| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
3,866.00 |
3,914.75 |
48.75 |
1.3% |
3,839.50 |
| High |
3,928.75 |
3,937.00 |
8.25 |
0.2% |
3,937.00 |
| Low |
3,847.50 |
3,884.25 |
36.75 |
1.0% |
3,758.25 |
| Close |
3,920.00 |
3,917.25 |
-2.75 |
-0.1% |
3,917.25 |
| Range |
81.25 |
52.75 |
-28.50 |
-35.1% |
178.75 |
| ATR |
96.88 |
93.73 |
-3.15 |
-3.3% |
0.00 |
| Volume |
2,469 |
2,862 |
393 |
15.9% |
14,598 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.00 |
4,047.00 |
3,946.25 |
|
| R3 |
4,018.25 |
3,994.25 |
3,931.75 |
|
| R2 |
3,965.50 |
3,965.50 |
3,927.00 |
|
| R1 |
3,941.50 |
3,941.50 |
3,922.00 |
3,953.50 |
| PP |
3,912.75 |
3,912.75 |
3,912.75 |
3,919.00 |
| S1 |
3,888.75 |
3,888.75 |
3,912.50 |
3,900.75 |
| S2 |
3,860.00 |
3,860.00 |
3,907.50 |
|
| S3 |
3,807.25 |
3,836.00 |
3,902.75 |
|
| S4 |
3,754.50 |
3,783.25 |
3,888.25 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,407.00 |
4,341.00 |
4,015.50 |
|
| R3 |
4,228.25 |
4,162.25 |
3,966.50 |
|
| R2 |
4,049.50 |
4,049.50 |
3,950.00 |
|
| R1 |
3,983.50 |
3,983.50 |
3,933.75 |
4,016.50 |
| PP |
3,870.75 |
3,870.75 |
3,870.75 |
3,887.50 |
| S1 |
3,804.75 |
3,804.75 |
3,900.75 |
3,837.75 |
| S2 |
3,692.00 |
3,692.00 |
3,884.50 |
|
| S3 |
3,513.25 |
3,626.00 |
3,868.00 |
|
| S4 |
3,334.50 |
3,447.25 |
3,819.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,937.00 |
3,758.25 |
178.75 |
4.6% |
79.75 |
2.0% |
89% |
True |
False |
3,751 |
| 10 |
3,965.00 |
3,755.75 |
209.25 |
5.3% |
84.00 |
2.1% |
77% |
False |
False |
3,044 |
| 20 |
4,156.25 |
3,654.50 |
501.75 |
12.8% |
101.00 |
2.6% |
52% |
False |
False |
2,483 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.3% |
100.25 |
2.6% |
47% |
False |
False |
1,526 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.2% |
103.00 |
2.6% |
30% |
False |
False |
1,146 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.3% |
94.00 |
2.4% |
26% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,161.25 |
|
2.618 |
4,075.00 |
|
1.618 |
4,022.25 |
|
1.000 |
3,989.75 |
|
0.618 |
3,969.50 |
|
HIGH |
3,937.00 |
|
0.618 |
3,916.75 |
|
0.500 |
3,910.50 |
|
0.382 |
3,904.50 |
|
LOW |
3,884.25 |
|
0.618 |
3,851.75 |
|
1.000 |
3,831.50 |
|
1.618 |
3,799.00 |
|
2.618 |
3,746.25 |
|
4.250 |
3,660.00 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,915.00 |
3,904.75 |
| PP |
3,912.75 |
3,892.50 |
| S1 |
3,910.50 |
3,880.00 |
|