| 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 |
3,858.85 |
3,888.26 |
29.41 |
0.8% |
3,792.61 |
| High |
3,910.63 |
3,918.50 |
7.87 |
0.2% |
3,918.50 |
| Low |
3,858.85 |
3,871.13 |
12.28 |
0.3% |
3,742.06 |
| Close |
3,902.62 |
3,899.38 |
-3.24 |
-0.1% |
3,899.38 |
| Range |
51.78 |
47.37 |
-4.41 |
-8.5% |
176.44 |
| ATR |
85.88 |
83.13 |
-2.75 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,038.45 |
4,016.28 |
3,925.43 |
|
| R3 |
3,991.08 |
3,968.91 |
3,912.41 |
|
| R2 |
3,943.71 |
3,943.71 |
3,908.06 |
|
| R1 |
3,921.54 |
3,921.54 |
3,903.72 |
3,932.63 |
| PP |
3,896.34 |
3,896.34 |
3,896.34 |
3,901.88 |
| S1 |
3,874.17 |
3,874.17 |
3,895.04 |
3,885.26 |
| S2 |
3,848.97 |
3,848.97 |
3,890.70 |
|
| S3 |
3,801.60 |
3,826.80 |
3,886.35 |
|
| S4 |
3,754.23 |
3,779.43 |
3,873.33 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,382.63 |
4,317.45 |
3,996.42 |
|
| R3 |
4,206.19 |
4,141.01 |
3,947.90 |
|
| R2 |
4,029.75 |
4,029.75 |
3,931.73 |
|
| R1 |
3,964.57 |
3,964.57 |
3,915.55 |
3,997.16 |
| PP |
3,853.31 |
3,853.31 |
3,853.31 |
3,869.61 |
| S1 |
3,788.13 |
3,788.13 |
3,883.21 |
3,820.72 |
| S2 |
3,676.87 |
3,676.87 |
3,867.03 |
|
| S3 |
3,500.43 |
3,611.69 |
3,850.86 |
|
| S4 |
3,323.99 |
3,435.25 |
3,802.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,918.50 |
3,742.06 |
176.44 |
4.5% |
65.71 |
1.7% |
89% |
True |
False |
|
| 10 |
3,944.87 |
3,738.67 |
206.20 |
5.3% |
70.04 |
1.8% |
78% |
False |
False |
|
| 20 |
4,119.10 |
3,636.94 |
482.16 |
12.4% |
76.46 |
2.0% |
54% |
False |
False |
|
| 40 |
4,176.90 |
3,636.94 |
539.96 |
13.8% |
79.69 |
2.0% |
49% |
False |
False |
|
| 60 |
4,512.94 |
3,636.94 |
876.00 |
22.5% |
85.77 |
2.2% |
30% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
25.7% |
79.47 |
2.0% |
26% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.7% |
80.97 |
2.1% |
26% |
False |
False |
|
| 120 |
4,665.13 |
3,636.94 |
1,028.19 |
26.4% |
83.33 |
2.1% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,119.82 |
|
2.618 |
4,042.51 |
|
1.618 |
3,995.14 |
|
1.000 |
3,965.87 |
|
0.618 |
3,947.77 |
|
HIGH |
3,918.50 |
|
0.618 |
3,900.40 |
|
0.500 |
3,894.82 |
|
0.382 |
3,889.23 |
|
LOW |
3,871.13 |
|
0.618 |
3,841.86 |
|
1.000 |
3,823.76 |
|
1.618 |
3,794.49 |
|
2.618 |
3,747.12 |
|
4.250 |
3,669.81 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,897.86 |
3,887.57 |
| PP |
3,896.34 |
3,875.75 |
| S1 |
3,894.82 |
3,863.94 |
|