| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,820.25 |
11,901.25 |
81.00 |
0.7% |
12,137.50 |
| High |
11,974.25 |
12,168.50 |
194.25 |
1.6% |
12,262.00 |
| Low |
11,727.75 |
11,836.50 |
108.75 |
0.9% |
11,351.00 |
| Close |
11,880.25 |
12,138.50 |
258.25 |
2.2% |
11,611.25 |
| Range |
246.50 |
332.00 |
85.50 |
34.7% |
911.00 |
| ATR |
382.19 |
378.60 |
-3.58 |
-0.9% |
0.00 |
| Volume |
649,912 |
550,463 |
-99,449 |
-15.3% |
3,134,142 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,043.75 |
12,923.25 |
12,321.00 |
|
| R3 |
12,711.75 |
12,591.25 |
12,229.75 |
|
| R2 |
12,379.75 |
12,379.75 |
12,199.25 |
|
| R1 |
12,259.25 |
12,259.25 |
12,169.00 |
12,319.50 |
| PP |
12,047.75 |
12,047.75 |
12,047.75 |
12,078.00 |
| S1 |
11,927.25 |
11,927.25 |
12,108.00 |
11,987.50 |
| S2 |
11,715.75 |
11,715.75 |
12,077.75 |
|
| S3 |
11,383.75 |
11,595.25 |
12,047.25 |
|
| S4 |
11,051.75 |
11,263.25 |
11,956.00 |
|
|
| 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 |
12,168.50 |
11,351.00 |
817.50 |
6.7% |
319.75 |
2.6% |
96% |
True |
False |
666,956 |
| 10 |
12,262.00 |
11,351.00 |
911.00 |
7.5% |
333.50 |
2.7% |
86% |
False |
False |
631,888 |
| 20 |
12,811.75 |
11,068.50 |
1,743.25 |
14.4% |
380.00 |
3.1% |
61% |
False |
False |
590,297 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.7% |
406.00 |
3.3% |
56% |
False |
False |
296,388 |
| 60 |
14,403.75 |
11,068.50 |
3,335.25 |
27.5% |
424.50 |
3.5% |
32% |
False |
False |
197,989 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
407.25 |
3.4% |
25% |
False |
False |
148,634 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
420.25 |
3.5% |
25% |
False |
False |
118,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,579.50 |
|
2.618 |
13,037.75 |
|
1.618 |
12,705.75 |
|
1.000 |
12,500.50 |
|
0.618 |
12,373.75 |
|
HIGH |
12,168.50 |
|
0.618 |
12,041.75 |
|
0.500 |
12,002.50 |
|
0.382 |
11,963.25 |
|
LOW |
11,836.50 |
|
0.618 |
11,631.25 |
|
1.000 |
11,504.50 |
|
1.618 |
11,299.25 |
|
2.618 |
10,967.25 |
|
4.250 |
10,425.50 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,093.25 |
12,018.50 |
| PP |
12,047.75 |
11,898.75 |
| S1 |
12,002.50 |
11,779.00 |
|