| 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 |
1,109.2880 |
1,011.8180 |
-97.4700 |
-8.8% |
1,219.1520 |
| High |
1,118.4210 |
1,108.5020 |
-9.9190 |
-0.9% |
1,278.3290 |
| Low |
1,001.6950 |
1,011.6300 |
9.9350 |
1.0% |
1,001.6950 |
| Close |
1,011.7660 |
1,068.9710 |
57.2050 |
5.7% |
1,068.9710 |
| Range |
116.7260 |
96.8720 |
-19.8540 |
-17.0% |
276.6340 |
| ATR |
145.7156 |
142.2268 |
-3.4888 |
-2.4% |
0.0000 |
| Volume |
1,024,094 |
1,034,101 |
10,007 |
1.0% |
3,687,737 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.6503 |
1,308.1827 |
1,122.2506 |
|
| R3 |
1,256.7783 |
1,211.3107 |
1,095.6108 |
|
| R2 |
1,159.9063 |
1,159.9063 |
1,086.7309 |
|
| R1 |
1,114.4387 |
1,114.4387 |
1,077.8509 |
1,137.1725 |
| PP |
1,063.0343 |
1,063.0343 |
1,063.0343 |
1,074.4013 |
| S1 |
1,017.5667 |
1,017.5667 |
1,060.0911 |
1,040.3005 |
| S2 |
966.1623 |
966.1623 |
1,051.2111 |
|
| S3 |
869.2903 |
920.6947 |
1,042.3312 |
|
| S4 |
772.4183 |
823.8227 |
1,015.6914 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.2337 |
1,784.2363 |
1,221.1197 |
|
| R3 |
1,669.5997 |
1,507.6023 |
1,145.0454 |
|
| R2 |
1,392.9657 |
1,392.9657 |
1,119.6872 |
|
| R1 |
1,230.9683 |
1,230.9683 |
1,094.3291 |
1,173.6500 |
| PP |
1,116.3317 |
1,116.3317 |
1,116.3317 |
1,087.6725 |
| S1 |
954.3343 |
954.3343 |
1,043.6129 |
897.0160 |
| S2 |
839.6977 |
839.6977 |
1,018.2548 |
|
| S3 |
563.0637 |
677.7003 |
992.8967 |
|
| S4 |
286.4297 |
401.0663 |
916.8223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.3290 |
1,001.6950 |
276.6340 |
25.9% |
95.2876 |
8.9% |
24% |
False |
False |
737,547 |
| 10 |
1,278.3290 |
883.1590 |
395.1700 |
37.0% |
116.8651 |
10.9% |
47% |
False |
False |
691,118 |
| 20 |
1,918.0350 |
883.1590 |
1,034.8760 |
96.8% |
145.2085 |
13.6% |
18% |
False |
False |
686,633 |
| 40 |
2,756.1220 |
883.1590 |
1,872.9630 |
175.2% |
170.0686 |
15.9% |
10% |
False |
False |
617,216 |
| 60 |
3,311.4080 |
883.1590 |
2,428.2490 |
227.2% |
168.9843 |
15.8% |
8% |
False |
False |
488,662 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
252.3% |
169.4576 |
15.9% |
7% |
False |
False |
444,775 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
252.3% |
177.8733 |
16.6% |
7% |
False |
False |
439,104 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
252.3% |
186.3089 |
17.4% |
7% |
False |
False |
442,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,520.2080 |
|
2.618 |
1,362.1129 |
|
1.618 |
1,265.2409 |
|
1.000 |
1,205.3740 |
|
0.618 |
1,168.3689 |
|
HIGH |
1,108.5020 |
|
0.618 |
1,071.4969 |
|
0.500 |
1,060.0660 |
|
0.382 |
1,048.6351 |
|
LOW |
1,011.6300 |
|
0.618 |
951.7631 |
|
1.000 |
914.7580 |
|
1.618 |
854.8911 |
|
2.618 |
758.0191 |
|
4.250 |
599.9240 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,066.0027 |
1,084.5630 |
| PP |
1,063.0343 |
1,079.3657 |
| S1 |
1,060.0660 |
1,074.1683 |
|