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 |
1,830.9 |
1,780.0 |
-50.9 |
-2.8% |
1,858.5 |
High |
1,834.8 |
1,790.4 |
-44.4 |
-2.4% |
1,862.7 |
Low |
1,782.5 |
1,749.7 |
-32.8 |
-1.8% |
1,803.4 |
Close |
1,783.4 |
1,755.5 |
-27.9 |
-1.6% |
1,821.4 |
Range |
52.3 |
40.7 |
-11.6 |
-22.2% |
59.3 |
ATR |
27.5 |
28.5 |
0.9 |
3.4% |
0.0 |
Volume |
53,331 |
66,972 |
13,641 |
25.6% |
88,404 |
|
Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.3 |
1,862.1 |
1,777.9 |
|
R3 |
1,846.6 |
1,821.4 |
1,766.7 |
|
R2 |
1,805.9 |
1,805.9 |
1,763.0 |
|
R1 |
1,780.7 |
1,780.7 |
1,759.2 |
1,773.0 |
PP |
1,765.2 |
1,765.2 |
1,765.2 |
1,761.3 |
S1 |
1,740.0 |
1,740.0 |
1,751.8 |
1,732.3 |
S2 |
1,724.5 |
1,724.5 |
1,748.0 |
|
S3 |
1,683.8 |
1,699.3 |
1,744.3 |
|
S4 |
1,643.1 |
1,658.6 |
1,733.1 |
|
|
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 |
1,749.7 |
105.4 |
6.0% |
34.1 |
1.9% |
6% |
False |
True |
38,448 |
10 |
1,870.0 |
1,749.7 |
120.3 |
6.9% |
26.7 |
1.5% |
5% |
False |
True |
22,719 |
20 |
1,900.8 |
1,749.7 |
151.1 |
8.6% |
28.8 |
1.6% |
4% |
False |
True |
15,309 |
40 |
1,907.1 |
1,749.7 |
157.4 |
9.0% |
27.0 |
1.5% |
4% |
False |
True |
9,216 |
60 |
2,024.3 |
1,749.7 |
274.6 |
15.6% |
27.1 |
1.5% |
2% |
False |
True |
6,868 |
80 |
2,024.3 |
1,749.7 |
274.6 |
15.6% |
27.4 |
1.6% |
2% |
False |
True |
5,611 |
100 |
2,091.4 |
1,749.7 |
341.7 |
19.5% |
29.9 |
1.7% |
2% |
False |
True |
4,740 |
120 |
2,091.4 |
1,749.7 |
341.7 |
19.5% |
27.7 |
1.6% |
2% |
False |
True |
4,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.4 |
2.618 |
1,897.0 |
1.618 |
1,856.3 |
1.000 |
1,831.1 |
0.618 |
1,815.6 |
HIGH |
1,790.4 |
0.618 |
1,774.9 |
0.500 |
1,770.1 |
0.382 |
1,765.2 |
LOW |
1,749.7 |
0.618 |
1,724.5 |
1.000 |
1,709.0 |
1.618 |
1,683.8 |
2.618 |
1,643.1 |
4.250 |
1,576.7 |
|
|
Fisher Pivots for day following 06-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1,770.1 |
1,792.3 |
PP |
1,765.2 |
1,780.0 |
S1 |
1,760.4 |
1,767.8 |
|