| 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 |
20,904.07 |
20,257.82 |
-646.25 |
-3.1% |
20,647.60 |
| High |
21,184.33 |
20,423.26 |
-761.07 |
-3.6% |
21,662.12 |
| Low |
20,206.69 |
19,897.29 |
-309.40 |
-1.5% |
17,614.34 |
| Close |
20,257.91 |
20,201.41 |
-56.50 |
-0.3% |
21,189.83 |
| Range |
977.64 |
525.97 |
-451.67 |
-46.2% |
4,047.78 |
| ATR |
1,852.22 |
1,757.49 |
-94.73 |
-5.1% |
0.00 |
| Volume |
51,196 |
54,189 |
2,993 |
5.8% |
268,689 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,751.90 |
21,502.62 |
20,490.69 |
|
| R3 |
21,225.93 |
20,976.65 |
20,346.05 |
|
| R2 |
20,699.96 |
20,699.96 |
20,297.84 |
|
| R1 |
20,450.68 |
20,450.68 |
20,249.62 |
20,312.34 |
| PP |
20,173.99 |
20,173.99 |
20,173.99 |
20,104.81 |
| S1 |
19,924.71 |
19,924.71 |
20,153.20 |
19,786.37 |
| S2 |
19,648.02 |
19,648.02 |
20,104.98 |
|
| S3 |
19,122.05 |
19,398.74 |
20,056.77 |
|
| S4 |
18,596.08 |
18,872.77 |
19,912.13 |
|
|
| 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 |
19,836.14 |
1,996.69 |
9.9% |
927.49 |
4.6% |
18% |
False |
False |
46,103 |
| 10 |
22,913.74 |
17,614.34 |
5,299.40 |
26.2% |
1,408.18 |
7.0% |
49% |
False |
False |
57,533 |
| 20 |
31,724.20 |
17,614.34 |
14,109.86 |
69.8% |
1,802.20 |
8.9% |
18% |
False |
False |
51,699 |
| 40 |
39,948.97 |
17,614.34 |
22,334.63 |
110.6% |
2,076.22 |
10.3% |
12% |
False |
False |
42,811 |
| 60 |
47,184.11 |
17,614.34 |
29,569.77 |
146.4% |
2,003.64 |
9.9% |
9% |
False |
False |
35,539 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
151.3% |
2,012.79 |
10.0% |
8% |
False |
False |
33,198 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
151.3% |
2,126.43 |
10.5% |
8% |
False |
False |
34,812 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
151.3% |
2,144.98 |
10.6% |
8% |
False |
False |
35,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,658.63 |
|
2.618 |
21,800.25 |
|
1.618 |
21,274.28 |
|
1.000 |
20,949.23 |
|
0.618 |
20,748.31 |
|
HIGH |
20,423.26 |
|
0.618 |
20,222.34 |
|
0.500 |
20,160.28 |
|
0.382 |
20,098.21 |
|
LOW |
19,897.29 |
|
0.618 |
19,572.24 |
|
1.000 |
19,371.32 |
|
1.618 |
19,046.27 |
|
2.618 |
18,520.30 |
|
4.250 |
17,661.92 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,187.70 |
20,865.06 |
| PP |
20,173.99 |
20,643.84 |
| S1 |
20,160.28 |
20,422.63 |
|