Trading Metrics calculated at close of trading on 06-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
110.19 |
111.94 |
1.75 |
1.6% |
113.89 |
High |
111.51 |
113.33 |
1.82 |
1.6% |
113.89 |
Low |
108.80 |
110.68 |
1.88 |
1.7% |
108.45 |
Close |
111.40 |
112.34 |
0.94 |
0.8% |
111.46 |
Range |
2.71 |
2.65 |
-0.07 |
-2.4% |
5.44 |
ATR |
2.62 |
2.62 |
0.00 |
0.1% |
0.00 |
Volume |
1,069,200 |
1,036,200 |
-33,000 |
-3.1% |
9,821,200 |
|
Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.05 |
118.84 |
113.79 |
|
R3 |
117.41 |
116.20 |
113.07 |
|
R2 |
114.76 |
114.76 |
112.82 |
|
R1 |
113.55 |
113.55 |
112.58 |
114.16 |
PP |
112.12 |
112.12 |
112.12 |
112.42 |
S1 |
110.91 |
110.91 |
112.10 |
111.51 |
S2 |
109.47 |
109.47 |
111.86 |
|
S3 |
106.83 |
108.26 |
111.61 |
|
S4 |
104.18 |
105.62 |
110.89 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.59 |
124.96 |
114.45 |
|
R3 |
122.15 |
119.52 |
112.96 |
|
R2 |
116.71 |
116.71 |
112.46 |
|
R1 |
114.08 |
114.08 |
111.96 |
112.68 |
PP |
111.27 |
111.27 |
111.27 |
110.56 |
S1 |
108.64 |
108.64 |
110.96 |
107.24 |
S2 |
105.83 |
105.83 |
110.46 |
|
S3 |
100.39 |
103.20 |
109.96 |
|
S4 |
94.95 |
97.76 |
108.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.33 |
108.45 |
4.88 |
4.3% |
2.44 |
2.2% |
80% |
True |
False |
1,026,340 |
10 |
113.71 |
108.45 |
5.26 |
4.7% |
2.65 |
2.4% |
74% |
False |
False |
1,026,360 |
20 |
113.89 |
106.76 |
7.13 |
6.3% |
2.45 |
2.2% |
78% |
False |
False |
939,332 |
40 |
123.67 |
106.17 |
17.50 |
15.6% |
2.43 |
2.2% |
35% |
False |
False |
1,063,822 |
60 |
123.67 |
106.17 |
17.50 |
15.6% |
2.35 |
2.1% |
35% |
False |
False |
1,032,318 |
80 |
123.97 |
106.17 |
17.80 |
15.8% |
2.53 |
2.3% |
35% |
False |
False |
1,086,877 |
100 |
131.41 |
106.17 |
25.24 |
22.5% |
2.74 |
2.4% |
24% |
False |
False |
1,146,074 |
120 |
133.91 |
106.17 |
27.74 |
24.7% |
2.70 |
2.4% |
22% |
False |
False |
1,119,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.57 |
2.618 |
120.25 |
1.618 |
117.60 |
1.000 |
115.97 |
0.618 |
114.96 |
HIGH |
113.33 |
0.618 |
112.31 |
0.500 |
112.00 |
0.382 |
111.69 |
LOW |
110.68 |
0.618 |
109.05 |
1.000 |
108.04 |
1.618 |
106.40 |
2.618 |
103.76 |
4.250 |
99.44 |
|
|
Fisher Pivots for day following 06-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
112.23 |
111.91 |
PP |
112.12 |
111.49 |
S1 |
112.00 |
111.06 |
|