| 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 |
20,185 |
18,715 |
-1,470 |
-7.3% |
21,360 |
| High |
20,310 |
20,790 |
480 |
2.4% |
21,605 |
| Low |
18,585 |
18,665 |
80 |
0.4% |
18,585 |
| Close |
18,805 |
19,335 |
530 |
2.8% |
19,335 |
| Range |
1,725 |
2,125 |
400 |
23.2% |
3,020 |
| ATR |
1,728 |
1,757 |
28 |
1.6% |
0 |
| Volume |
670 |
1,326 |
656 |
97.9% |
3,139 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,972 |
24,778 |
20,504 |
|
| R3 |
23,847 |
22,653 |
19,919 |
|
| R2 |
21,722 |
21,722 |
19,725 |
|
| R1 |
20,528 |
20,528 |
19,530 |
21,125 |
| PP |
19,597 |
19,597 |
19,597 |
19,895 |
| S1 |
18,403 |
18,403 |
19,140 |
19,000 |
| S2 |
17,472 |
17,472 |
18,945 |
|
| S3 |
15,347 |
16,278 |
18,751 |
|
| S4 |
13,222 |
14,153 |
18,166 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,902 |
27,138 |
20,996 |
|
| R3 |
25,882 |
24,118 |
20,166 |
|
| R2 |
22,862 |
22,862 |
19,889 |
|
| R1 |
21,098 |
21,098 |
19,612 |
20,470 |
| PP |
19,842 |
19,842 |
19,842 |
19,528 |
| S1 |
18,078 |
18,078 |
19,058 |
17,450 |
| S2 |
16,822 |
16,822 |
18,781 |
|
| S3 |
13,802 |
15,058 |
18,505 |
|
| S4 |
10,782 |
12,038 |
17,674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,605 |
18,585 |
3,020 |
15.6% |
1,323 |
6.8% |
25% |
False |
False |
627 |
| 10 |
21,760 |
18,585 |
3,175 |
16.4% |
1,286 |
6.6% |
24% |
False |
False |
1,201 |
| 20 |
31,885 |
18,585 |
13,300 |
68.8% |
1,648 |
8.5% |
6% |
False |
False |
651 |
| 40 |
40,240 |
18,585 |
21,655 |
112.0% |
1,843 |
9.5% |
3% |
False |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,821 |
|
2.618 |
26,353 |
|
1.618 |
24,228 |
|
1.000 |
22,915 |
|
0.618 |
22,103 |
|
HIGH |
20,790 |
|
0.618 |
19,978 |
|
0.500 |
19,728 |
|
0.382 |
19,477 |
|
LOW |
18,665 |
|
0.618 |
17,352 |
|
1.000 |
16,540 |
|
1.618 |
15,227 |
|
2.618 |
13,102 |
|
4.250 |
9,634 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,728 |
19,688 |
| PP |
19,597 |
19,570 |
| S1 |
19,466 |
19,453 |
|