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 |
1,839.5 |
1,828.7 |
-10.8 |
-0.6% |
1,858.5 |
High |
1,846.8 |
1,833.2 |
-13.6 |
-0.7% |
1,862.7 |
Low |
1,822.9 |
1,803.4 |
-19.5 |
-1.1% |
1,803.4 |
Close |
1,827.5 |
1,821.4 |
-6.1 |
-0.3% |
1,821.4 |
Range |
23.9 |
29.8 |
5.9 |
24.7% |
59.3 |
ATR |
25.3 |
25.6 |
0.3 |
1.3% |
0.0 |
Volume |
17,319 |
45,036 |
27,717 |
160.0% |
88,404 |
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.7 |
1,894.9 |
1,837.8 |
|
R3 |
1,878.9 |
1,865.1 |
1,829.6 |
|
R2 |
1,849.1 |
1,849.1 |
1,826.9 |
|
R1 |
1,835.3 |
1,835.3 |
1,824.1 |
1,827.3 |
PP |
1,819.3 |
1,819.3 |
1,819.3 |
1,815.4 |
S1 |
1,805.5 |
1,805.5 |
1,818.7 |
1,797.5 |
S2 |
1,789.5 |
1,789.5 |
1,815.9 |
|
S3 |
1,759.7 |
1,775.7 |
1,813.2 |
|
S4 |
1,729.9 |
1,745.9 |
1,805.0 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,007.1 |
1,973.5 |
1,854.0 |
|
R3 |
1,947.8 |
1,914.2 |
1,837.7 |
|
R2 |
1,888.5 |
1,888.5 |
1,832.3 |
|
R1 |
1,854.9 |
1,854.9 |
1,826.8 |
1,842.1 |
PP |
1,829.2 |
1,829.2 |
1,829.2 |
1,822.7 |
S1 |
1,795.6 |
1,795.6 |
1,816.0 |
1,782.8 |
S2 |
1,769.9 |
1,769.9 |
1,810.5 |
|
S3 |
1,710.6 |
1,736.3 |
1,805.1 |
|
S4 |
1,651.3 |
1,677.0 |
1,788.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,862.7 |
1,803.4 |
59.3 |
3.3% |
21.9 |
1.2% |
30% |
False |
True |
17,680 |
10 |
1,878.9 |
1,803.4 |
75.5 |
4.1% |
21.4 |
1.2% |
24% |
False |
True |
11,669 |
20 |
1,900.8 |
1,803.4 |
97.4 |
5.3% |
26.5 |
1.5% |
18% |
False |
True |
9,857 |
40 |
1,933.5 |
1,803.4 |
130.1 |
7.1% |
26.3 |
1.4% |
14% |
False |
True |
6,345 |
60 |
2,024.3 |
1,803.4 |
220.9 |
12.1% |
26.2 |
1.4% |
8% |
False |
True |
4,946 |
80 |
2,081.1 |
1,803.4 |
277.7 |
15.2% |
27.8 |
1.5% |
6% |
False |
True |
4,132 |
100 |
2,091.4 |
1,803.4 |
288.0 |
15.8% |
29.2 |
1.6% |
6% |
False |
True |
3,551 |
120 |
2,091.4 |
1,793.5 |
297.9 |
16.4% |
27.2 |
1.5% |
9% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.9 |
2.618 |
1,911.2 |
1.618 |
1,881.4 |
1.000 |
1,863.0 |
0.618 |
1,851.6 |
HIGH |
1,833.2 |
0.618 |
1,821.8 |
0.500 |
1,818.3 |
0.382 |
1,814.8 |
LOW |
1,803.4 |
0.618 |
1,785.0 |
1.000 |
1,773.6 |
1.618 |
1,755.2 |
2.618 |
1,725.4 |
4.250 |
1,676.8 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,820.4 |
1,829.3 |
PP |
1,819.3 |
1,826.6 |
S1 |
1,818.3 |
1,824.0 |
|