| 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 |
3,836.75 |
3,792.00 |
-44.75 |
-1.2% |
3,933.50 |
| High |
3,839.25 |
3,847.00 |
7.75 |
0.2% |
3,965.00 |
| Low |
3,755.75 |
3,759.50 |
3.75 |
0.1% |
3,755.75 |
| Close |
3,804.00 |
3,841.25 |
37.25 |
1.0% |
3,841.25 |
| Range |
83.50 |
87.50 |
4.00 |
4.8% |
209.25 |
| ATR |
100.67 |
99.73 |
-0.94 |
-0.9% |
0.00 |
| Volume |
3,325 |
4,157 |
832 |
25.0% |
12,361 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,078.50 |
4,047.25 |
3,889.50 |
|
| R3 |
3,991.00 |
3,959.75 |
3,865.25 |
|
| R2 |
3,903.50 |
3,903.50 |
3,857.25 |
|
| R1 |
3,872.25 |
3,872.25 |
3,849.25 |
3,888.00 |
| PP |
3,816.00 |
3,816.00 |
3,816.00 |
3,823.75 |
| S1 |
3,784.75 |
3,784.75 |
3,833.25 |
3,800.50 |
| S2 |
3,728.50 |
3,728.50 |
3,825.25 |
|
| S3 |
3,641.00 |
3,697.25 |
3,817.25 |
|
| S4 |
3,553.50 |
3,609.75 |
3,793.00 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,481.75 |
4,370.75 |
3,956.25 |
|
| R3 |
4,272.50 |
4,161.50 |
3,898.75 |
|
| R2 |
4,063.25 |
4,063.25 |
3,879.50 |
|
| R1 |
3,952.25 |
3,952.25 |
3,860.50 |
3,903.00 |
| PP |
3,854.00 |
3,854.00 |
3,854.00 |
3,829.50 |
| S1 |
3,743.00 |
3,743.00 |
3,822.00 |
3,694.00 |
| S2 |
3,644.75 |
3,644.75 |
3,803.00 |
|
| S3 |
3,435.50 |
3,533.75 |
3,783.75 |
|
| S4 |
3,226.25 |
3,324.50 |
3,726.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,965.00 |
3,755.75 |
209.25 |
5.4% |
78.00 |
2.0% |
41% |
False |
False |
2,472 |
| 10 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
90.25 |
2.4% |
60% |
False |
False |
2,814 |
| 20 |
4,200.75 |
3,654.50 |
546.25 |
14.2% |
99.50 |
2.6% |
34% |
False |
False |
1,780 |
| 40 |
4,316.25 |
3,654.50 |
661.75 |
17.2% |
105.75 |
2.8% |
28% |
False |
False |
1,221 |
| 60 |
4,543.75 |
3,654.50 |
889.25 |
23.2% |
102.00 |
2.7% |
21% |
False |
False |
912 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.8% |
92.25 |
2.4% |
19% |
False |
False |
708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,219.00 |
|
2.618 |
4,076.00 |
|
1.618 |
3,988.50 |
|
1.000 |
3,934.50 |
|
0.618 |
3,901.00 |
|
HIGH |
3,847.00 |
|
0.618 |
3,813.50 |
|
0.500 |
3,803.25 |
|
0.382 |
3,793.00 |
|
LOW |
3,759.50 |
|
0.618 |
3,705.50 |
|
1.000 |
3,672.00 |
|
1.618 |
3,618.00 |
|
2.618 |
3,530.50 |
|
4.250 |
3,387.50 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,828.50 |
3,829.50 |
| PP |
3,816.00 |
3,817.50 |
| S1 |
3,803.25 |
3,805.50 |
|