| 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 |
3,851.75 |
3,866.00 |
14.25 |
0.4% |
3,933.50 |
| High |
3,888.75 |
3,928.75 |
40.00 |
1.0% |
3,965.00 |
| Low |
3,823.00 |
3,847.50 |
24.50 |
0.6% |
3,755.75 |
| Close |
3,862.75 |
3,920.00 |
57.25 |
1.5% |
3,841.25 |
| Range |
65.75 |
81.25 |
15.50 |
23.6% |
209.25 |
| ATR |
98.08 |
96.88 |
-1.20 |
-1.2% |
0.00 |
| Volume |
4,357 |
2,469 |
-1,888 |
-43.3% |
12,361 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,142.50 |
4,112.50 |
3,964.75 |
|
| R3 |
4,061.25 |
4,031.25 |
3,942.25 |
|
| R2 |
3,980.00 |
3,980.00 |
3,935.00 |
|
| R1 |
3,950.00 |
3,950.00 |
3,927.50 |
3,965.00 |
| PP |
3,898.75 |
3,898.75 |
3,898.75 |
3,906.25 |
| S1 |
3,868.75 |
3,868.75 |
3,912.50 |
3,883.75 |
| S2 |
3,817.50 |
3,817.50 |
3,905.00 |
|
| S3 |
3,736.25 |
3,787.50 |
3,897.75 |
|
| S4 |
3,655.00 |
3,706.25 |
3,875.25 |
|
|
| 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 |
3,928.75 |
3,755.75 |
173.00 |
4.4% |
86.00 |
2.2% |
95% |
True |
False |
3,843 |
| 10 |
3,965.00 |
3,750.00 |
215.00 |
5.5% |
85.75 |
2.2% |
79% |
False |
False |
3,200 |
| 20 |
4,172.75 |
3,654.50 |
518.25 |
13.2% |
101.00 |
2.6% |
51% |
False |
False |
2,351 |
| 40 |
4,214.00 |
3,654.50 |
559.50 |
14.3% |
101.75 |
2.6% |
47% |
False |
False |
1,476 |
| 60 |
4,525.75 |
3,654.50 |
871.25 |
22.2% |
103.25 |
2.6% |
30% |
False |
False |
1,099 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.3% |
94.25 |
2.4% |
27% |
False |
False |
853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,274.00 |
|
2.618 |
4,141.50 |
|
1.618 |
4,060.25 |
|
1.000 |
4,010.00 |
|
0.618 |
3,979.00 |
|
HIGH |
3,928.75 |
|
0.618 |
3,897.75 |
|
0.500 |
3,888.00 |
|
0.382 |
3,878.50 |
|
LOW |
3,847.50 |
|
0.618 |
3,797.25 |
|
1.000 |
3,766.25 |
|
1.618 |
3,716.00 |
|
2.618 |
3,634.75 |
|
4.250 |
3,502.25 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,909.50 |
3,894.50 |
| PP |
3,898.75 |
3,869.00 |
| S1 |
3,888.00 |
3,843.50 |
|