Trading Metrics calculated at close of trading on 24-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,774.71 |
3,821.75 |
47.04 |
1.2% |
3,715.31 |
High |
3,802.58 |
3,913.65 |
111.07 |
2.9% |
3,913.65 |
Low |
3,744.34 |
3,821.75 |
77.41 |
2.1% |
3,715.31 |
Close |
3,795.73 |
3,911.74 |
116.01 |
3.1% |
3,911.74 |
Range |
58.24 |
91.90 |
33.66 |
57.8% |
198.34 |
ATR |
95.57 |
97.16 |
1.60 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.08 |
4,126.81 |
3,962.29 |
|
R3 |
4,066.18 |
4,034.91 |
3,937.01 |
|
R2 |
3,974.28 |
3,974.28 |
3,928.59 |
|
R1 |
3,943.01 |
3,943.01 |
3,920.16 |
3,958.65 |
PP |
3,882.38 |
3,882.38 |
3,882.38 |
3,890.20 |
S1 |
3,851.11 |
3,851.11 |
3,903.32 |
3,866.75 |
S2 |
3,790.48 |
3,790.48 |
3,894.89 |
|
S3 |
3,698.58 |
3,759.21 |
3,886.47 |
|
S4 |
3,606.68 |
3,667.31 |
3,861.20 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.92 |
4,375.17 |
4,020.83 |
|
R3 |
4,243.58 |
4,176.83 |
3,966.28 |
|
R2 |
4,045.24 |
4,045.24 |
3,948.10 |
|
R1 |
3,978.49 |
3,978.49 |
3,929.92 |
4,011.87 |
PP |
3,846.90 |
3,846.90 |
3,846.90 |
3,863.59 |
S1 |
3,780.15 |
3,780.15 |
3,893.56 |
3,813.53 |
S2 |
3,648.56 |
3,648.56 |
3,875.38 |
|
S3 |
3,450.22 |
3,581.81 |
3,857.20 |
|
S4 |
3,251.88 |
3,383.47 |
3,802.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,913.65 |
3,636.94 |
276.71 |
7.1% |
73.49 |
1.9% |
99% |
True |
False |
|
10 |
3,974.39 |
3,636.94 |
337.45 |
8.6% |
81.87 |
2.1% |
81% |
False |
False |
|
20 |
4,176.90 |
3,636.94 |
539.96 |
13.8% |
79.60 |
2.0% |
51% |
False |
False |
|
40 |
4,308.45 |
3,636.94 |
671.51 |
17.2% |
90.82 |
2.3% |
41% |
False |
False |
|
60 |
4,627.77 |
3,636.94 |
990.83 |
25.3% |
84.12 |
2.2% |
28% |
False |
False |
|
80 |
4,637.30 |
3,636.94 |
1,000.36 |
25.6% |
81.40 |
2.1% |
27% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
25.6% |
81.50 |
2.1% |
27% |
False |
False |
|
120 |
4,818.62 |
3,636.94 |
1,181.68 |
30.2% |
83.10 |
2.1% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,304.23 |
2.618 |
4,154.24 |
1.618 |
4,062.34 |
1.000 |
4,005.55 |
0.618 |
3,970.44 |
HIGH |
3,913.65 |
0.618 |
3,878.54 |
0.500 |
3,867.70 |
0.382 |
3,856.86 |
LOW |
3,821.75 |
0.618 |
3,764.96 |
1.000 |
3,729.85 |
1.618 |
3,673.06 |
2.618 |
3,581.16 |
4.250 |
3,431.18 |
|
|
Fisher Pivots for day following 24-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,897.06 |
3,880.04 |
PP |
3,882.38 |
3,848.33 |
S1 |
3,867.70 |
3,816.63 |
|