| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
20,257.82 |
20,201.48 |
-56.34 |
-0.3% |
20,647.60 |
| High |
20,423.26 |
20,325.95 |
-97.31 |
-0.5% |
21,662.12 |
| Low |
19,897.29 |
18,680.15 |
-1,217.14 |
-6.1% |
17,614.34 |
| Close |
20,201.41 |
18,745.90 |
-1,455.51 |
-7.2% |
21,189.83 |
| Range |
525.97 |
1,645.80 |
1,119.83 |
212.9% |
4,047.78 |
| ATR |
1,757.49 |
1,749.51 |
-7.98 |
-0.5% |
0.00 |
| Volume |
54,189 |
63,388 |
9,199 |
17.0% |
268,689 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,188.07 |
23,112.78 |
19,651.09 |
|
| R3 |
22,542.27 |
21,466.98 |
19,198.50 |
|
| R2 |
20,896.47 |
20,896.47 |
19,047.63 |
|
| R1 |
19,821.18 |
19,821.18 |
18,896.77 |
19,535.93 |
| PP |
19,250.67 |
19,250.67 |
19,250.67 |
19,108.04 |
| S1 |
18,175.38 |
18,175.38 |
18,595.04 |
17,890.13 |
| S2 |
17,604.87 |
17,604.87 |
18,444.17 |
|
| S3 |
15,959.07 |
16,529.58 |
18,293.31 |
|
| S4 |
14,313.27 |
14,883.78 |
17,840.71 |
|
|
| 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 |
18,680.15 |
3,152.68 |
16.8% |
1,019.58 |
5.4% |
2% |
False |
True |
46,340 |
| 10 |
21,832.83 |
17,614.34 |
4,218.49 |
22.5% |
1,333.70 |
7.1% |
27% |
False |
False |
53,418 |
| 20 |
31,724.20 |
17,614.34 |
14,109.86 |
75.3% |
1,840.97 |
9.8% |
8% |
False |
False |
53,605 |
| 40 |
39,876.36 |
17,614.34 |
22,262.02 |
118.8% |
2,059.00 |
11.0% |
5% |
False |
False |
44,384 |
| 60 |
46,043.18 |
17,614.34 |
28,428.84 |
151.7% |
2,004.75 |
10.7% |
4% |
False |
False |
36,298 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
163.1% |
2,013.96 |
10.7% |
4% |
False |
False |
33,983 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
163.1% |
2,102.08 |
11.2% |
4% |
False |
False |
35,440 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
163.1% |
2,139.24 |
11.4% |
4% |
False |
False |
35,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,320.60 |
|
2.618 |
24,634.65 |
|
1.618 |
22,988.85 |
|
1.000 |
21,971.75 |
|
0.618 |
21,343.05 |
|
HIGH |
20,325.95 |
|
0.618 |
19,697.25 |
|
0.500 |
19,503.05 |
|
0.382 |
19,308.85 |
|
LOW |
18,680.15 |
|
0.618 |
17,663.05 |
|
1.000 |
17,034.35 |
|
1.618 |
16,017.25 |
|
2.618 |
14,371.45 |
|
4.250 |
11,685.50 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,503.05 |
19,932.24 |
| PP |
19,250.67 |
19,536.79 |
| S1 |
18,998.28 |
19,141.35 |
|