| 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 |
11,507.50 |
11,606.00 |
98.50 |
0.9% |
12,137.50 |
| High |
11,629.75 |
11,815.75 |
186.00 |
1.6% |
12,262.00 |
| Low |
11,381.75 |
11,389.25 |
7.50 |
0.1% |
11,351.00 |
| Close |
11,611.25 |
11,808.50 |
197.25 |
1.7% |
11,611.25 |
| Range |
248.00 |
426.50 |
178.50 |
72.0% |
911.00 |
| ATR |
390.02 |
392.62 |
2.61 |
0.7% |
0.00 |
| Volume |
605,401 |
790,937 |
185,536 |
30.6% |
3,134,142 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,950.75 |
12,806.00 |
12,043.00 |
|
| R3 |
12,524.25 |
12,379.50 |
11,925.75 |
|
| R2 |
12,097.75 |
12,097.75 |
11,886.75 |
|
| R1 |
11,953.00 |
11,953.00 |
11,847.50 |
12,025.50 |
| PP |
11,671.25 |
11,671.25 |
11,671.25 |
11,707.25 |
| S1 |
11,526.50 |
11,526.50 |
11,769.50 |
11,599.00 |
| S2 |
11,244.75 |
11,244.75 |
11,730.25 |
|
| S3 |
10,818.25 |
11,100.00 |
11,691.25 |
|
| S4 |
10,391.75 |
10,673.50 |
11,574.00 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,474.50 |
13,953.75 |
12,112.25 |
|
| R3 |
13,563.50 |
13,042.75 |
11,861.75 |
|
| R2 |
12,652.50 |
12,652.50 |
11,778.25 |
|
| R1 |
12,131.75 |
12,131.75 |
11,694.75 |
11,936.50 |
| PP |
11,741.50 |
11,741.50 |
11,741.50 |
11,643.75 |
| S1 |
11,220.75 |
11,220.75 |
11,527.75 |
11,025.50 |
| S2 |
10,830.50 |
10,830.50 |
11,444.25 |
|
| S3 |
9,919.50 |
10,309.75 |
11,360.75 |
|
| S4 |
9,008.50 |
9,398.75 |
11,110.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,174.25 |
11,351.00 |
823.25 |
7.0% |
343.50 |
2.9% |
56% |
False |
False |
671,855 |
| 10 |
12,262.00 |
11,273.75 |
988.25 |
8.4% |
358.50 |
3.0% |
54% |
False |
False |
641,467 |
| 20 |
12,838.75 |
11,068.50 |
1,770.25 |
15.0% |
381.25 |
3.2% |
42% |
False |
False |
530,886 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
16.1% |
414.00 |
3.5% |
39% |
False |
False |
266,460 |
| 60 |
14,674.50 |
11,068.50 |
3,606.00 |
30.5% |
425.50 |
3.6% |
21% |
False |
False |
178,011 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.9% |
411.50 |
3.5% |
17% |
False |
False |
133,631 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.9% |
420.75 |
3.6% |
17% |
False |
False |
106,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,628.50 |
|
2.618 |
12,932.25 |
|
1.618 |
12,505.75 |
|
1.000 |
12,242.25 |
|
0.618 |
12,079.25 |
|
HIGH |
11,815.75 |
|
0.618 |
11,652.75 |
|
0.500 |
11,602.50 |
|
0.382 |
11,552.25 |
|
LOW |
11,389.25 |
|
0.618 |
11,125.75 |
|
1.000 |
10,962.75 |
|
1.618 |
10,699.25 |
|
2.618 |
10,272.75 |
|
4.250 |
9,576.50 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,739.75 |
11,733.50 |
| PP |
11,671.25 |
11,658.50 |
| S1 |
11,602.50 |
11,583.50 |
|