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 |
1,828.7 |
1,830.9 |
2.2 |
0.1% |
1,858.5 |
High |
1,833.2 |
1,834.8 |
1.6 |
0.1% |
1,862.7 |
Low |
1,803.4 |
1,782.5 |
-20.9 |
-1.2% |
1,803.4 |
Close |
1,821.4 |
1,783.4 |
-38.0 |
-2.1% |
1,821.4 |
Range |
29.8 |
52.3 |
22.5 |
75.5% |
59.3 |
ATR |
25.6 |
27.5 |
1.9 |
7.4% |
0.0 |
Volume |
45,036 |
53,331 |
8,295 |
18.4% |
88,404 |
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.1 |
1,922.6 |
1,812.2 |
|
R3 |
1,904.8 |
1,870.3 |
1,797.8 |
|
R2 |
1,852.5 |
1,852.5 |
1,793.0 |
|
R1 |
1,818.0 |
1,818.0 |
1,788.2 |
1,809.1 |
PP |
1,800.2 |
1,800.2 |
1,800.2 |
1,795.8 |
S1 |
1,765.7 |
1,765.7 |
1,778.6 |
1,756.8 |
S2 |
1,747.9 |
1,747.9 |
1,773.8 |
|
S3 |
1,695.6 |
1,713.4 |
1,769.0 |
|
S4 |
1,643.3 |
1,661.1 |
1,754.6 |
|
|
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 |
1,855.1 |
1,782.5 |
72.6 |
4.1% |
28.2 |
1.6% |
1% |
False |
True |
26,394 |
10 |
1,870.0 |
1,782.5 |
87.5 |
4.9% |
24.3 |
1.4% |
1% |
False |
True |
16,657 |
20 |
1,900.8 |
1,782.5 |
118.3 |
6.6% |
27.7 |
1.6% |
1% |
False |
True |
12,338 |
40 |
1,916.8 |
1,782.5 |
134.3 |
7.5% |
26.7 |
1.5% |
1% |
False |
True |
7,640 |
60 |
2,024.3 |
1,782.5 |
241.8 |
13.6% |
26.7 |
1.5% |
0% |
False |
True |
5,806 |
80 |
2,030.6 |
1,782.5 |
248.1 |
13.9% |
27.4 |
1.5% |
0% |
False |
True |
4,784 |
100 |
2,091.4 |
1,782.5 |
308.9 |
17.3% |
29.6 |
1.7% |
0% |
False |
True |
4,075 |
120 |
2,091.4 |
1,782.5 |
308.9 |
17.3% |
27.5 |
1.5% |
0% |
False |
True |
3,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,057.1 |
2.618 |
1,971.7 |
1.618 |
1,919.4 |
1.000 |
1,887.1 |
0.618 |
1,867.1 |
HIGH |
1,834.8 |
0.618 |
1,814.8 |
0.500 |
1,808.7 |
0.382 |
1,802.5 |
LOW |
1,782.5 |
0.618 |
1,750.2 |
1.000 |
1,730.2 |
1.618 |
1,697.9 |
2.618 |
1,645.6 |
4.250 |
1,560.2 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,808.7 |
1,814.7 |
PP |
1,800.2 |
1,804.2 |
S1 |
1,791.8 |
1,793.8 |
|