Trading Metrics calculated at close of trading on 07-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
11,810.72 |
11,917.30 |
106.58 |
0.9% |
12,153.29 |
High |
11,941.31 |
12,137.71 |
196.40 |
1.6% |
12,175.64 |
Low |
11,728.34 |
11,897.51 |
169.17 |
1.4% |
11,326.18 |
Close |
11,852.59 |
12,109.05 |
256.46 |
2.2% |
11,585.68 |
Range |
212.97 |
240.20 |
27.23 |
12.8% |
849.46 |
ATR |
338.69 |
334.87 |
-3.83 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,768.69 |
12,679.07 |
12,241.16 |
|
R3 |
12,528.49 |
12,438.87 |
12,175.11 |
|
R2 |
12,288.29 |
12,288.29 |
12,153.09 |
|
R1 |
12,198.67 |
12,198.67 |
12,131.07 |
12,243.48 |
PP |
12,048.09 |
12,048.09 |
12,048.09 |
12,070.50 |
S1 |
11,958.47 |
11,958.47 |
12,087.03 |
12,003.28 |
S2 |
11,807.89 |
11,807.89 |
12,065.01 |
|
S3 |
11,567.69 |
11,718.27 |
12,043.00 |
|
S4 |
11,327.49 |
11,478.07 |
11,976.94 |
|
|
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 |
12,137.71 |
11,326.18 |
811.53 |
6.7% |
281.57 |
2.3% |
96% |
True |
False |
|
10 |
12,175.64 |
11,326.18 |
849.46 |
7.0% |
279.17 |
2.3% |
92% |
False |
False |
|
20 |
12,776.65 |
11,037.21 |
1,739.44 |
14.4% |
279.13 |
2.3% |
62% |
False |
False |
|
40 |
12,863.91 |
11,037.21 |
1,826.70 |
15.1% |
311.28 |
2.6% |
59% |
False |
False |
|
60 |
14,277.21 |
11,037.21 |
3,240.00 |
26.8% |
340.86 |
2.8% |
33% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
34.9% |
328.75 |
2.7% |
25% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
34.9% |
340.57 |
2.8% |
25% |
False |
False |
|
120 |
15,990.38 |
11,037.21 |
4,953.17 |
40.9% |
350.91 |
2.9% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,158.56 |
2.618 |
12,766.55 |
1.618 |
12,526.35 |
1.000 |
12,377.91 |
0.618 |
12,286.15 |
HIGH |
12,137.71 |
0.618 |
12,045.95 |
0.500 |
12,017.61 |
0.382 |
11,989.27 |
LOW |
11,897.51 |
0.618 |
11,749.07 |
1.000 |
11,657.31 |
1.618 |
11,508.87 |
2.618 |
11,268.67 |
4.250 |
10,876.66 |
|
|
Fisher Pivots for day following 07-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
12,078.57 |
11,990.00 |
PP |
12,048.09 |
11,870.94 |
S1 |
12,017.61 |
11,751.89 |
|