| 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 |
1,120.7910 |
1,154.3080 |
33.5170 |
3.0% |
1,219.1520 |
| High |
1,169.7450 |
1,167.4120 |
-2.3330 |
-0.2% |
1,278.3290 |
| Low |
1,078.1630 |
1,111.4340 |
33.2710 |
3.1% |
1,001.6950 |
| Close |
1,154.3080 |
1,160.8110 |
6.5030 |
0.6% |
1,068.9710 |
| Range |
91.5820 |
55.9780 |
-35.6040 |
-38.9% |
276.6340 |
| ATR |
139.2659 |
133.3167 |
-5.9491 |
-4.3% |
0.0000 |
| Volume |
800,230 |
730,563 |
-69,667 |
-8.7% |
3,687,737 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.4863 |
1,293.6267 |
1,191.5989 |
|
| R3 |
1,258.5083 |
1,237.6487 |
1,176.2050 |
|
| R2 |
1,202.5303 |
1,202.5303 |
1,171.0736 |
|
| R1 |
1,181.6707 |
1,181.6707 |
1,165.9423 |
1,192.1005 |
| PP |
1,146.5523 |
1,146.5523 |
1,146.5523 |
1,151.7673 |
| S1 |
1,125.6927 |
1,125.6927 |
1,155.6797 |
1,136.1225 |
| S2 |
1,090.5743 |
1,090.5743 |
1,150.5484 |
|
| S3 |
1,034.5963 |
1,069.7147 |
1,145.4171 |
|
| S4 |
978.6183 |
1,013.7367 |
1,130.0231 |
|
|
| 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 |
1,169.7450 |
1,001.6950 |
168.0500 |
14.5% |
88.1900 |
7.6% |
95% |
False |
False |
894,356 |
| 10 |
1,278.3290 |
1,001.6950 |
276.6340 |
23.8% |
93.4024 |
8.0% |
58% |
False |
False |
757,197 |
| 20 |
1,846.6490 |
883.1590 |
963.4900 |
83.0% |
136.7027 |
11.8% |
29% |
False |
False |
736,955 |
| 40 |
2,455.9690 |
883.1590 |
1,572.8100 |
135.5% |
158.8575 |
13.7% |
18% |
False |
False |
644,226 |
| 60 |
3,307.2140 |
883.1590 |
2,424.0550 |
208.8% |
167.5245 |
14.4% |
11% |
False |
False |
501,850 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
232.3% |
167.3172 |
14.4% |
10% |
False |
False |
452,900 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
232.3% |
175.3146 |
15.1% |
10% |
False |
False |
445,147 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
232.3% |
184.1326 |
15.9% |
10% |
False |
False |
447,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.3185 |
|
2.618 |
1,313.9624 |
|
1.618 |
1,257.9844 |
|
1.000 |
1,223.3900 |
|
0.618 |
1,202.0064 |
|
HIGH |
1,167.4120 |
|
0.618 |
1,146.0284 |
|
0.500 |
1,139.4230 |
|
0.382 |
1,132.8176 |
|
LOW |
1,111.4340 |
|
0.618 |
1,076.8396 |
|
1.000 |
1,055.4560 |
|
1.618 |
1,020.8616 |
|
2.618 |
964.8836 |
|
4.250 |
873.5275 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.6817 |
1,137.4365 |
| PP |
1,146.5523 |
1,114.0620 |
| S1 |
1,139.4230 |
1,090.6875 |
|