| 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 |
12,610.0 |
12,823.0 |
213.0 |
1.7% |
12,850.0 |
| High |
12,861.0 |
13,005.0 |
144.0 |
1.1% |
13,005.0 |
| Low |
12,597.0 |
12,748.0 |
151.0 |
1.2% |
12,367.0 |
| Close |
12,831.0 |
12,988.0 |
157.0 |
1.2% |
12,988.0 |
| Range |
264.0 |
257.0 |
-7.0 |
-2.7% |
638.0 |
| ATR |
315.7 |
311.5 |
-4.2 |
-1.3% |
0.0 |
| Volume |
61,241 |
70,136 |
8,895 |
14.5% |
296,304 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,684.7 |
13,593.3 |
13,129.4 |
|
| R3 |
13,427.7 |
13,336.3 |
13,058.7 |
|
| R2 |
13,170.7 |
13,170.7 |
13,035.1 |
|
| R1 |
13,079.3 |
13,079.3 |
13,011.6 |
13,125.0 |
| PP |
12,913.7 |
12,913.7 |
12,913.7 |
12,936.5 |
| S1 |
12,822.3 |
12,822.3 |
12,964.4 |
12,868.0 |
| S2 |
12,656.7 |
12,656.7 |
12,940.9 |
|
| S3 |
12,399.7 |
12,565.3 |
12,917.3 |
|
| S4 |
12,142.7 |
12,308.3 |
12,846.7 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,700.7 |
14,482.3 |
13,338.9 |
|
| R3 |
14,062.7 |
13,844.3 |
13,163.5 |
|
| R2 |
13,424.7 |
13,424.7 |
13,105.0 |
|
| R1 |
13,206.3 |
13,206.3 |
13,046.5 |
13,315.5 |
| PP |
12,786.7 |
12,786.7 |
12,786.7 |
12,841.3 |
| S1 |
12,568.3 |
12,568.3 |
12,929.5 |
12,677.5 |
| S2 |
12,148.7 |
12,148.7 |
12,871.0 |
|
| S3 |
11,510.7 |
11,930.3 |
12,812.6 |
|
| S4 |
10,872.7 |
11,292.3 |
12,637.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,005.0 |
12,367.0 |
638.0 |
4.9% |
317.4 |
2.4% |
97% |
True |
False |
72,068 |
| 10 |
13,365.0 |
12,367.0 |
998.0 |
7.7% |
306.2 |
2.4% |
62% |
False |
False |
69,951 |
| 20 |
14,098.0 |
12,367.0 |
1,731.0 |
13.3% |
320.7 |
2.5% |
36% |
False |
False |
59,237 |
| 40 |
14,670.0 |
12,367.0 |
2,303.0 |
17.7% |
265.1 |
2.0% |
27% |
False |
False |
29,913 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
17.7% |
243.1 |
1.9% |
27% |
False |
False |
19,949 |
| 80 |
14,921.0 |
12,367.0 |
2,554.0 |
19.7% |
236.2 |
1.8% |
24% |
False |
False |
14,967 |
| 100 |
15,391.0 |
12,367.0 |
3,024.0 |
23.3% |
229.3 |
1.8% |
21% |
False |
False |
11,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,097.3 |
|
2.618 |
13,677.8 |
|
1.618 |
13,420.8 |
|
1.000 |
13,262.0 |
|
0.618 |
13,163.8 |
|
HIGH |
13,005.0 |
|
0.618 |
12,906.8 |
|
0.500 |
12,876.5 |
|
0.382 |
12,846.2 |
|
LOW |
12,748.0 |
|
0.618 |
12,589.2 |
|
1.000 |
12,491.0 |
|
1.618 |
12,332.2 |
|
2.618 |
12,075.2 |
|
4.250 |
11,655.8 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,950.8 |
12,898.7 |
| PP |
12,913.7 |
12,809.3 |
| S1 |
12,876.5 |
12,720.0 |
|