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 |
11,537.83 |
11,480.91 |
-56.92 |
-0.5% |
12,153.29 |
High |
11,650.96 |
11,592.85 |
-58.11 |
-0.5% |
12,175.64 |
Low |
11,326.18 |
11,378.63 |
52.45 |
0.5% |
11,326.18 |
Close |
11,503.72 |
11,585.68 |
81.96 |
0.7% |
11,585.68 |
Range |
324.78 |
214.22 |
-110.56 |
-34.0% |
849.46 |
ATR |
353.11 |
343.19 |
-9.92 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,161.71 |
12,087.92 |
11,703.50 |
|
R3 |
11,947.49 |
11,873.70 |
11,644.59 |
|
R2 |
11,733.27 |
11,733.27 |
11,624.95 |
|
R1 |
11,659.48 |
11,659.48 |
11,605.32 |
11,696.38 |
PP |
11,519.05 |
11,519.05 |
11,519.05 |
11,537.50 |
S1 |
11,445.26 |
11,445.26 |
11,566.04 |
11,482.16 |
S2 |
11,304.83 |
11,304.83 |
11,546.41 |
|
S3 |
11,090.61 |
11,231.04 |
11,526.77 |
|
S4 |
10,876.39 |
11,016.82 |
11,467.86 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,244.21 |
13,764.41 |
12,052.88 |
|
R3 |
13,394.75 |
12,914.95 |
11,819.28 |
|
R2 |
12,545.29 |
12,545.29 |
11,741.41 |
|
R1 |
12,065.49 |
12,065.49 |
11,663.55 |
11,880.66 |
PP |
11,695.83 |
11,695.83 |
11,695.83 |
11,603.42 |
S1 |
11,216.03 |
11,216.03 |
11,507.81 |
11,031.20 |
S2 |
10,846.37 |
10,846.37 |
11,429.95 |
|
S3 |
9,996.91 |
10,366.57 |
11,352.08 |
|
S4 |
9,147.45 |
9,517.11 |
11,118.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,175.64 |
11,326.18 |
849.46 |
7.3% |
283.30 |
2.4% |
31% |
False |
False |
|
10 |
12,175.64 |
11,089.93 |
1,085.71 |
9.4% |
266.68 |
2.3% |
46% |
False |
False |
|
20 |
12,804.46 |
11,037.21 |
1,767.25 |
15.3% |
276.32 |
2.4% |
31% |
False |
False |
|
40 |
13,343.51 |
11,037.21 |
2,306.30 |
19.9% |
325.51 |
2.8% |
24% |
False |
False |
|
60 |
14,639.35 |
11,037.21 |
3,602.14 |
31.1% |
338.63 |
2.9% |
15% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.5% |
329.78 |
2.8% |
13% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.5% |
340.76 |
2.9% |
13% |
False |
False |
|
120 |
16,017.39 |
11,037.21 |
4,980.18 |
43.0% |
352.04 |
3.0% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,503.29 |
2.618 |
12,153.68 |
1.618 |
11,939.46 |
1.000 |
11,807.07 |
0.618 |
11,725.24 |
HIGH |
11,592.85 |
0.618 |
11,511.02 |
0.500 |
11,485.74 |
0.382 |
11,460.46 |
LOW |
11,378.63 |
0.618 |
11,246.24 |
1.000 |
11,164.41 |
1.618 |
11,032.02 |
2.618 |
10,817.80 |
4.250 |
10,468.20 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
11,552.37 |
11,563.19 |
PP |
11,519.05 |
11,540.69 |
S1 |
11,485.74 |
11,518.20 |
|