| 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 |
1,011.8180 |
1,120.7910 |
108.9730 |
10.8% |
1,219.1520 |
| High |
1,108.5020 |
1,169.7450 |
61.2430 |
5.5% |
1,278.3290 |
| Low |
1,011.6300 |
1,078.1630 |
66.5330 |
6.6% |
1,001.6950 |
| Close |
1,068.9710 |
1,154.3080 |
85.3370 |
8.0% |
1,068.9710 |
| Range |
96.8720 |
91.5820 |
-5.2900 |
-5.5% |
276.6340 |
| ATR |
142.2268 |
139.2659 |
-2.9609 |
-2.1% |
0.0000 |
| Volume |
1,034,101 |
800,230 |
-233,871 |
-22.6% |
3,687,737 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.8180 |
1,373.1450 |
1,204.6781 |
|
| R3 |
1,317.2360 |
1,281.5630 |
1,179.4931 |
|
| R2 |
1,225.6540 |
1,225.6540 |
1,171.0980 |
|
| R1 |
1,189.9810 |
1,189.9810 |
1,162.7030 |
1,207.8175 |
| PP |
1,134.0720 |
1,134.0720 |
1,134.0720 |
1,142.9903 |
| S1 |
1,098.3990 |
1,098.3990 |
1,145.9130 |
1,116.2355 |
| S2 |
1,042.4900 |
1,042.4900 |
1,137.5180 |
|
| S3 |
950.9080 |
1,006.8170 |
1,129.1230 |
|
| S4 |
859.3260 |
915.2350 |
1,103.9379 |
|
|
| 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 |
1,233.9550 |
1,001.6950 |
232.2600 |
20.1% |
93.1766 |
8.1% |
66% |
False |
False |
896,230 |
| 10 |
1,278.3290 |
1,001.6950 |
276.6340 |
24.0% |
97.7192 |
8.5% |
55% |
False |
False |
770,149 |
| 20 |
1,874.0100 |
883.1590 |
990.8510 |
85.8% |
141.2883 |
12.2% |
27% |
False |
False |
726,642 |
| 40 |
2,706.2750 |
883.1590 |
1,823.1160 |
157.9% |
169.3641 |
14.7% |
15% |
False |
False |
626,202 |
| 60 |
3,311.4080 |
883.1590 |
2,428.2490 |
210.4% |
168.4711 |
14.6% |
11% |
False |
False |
495,081 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
233.6% |
168.4375 |
14.6% |
10% |
False |
False |
448,653 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
233.6% |
176.6613 |
15.3% |
10% |
False |
False |
443,062 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
233.6% |
185.3331 |
16.1% |
10% |
False |
False |
445,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.9685 |
|
2.618 |
1,409.5067 |
|
1.618 |
1,317.9247 |
|
1.000 |
1,261.3270 |
|
0.618 |
1,226.3427 |
|
HIGH |
1,169.7450 |
|
0.618 |
1,134.7607 |
|
0.500 |
1,123.9540 |
|
0.382 |
1,113.1473 |
|
LOW |
1,078.1630 |
|
0.618 |
1,021.5653 |
|
1.000 |
986.5810 |
|
1.618 |
929.9833 |
|
2.618 |
838.4013 |
|
4.250 |
688.9395 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.1900 |
1,131.4453 |
| PP |
1,134.0720 |
1,108.5827 |
| S1 |
1,123.9540 |
1,085.7200 |
|