| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
20,816.09 |
21,189.83 |
373.74 |
1.8% |
20,647.60 |
| High |
21,376.46 |
21,832.83 |
456.37 |
2.1% |
21,662.12 |
| Low |
20,675.27 |
20,585.54 |
-89.73 |
-0.4% |
17,614.34 |
| Close |
21,189.83 |
20,903.10 |
-286.73 |
-1.4% |
21,189.83 |
| Range |
701.19 |
1,247.29 |
546.10 |
77.9% |
4,047.78 |
| ATR |
1,971.21 |
1,919.50 |
-51.71 |
-2.6% |
0.00 |
| Volume |
62,423 |
506 |
-61,917 |
-99.2% |
268,689 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,849.03 |
24,123.35 |
21,589.11 |
|
| R3 |
23,601.74 |
22,876.06 |
21,246.10 |
|
| R2 |
22,354.45 |
22,354.45 |
21,131.77 |
|
| R1 |
21,628.77 |
21,628.77 |
21,017.43 |
21,367.97 |
| PP |
21,107.16 |
21,107.16 |
21,107.16 |
20,976.75 |
| S1 |
20,381.48 |
20,381.48 |
20,788.77 |
20,120.68 |
| S2 |
19,859.87 |
19,859.87 |
20,674.43 |
|
| S3 |
18,612.58 |
19,134.19 |
20,560.10 |
|
| S4 |
17,365.29 |
17,886.90 |
20,217.09 |
|
|
| 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 |
21,832.83 |
19,776.41 |
2,056.42 |
9.8% |
1,152.07 |
5.5% |
55% |
True |
False |
53,668 |
| 10 |
23,346.73 |
17,614.34 |
5,732.39 |
27.4% |
1,716.53 |
8.2% |
57% |
False |
False |
77,827 |
| 20 |
32,329.54 |
17,614.34 |
14,715.20 |
70.4% |
1,909.44 |
9.1% |
22% |
False |
False |
49,441 |
| 40 |
39,948.97 |
17,614.34 |
22,334.63 |
106.8% |
2,111.05 |
10.1% |
15% |
False |
False |
40,187 |
| 60 |
47,374.73 |
17,614.34 |
29,760.39 |
142.4% |
2,055.51 |
9.8% |
11% |
False |
False |
34,169 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
146.3% |
2,068.70 |
9.9% |
11% |
False |
False |
32,644 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
146.3% |
2,160.94 |
10.3% |
11% |
False |
False |
34,731 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
146.3% |
2,171.19 |
10.4% |
11% |
False |
False |
35,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,133.81 |
|
2.618 |
25,098.24 |
|
1.618 |
23,850.95 |
|
1.000 |
23,080.12 |
|
0.618 |
22,603.66 |
|
HIGH |
21,832.83 |
|
0.618 |
21,356.37 |
|
0.500 |
21,209.19 |
|
0.382 |
21,062.00 |
|
LOW |
20,585.54 |
|
0.618 |
19,814.71 |
|
1.000 |
19,338.25 |
|
1.618 |
18,567.42 |
|
2.618 |
17,320.13 |
|
4.250 |
15,284.56 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,209.19 |
20,880.23 |
| PP |
21,107.16 |
20,857.36 |
| S1 |
21,005.13 |
20,834.49 |
|