Trading Metrics calculated at close of trading on 29-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,913.00 |
3,825.09 |
-87.91 |
-2.2% |
3,715.31 |
High |
3,944.87 |
3,836.50 |
-108.37 |
-2.7% |
3,913.65 |
Low |
3,820.66 |
3,799.13 |
-21.53 |
-0.6% |
3,715.31 |
Close |
3,821.55 |
3,818.83 |
-2.72 |
-0.1% |
3,911.74 |
Range |
124.21 |
37.37 |
-86.84 |
-69.9% |
198.34 |
ATR |
95.17 |
91.05 |
-4.13 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,930.26 |
3,911.92 |
3,839.38 |
|
R3 |
3,892.89 |
3,874.55 |
3,829.11 |
|
R2 |
3,855.52 |
3,855.52 |
3,825.68 |
|
R1 |
3,837.18 |
3,837.18 |
3,822.26 |
3,827.67 |
PP |
3,818.15 |
3,818.15 |
3,818.15 |
3,813.40 |
S1 |
3,799.81 |
3,799.81 |
3,815.40 |
3,790.30 |
S2 |
3,780.78 |
3,780.78 |
3,811.98 |
|
S3 |
3,743.41 |
3,762.44 |
3,808.55 |
|
S4 |
3,706.04 |
3,725.07 |
3,798.28 |
|
|
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 |
3,944.87 |
3,744.34 |
200.53 |
5.3% |
69.96 |
1.8% |
37% |
False |
False |
|
10 |
3,944.87 |
3,636.94 |
307.93 |
8.1% |
76.83 |
2.0% |
59% |
False |
False |
|
20 |
4,176.90 |
3,636.94 |
539.96 |
14.1% |
77.82 |
2.0% |
34% |
False |
False |
|
40 |
4,307.66 |
3,636.94 |
670.72 |
17.6% |
86.50 |
2.3% |
27% |
False |
False |
|
60 |
4,593.45 |
3,636.94 |
956.51 |
25.0% |
84.77 |
2.2% |
19% |
False |
False |
|
80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.2% |
81.30 |
2.1% |
18% |
False |
False |
|
100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.2% |
81.64 |
2.1% |
18% |
False |
False |
|
120 |
4,748.83 |
3,636.94 |
1,111.89 |
29.1% |
83.26 |
2.2% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,995.32 |
2.618 |
3,934.33 |
1.618 |
3,896.96 |
1.000 |
3,873.87 |
0.618 |
3,859.59 |
HIGH |
3,836.50 |
0.618 |
3,822.22 |
0.500 |
3,817.82 |
0.382 |
3,813.41 |
LOW |
3,799.13 |
0.618 |
3,776.04 |
1.000 |
3,761.76 |
1.618 |
3,738.67 |
2.618 |
3,701.30 |
4.250 |
3,640.31 |
|
|
Fisher Pivots for day following 29-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,818.49 |
3,872.00 |
PP |
3,818.15 |
3,854.28 |
S1 |
3,817.82 |
3,836.55 |
|