Trading Metrics calculated at close of trading on 05-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
11,480.91 |
11,419.34 |
-61.57 |
-0.5% |
12,153.29 |
High |
11,592.85 |
11,781.74 |
188.89 |
1.6% |
12,175.64 |
Low |
11,378.63 |
11,366.07 |
-12.56 |
-0.1% |
11,326.18 |
Close |
11,585.68 |
11,779.90 |
194.22 |
1.7% |
11,585.68 |
Range |
214.22 |
415.67 |
201.45 |
94.0% |
849.46 |
ATR |
343.19 |
348.36 |
5.18 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,889.58 |
12,750.41 |
12,008.52 |
|
R3 |
12,473.91 |
12,334.74 |
11,894.21 |
|
R2 |
12,058.24 |
12,058.24 |
11,856.11 |
|
R1 |
11,919.07 |
11,919.07 |
11,818.00 |
11,988.66 |
PP |
11,642.57 |
11,642.57 |
11,642.57 |
11,677.36 |
S1 |
11,503.40 |
11,503.40 |
11,741.80 |
11,572.99 |
S2 |
11,226.90 |
11,226.90 |
11,703.69 |
|
S3 |
10,811.23 |
11,087.73 |
11,665.59 |
|
S4 |
10,395.56 |
10,672.06 |
11,551.28 |
|
|
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 |
12,133.72 |
11,326.18 |
807.54 |
6.9% |
324.44 |
2.8% |
56% |
False |
False |
|
10 |
12,175.64 |
11,326.18 |
849.46 |
7.2% |
281.44 |
2.4% |
53% |
False |
False |
|
20 |
12,804.46 |
11,037.21 |
1,767.25 |
15.0% |
286.15 |
2.4% |
42% |
False |
False |
|
40 |
12,926.58 |
11,037.21 |
1,889.37 |
16.0% |
320.07 |
2.7% |
39% |
False |
False |
|
60 |
14,624.24 |
11,037.21 |
3,587.03 |
30.5% |
341.49 |
2.9% |
21% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
35.9% |
331.36 |
2.8% |
18% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
35.9% |
341.92 |
2.9% |
18% |
False |
False |
|
120 |
16,017.39 |
11,037.21 |
4,980.18 |
42.3% |
351.68 |
3.0% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,548.34 |
2.618 |
12,869.96 |
1.618 |
12,454.29 |
1.000 |
12,197.41 |
0.618 |
12,038.62 |
HIGH |
11,781.74 |
0.618 |
11,622.95 |
0.500 |
11,573.91 |
0.382 |
11,524.86 |
LOW |
11,366.07 |
0.618 |
11,109.19 |
1.000 |
10,950.40 |
1.618 |
10,693.52 |
2.618 |
10,277.85 |
4.250 |
9,599.47 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
11,711.24 |
11,704.59 |
PP |
11,642.57 |
11,629.27 |
S1 |
11,573.91 |
11,553.96 |
|