| 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 |
19,867.87 |
20,816.09 |
948.22 |
4.8% |
20,647.60 |
| High |
21,021.49 |
21,376.46 |
354.97 |
1.7% |
21,662.12 |
| Low |
19,836.14 |
20,675.27 |
839.13 |
4.2% |
17,614.34 |
| Close |
20,817.64 |
21,189.83 |
372.19 |
1.8% |
21,189.83 |
| Range |
1,185.35 |
701.19 |
-484.16 |
-40.8% |
4,047.78 |
| ATR |
2,068.90 |
1,971.21 |
-97.69 |
-4.7% |
0.00 |
| Volume |
62,204 |
62,423 |
219 |
0.4% |
268,689 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,184.09 |
22,888.15 |
21,575.48 |
|
| R3 |
22,482.90 |
22,186.96 |
21,382.66 |
|
| R2 |
21,781.71 |
21,781.71 |
21,318.38 |
|
| R1 |
21,485.77 |
21,485.77 |
21,254.11 |
21,633.74 |
| PP |
21,080.52 |
21,080.52 |
21,080.52 |
21,154.51 |
| S1 |
20,784.58 |
20,784.58 |
21,125.55 |
20,932.55 |
| S2 |
20,379.33 |
20,379.33 |
21,061.28 |
|
| S3 |
19,678.14 |
20,083.39 |
20,997.00 |
|
| S4 |
18,976.95 |
19,382.20 |
20,804.18 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,298.77 |
30,792.08 |
23,416.11 |
|
| R3 |
28,250.99 |
26,744.30 |
22,302.97 |
|
| R2 |
24,203.21 |
24,203.21 |
21,931.92 |
|
| R1 |
22,696.52 |
22,696.52 |
21,560.88 |
23,449.87 |
| PP |
20,155.43 |
20,155.43 |
20,155.43 |
20,532.10 |
| S1 |
18,648.74 |
18,648.74 |
20,818.78 |
19,402.09 |
| S2 |
16,107.65 |
16,107.65 |
20,447.74 |
|
| S3 |
12,059.87 |
14,600.96 |
20,076.69 |
|
| S4 |
8,012.09 |
10,553.18 |
18,963.55 |
|
|
| 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 |
19.1% |
1,572.74 |
7.4% |
88% |
False |
False |
53,737 |
| 10 |
29,410.94 |
17,614.34 |
11,796.60 |
55.7% |
2,268.46 |
10.7% |
30% |
False |
False |
77,962 |
| 20 |
32,329.54 |
17,614.34 |
14,715.20 |
69.4% |
1,916.79 |
9.0% |
24% |
False |
False |
50,691 |
| 40 |
39,983.99 |
17,614.34 |
22,369.65 |
105.6% |
2,124.87 |
10.0% |
16% |
False |
False |
41,147 |
| 60 |
47,575.78 |
17,614.34 |
29,961.44 |
141.4% |
2,068.79 |
9.8% |
12% |
False |
False |
34,531 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
144.3% |
2,082.96 |
9.8% |
12% |
False |
False |
33,217 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
144.3% |
2,170.12 |
10.2% |
12% |
False |
False |
35,058 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
144.3% |
2,176.47 |
10.3% |
12% |
False |
False |
36,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,356.52 |
|
2.618 |
23,212.18 |
|
1.618 |
22,510.99 |
|
1.000 |
22,077.65 |
|
0.618 |
21,809.80 |
|
HIGH |
21,376.46 |
|
0.618 |
21,108.61 |
|
0.500 |
21,025.87 |
|
0.382 |
20,943.12 |
|
LOW |
20,675.27 |
|
0.618 |
20,241.93 |
|
1.000 |
19,974.08 |
|
1.618 |
19,540.74 |
|
2.618 |
18,839.55 |
|
4.250 |
17,695.21 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,135.18 |
20,985.37 |
| PP |
21,080.52 |
20,780.90 |
| S1 |
21,025.87 |
20,576.44 |
|