| 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 |
11,419.34 |
11,810.72 |
391.38 |
3.4% |
12,153.29 |
| High |
11,781.74 |
11,941.31 |
159.57 |
1.4% |
12,175.64 |
| Low |
11,366.07 |
11,728.34 |
362.27 |
3.2% |
11,326.18 |
| Close |
11,779.90 |
11,852.59 |
72.69 |
0.6% |
11,585.68 |
| Range |
415.67 |
212.97 |
-202.70 |
-48.8% |
849.46 |
| ATR |
348.36 |
338.69 |
-9.67 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,479.66 |
12,379.09 |
11,969.72 |
|
| R3 |
12,266.69 |
12,166.12 |
11,911.16 |
|
| R2 |
12,053.72 |
12,053.72 |
11,891.63 |
|
| R1 |
11,953.15 |
11,953.15 |
11,872.11 |
12,003.44 |
| PP |
11,840.75 |
11,840.75 |
11,840.75 |
11,865.89 |
| S1 |
11,740.18 |
11,740.18 |
11,833.07 |
11,790.47 |
| S2 |
11,627.78 |
11,627.78 |
11,813.55 |
|
| S3 |
11,414.81 |
11,527.21 |
11,794.02 |
|
| S4 |
11,201.84 |
11,314.24 |
11,735.46 |
|
|
| 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 |
11,941.31 |
11,326.18 |
615.13 |
5.2% |
267.00 |
2.3% |
86% |
True |
False |
|
| 10 |
12,175.64 |
11,326.18 |
849.46 |
7.2% |
283.62 |
2.4% |
62% |
False |
False |
|
| 20 |
12,776.65 |
11,037.21 |
1,739.44 |
14.7% |
283.30 |
2.4% |
47% |
False |
False |
|
| 40 |
12,863.91 |
11,037.21 |
1,826.70 |
15.4% |
315.43 |
2.7% |
45% |
False |
False |
|
| 60 |
14,490.19 |
11,037.21 |
3,452.98 |
29.1% |
339.90 |
2.9% |
24% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
35.7% |
331.10 |
2.8% |
19% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
35.7% |
342.18 |
2.9% |
19% |
False |
False |
|
| 120 |
16,017.39 |
11,037.21 |
4,980.18 |
42.0% |
350.59 |
3.0% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,846.43 |
|
2.618 |
12,498.87 |
|
1.618 |
12,285.90 |
|
1.000 |
12,154.28 |
|
0.618 |
12,072.93 |
|
HIGH |
11,941.31 |
|
0.618 |
11,859.96 |
|
0.500 |
11,834.83 |
|
0.382 |
11,809.69 |
|
LOW |
11,728.34 |
|
0.618 |
11,596.72 |
|
1.000 |
11,515.37 |
|
1.618 |
11,383.75 |
|
2.618 |
11,170.78 |
|
4.250 |
10,823.22 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,846.67 |
11,786.29 |
| PP |
11,840.75 |
11,719.99 |
| S1 |
11,834.83 |
11,653.69 |
|