| 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 |
3,792.00 |
3,839.50 |
47.50 |
1.3% |
3,933.50 |
| High |
3,847.00 |
3,869.75 |
22.75 |
0.6% |
3,965.00 |
| Low |
3,759.50 |
3,758.25 |
-1.25 |
0.0% |
3,755.75 |
| Close |
3,841.25 |
3,847.75 |
6.50 |
0.2% |
3,841.25 |
| Range |
87.50 |
111.50 |
24.00 |
27.4% |
209.25 |
| ATR |
99.73 |
100.57 |
0.84 |
0.8% |
0.00 |
| Volume |
4,157 |
4,910 |
753 |
18.1% |
12,361 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,159.75 |
4,115.25 |
3,909.00 |
|
| R3 |
4,048.25 |
4,003.75 |
3,878.50 |
|
| R2 |
3,936.75 |
3,936.75 |
3,868.25 |
|
| R1 |
3,892.25 |
3,892.25 |
3,858.00 |
3,914.50 |
| PP |
3,825.25 |
3,825.25 |
3,825.25 |
3,836.50 |
| S1 |
3,780.75 |
3,780.75 |
3,837.50 |
3,803.00 |
| S2 |
3,713.75 |
3,713.75 |
3,827.25 |
|
| S3 |
3,602.25 |
3,669.25 |
3,817.00 |
|
| S4 |
3,490.75 |
3,557.75 |
3,786.50 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,481.75 |
4,370.75 |
3,956.25 |
|
| R3 |
4,272.50 |
4,161.50 |
3,898.75 |
|
| R2 |
4,063.25 |
4,063.25 |
3,879.50 |
|
| R1 |
3,952.25 |
3,952.25 |
3,860.50 |
3,903.00 |
| PP |
3,854.00 |
3,854.00 |
3,854.00 |
3,829.50 |
| S1 |
3,743.00 |
3,743.00 |
3,822.00 |
3,694.00 |
| S2 |
3,644.75 |
3,644.75 |
3,803.00 |
|
| S3 |
3,435.50 |
3,533.75 |
3,783.75 |
|
| S4 |
3,226.25 |
3,324.50 |
3,726.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,965.00 |
3,755.75 |
209.25 |
5.4% |
89.75 |
2.3% |
44% |
False |
False |
3,341 |
| 10 |
3,965.00 |
3,677.50 |
287.50 |
7.5% |
94.25 |
2.4% |
59% |
False |
False |
3,085 |
| 20 |
4,181.50 |
3,654.50 |
527.00 |
13.7% |
100.75 |
2.6% |
37% |
False |
False |
2,018 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.5% |
103.50 |
2.7% |
35% |
False |
False |
1,322 |
| 60 |
4,531.50 |
3,654.50 |
877.00 |
22.8% |
102.50 |
2.7% |
22% |
False |
False |
988 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.8% |
93.50 |
2.4% |
19% |
False |
False |
769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,343.50 |
|
2.618 |
4,161.75 |
|
1.618 |
4,050.25 |
|
1.000 |
3,981.25 |
|
0.618 |
3,938.75 |
|
HIGH |
3,869.75 |
|
0.618 |
3,827.25 |
|
0.500 |
3,814.00 |
|
0.382 |
3,800.75 |
|
LOW |
3,758.25 |
|
0.618 |
3,689.25 |
|
1.000 |
3,646.75 |
|
1.618 |
3,577.75 |
|
2.618 |
3,466.25 |
|
4.250 |
3,284.50 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,836.50 |
3,836.00 |
| PP |
3,825.25 |
3,824.50 |
| S1 |
3,814.00 |
3,812.75 |
|