% |
False |
False |
11,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,983.0 |
|
2.618 |
13,552.2 |
|
1.618 |
13,288.2 |
|
1.000 |
13,125.0 |
|
0.618 |
13,024.2 |
|
HIGH |
12,861.0 |
|
0.618 |
12,760.2 |
|
0.500 |
12,729.0 |
|
0.382 |
12,697.8 |
|
LOW |
12,597.0 |
|
0.618 |
12,433.8 |
|
1.000 |
12,333.0 |
|
1.618 |
12,169.8 |
|
2.618 |
11,905.8 |
|
4.250 |
11,475.0 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,797.0 |
12,763.7 |
| PP |
12,763.0 |
12,696.3 |
| S1 |
12,729.0 |
12,629.0 |
|