| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
20,437.82 |
20,842.56 |
404.74 |
2.0% |
29,186.63 |
| High |
21,662.12 |
21,002.15 |
-659.97 |
-3.0% |
29,410.94 |
| Low |
20,261.33 |
19,776.41 |
-484.92 |
-2.4% |
20,114.36 |
| Close |
20,842.56 |
19,867.49 |
-975.07 |
-4.7% |
20,647.80 |
| Range |
1,400.79 |
1,225.74 |
-175.05 |
-12.5% |
9,296.58 |
| ATR |
2,206.95 |
2,136.87 |
-70.09 |
-3.2% |
0.00 |
| Volume |
68,858 |
74,353 |
5,495 |
8.0% |
510,938 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,892.57 |
23,105.77 |
20,541.65 |
|
| R3 |
22,666.83 |
21,880.03 |
20,204.57 |
|
| R2 |
21,441.09 |
21,441.09 |
20,092.21 |
|
| R1 |
20,654.29 |
20,654.29 |
19,979.85 |
20,434.82 |
| PP |
20,215.35 |
20,215.35 |
20,215.35 |
20,105.62 |
| S1 |
19,428.55 |
19,428.55 |
19,755.13 |
19,209.08 |
| S2 |
18,989.61 |
18,989.61 |
19,642.77 |
|
| S3 |
17,763.87 |
18,202.81 |
19,530.41 |
|
| S4 |
16,538.13 |
16,977.07 |
19,193.33 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51,280.77 |
45,260.87 |
25,760.92 |
|
| R3 |
41,984.19 |
35,964.29 |
23,204.36 |
|
| R2 |
32,687.61 |
32,687.61 |
22,352.17 |
|
| R1 |
26,667.71 |
26,667.71 |
21,499.99 |
25,029.37 |
| PP |
23,391.03 |
23,391.03 |
23,391.03 |
22,571.87 |
| S1 |
17,371.13 |
17,371.13 |
19,795.61 |
15,732.79 |
| S2 |
14,094.45 |
14,094.45 |
18,943.43 |
|
| S3 |
4,797.87 |
8,074.55 |
18,091.24 |
|
| S4 |
-4,498.71 |
-1,222.03 |
15,534.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,913.74 |
17,614.34 |
5,299.40 |
26.7% |
1,888.88 |
9.5% |
43% |
False |
False |
68,963 |
| 10 |
30,655.74 |
17,614.34 |
13,041.40 |
65.6% |
2,294.31 |
11.5% |
17% |
False |
False |
65,595 |
| 20 |
32,329.54 |
17,614.34 |
14,715.20 |
74.1% |
1,951.38 |
9.8% |
15% |
False |
False |
47,019 |
| 40 |
40,315.64 |
17,614.34 |
22,701.30 |
114.3% |
2,153.98 |
10.8% |
10% |
False |
False |
40,291 |
| 60 |
48,109.25 |
17,614.34 |
30,494.91 |
153.5% |
2,070.63 |
10.4% |
7% |
False |
False |
33,066 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
153.9% |
2,121.94 |
10.7% |
7% |
False |
False |
33,238 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
153.9% |
2,183.18 |
11.0% |
7% |
False |
False |
34,214 |
| 120 |
48,561.00 |
17,614.34 |
30,946.66 |
155.8% |
2,202.87 |
11.1% |
7% |
False |
False |
35,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,211.55 |
|
2.618 |
24,211.14 |
|
1.618 |
22,985.40 |
|
1.000 |
22,227.89 |
|
0.618 |
21,759.66 |
|
HIGH |
21,002.15 |
|
0.618 |
20,533.92 |
|
0.500 |
20,389.28 |
|
0.382 |
20,244.64 |
|
LOW |
19,776.41 |
|
0.618 |
19,018.90 |
|
1.000 |
18,550.67 |
|
1.618 |
17,793.16 |
|
2.618 |
16,567.42 |
|
4.250 |
14,567.02 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,389.28 |
19,791.07 |
| PP |
20,215.35 |
19,714.65 |
| S1 |
20,041.42 |
19,638.23 |
|