| 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 |
3,839.50 |
3,851.75 |
12.25 |
0.3% |
3,933.50 |
| High |
3,869.75 |
3,888.75 |
19.00 |
0.5% |
3,965.00 |
| Low |
3,758.25 |
3,823.00 |
64.75 |
1.7% |
3,755.75 |
| Close |
3,847.75 |
3,862.75 |
15.00 |
0.4% |
3,841.25 |
| Range |
111.50 |
65.75 |
-45.75 |
-41.0% |
209.25 |
| ATR |
100.57 |
98.08 |
-2.49 |
-2.5% |
0.00 |
| Volume |
4,910 |
4,357 |
-553 |
-11.3% |
12,361 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,055.50 |
4,024.75 |
3,899.00 |
|
| R3 |
3,989.75 |
3,959.00 |
3,880.75 |
|
| R2 |
3,924.00 |
3,924.00 |
3,874.75 |
|
| R1 |
3,893.25 |
3,893.25 |
3,868.75 |
3,908.50 |
| PP |
3,858.25 |
3,858.25 |
3,858.25 |
3,865.75 |
| S1 |
3,827.50 |
3,827.50 |
3,856.75 |
3,843.00 |
| S2 |
3,792.50 |
3,792.50 |
3,850.75 |
|
| S3 |
3,726.75 |
3,761.75 |
3,844.75 |
|
| S4 |
3,661.00 |
3,696.00 |
3,826.50 |
|
|
| 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 |
3,888.75 |
3,755.75 |
133.00 |
3.4% |
77.25 |
2.0% |
80% |
True |
False |
3,851 |
| 10 |
3,965.00 |
3,709.00 |
256.00 |
6.6% |
88.75 |
2.3% |
60% |
False |
False |
3,174 |
| 20 |
4,177.75 |
3,654.50 |
523.25 |
13.5% |
101.25 |
2.6% |
40% |
False |
False |
2,234 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.5% |
103.00 |
2.7% |
37% |
False |
False |
1,422 |
| 60 |
4,531.50 |
3,654.50 |
877.00 |
22.7% |
102.50 |
2.7% |
24% |
False |
False |
1,057 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.7% |
94.00 |
2.4% |
21% |
False |
False |
823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,168.25 |
|
2.618 |
4,061.00 |
|
1.618 |
3,995.25 |
|
1.000 |
3,954.50 |
|
0.618 |
3,929.50 |
|
HIGH |
3,888.75 |
|
0.618 |
3,863.75 |
|
0.500 |
3,856.00 |
|
0.382 |
3,848.00 |
|
LOW |
3,823.00 |
|
0.618 |
3,782.25 |
|
1.000 |
3,757.25 |
|
1.618 |
3,716.50 |
|
2.618 |
3,650.75 |
|
4.250 |
3,543.50 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,860.50 |
3,849.75 |
| PP |
3,858.25 |
3,836.50 |
| S1 |
3,856.00 |
3,823.50 |
|