| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
20,842.56 |
19,867.87 |
-974.69 |
-4.7% |
29,186.63 |
| High |
21,002.15 |
21,021.49 |
19.34 |
0.1% |
29,410.94 |
| Low |
19,776.41 |
19,836.14 |
59.73 |
0.3% |
20,114.36 |
| Close |
19,867.49 |
20,817.64 |
950.15 |
4.8% |
20,647.80 |
| Range |
1,225.74 |
1,185.35 |
-40.39 |
-3.3% |
9,296.58 |
| ATR |
2,136.87 |
2,068.90 |
-67.97 |
-3.2% |
0.00 |
| Volume |
74,353 |
62,204 |
-12,149 |
-16.3% |
510,938 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,114.47 |
23,651.41 |
21,469.58 |
|
| R3 |
22,929.12 |
22,466.06 |
21,143.61 |
|
| R2 |
21,743.77 |
21,743.77 |
21,034.95 |
|
| R1 |
21,280.71 |
21,280.71 |
20,926.30 |
21,512.24 |
| PP |
20,558.42 |
20,558.42 |
20,558.42 |
20,674.19 |
| S1 |
20,095.36 |
20,095.36 |
20,708.98 |
20,326.89 |
| S2 |
19,373.07 |
19,373.07 |
20,600.33 |
|
| S3 |
18,187.72 |
18,910.01 |
20,491.67 |
|
| S4 |
17,002.37 |
17,724.66 |
20,165.70 |
|
|
| 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 |
21,662.12 |
17,614.34 |
4,047.78 |
19.4% |
1,647.83 |
7.9% |
79% |
False |
False |
60,497 |
| 10 |
30,323.87 |
17,614.34 |
12,709.53 |
61.1% |
2,342.38 |
11.3% |
25% |
False |
False |
71,777 |
| 20 |
32,329.54 |
17,614.34 |
14,715.20 |
70.7% |
1,967.50 |
9.5% |
22% |
False |
False |
49,161 |
| 40 |
40,315.64 |
17,614.34 |
22,701.30 |
109.0% |
2,142.15 |
10.3% |
14% |
False |
False |
40,644 |
| 60 |
47,699.25 |
17,614.34 |
30,084.91 |
144.5% |
2,073.28 |
10.0% |
11% |
False |
False |
33,767 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
146.9% |
2,096.48 |
10.1% |
10% |
False |
False |
33,115 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
146.9% |
2,175.03 |
10.4% |
10% |
False |
False |
34,832 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
146.9% |
2,188.95 |
10.5% |
10% |
False |
False |
35,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,059.23 |
|
2.618 |
24,124.74 |
|
1.618 |
22,939.39 |
|
1.000 |
22,206.84 |
|
0.618 |
21,754.04 |
|
HIGH |
21,021.49 |
|
0.618 |
20,568.69 |
|
0.500 |
20,428.82 |
|
0.382 |
20,288.94 |
|
LOW |
19,836.14 |
|
0.618 |
19,103.59 |
|
1.000 |
18,650.79 |
|
1.618 |
17,918.24 |
|
2.618 |
16,732.89 |
|
4.250 |
14,798.40 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,688.03 |
20,784.85 |
| PP |
20,558.42 |
20,752.06 |
| S1 |
20,428.82 |
20,719.27 |
|