| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,121.1320 |
1,121.9130 |
0.7810 |
0.1% |
1,678.1400 |
| High |
1,190.2970 |
1,139.4020 |
-50.8950 |
-4.3% |
1,683.8380 |
| Low |
1,091.1510 |
1,044.5370 |
-46.6140 |
-4.3% |
1,014.2940 |
| Close |
1,121.9130 |
1,049.2340 |
-72.6790 |
-6.5% |
1,095.8370 |
| Range |
99.1460 |
94.8650 |
-4.2810 |
-4.3% |
669.5440 |
| ATR |
177.8221 |
171.8966 |
-5.9255 |
-3.3% |
0.0000 |
| Volume |
860,091 |
753,985 |
-106,106 |
-12.3% |
5,778,411 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.3193 |
1,300.6417 |
1,101.4098 |
|
| R3 |
1,267.4543 |
1,205.7767 |
1,075.3219 |
|
| R2 |
1,172.5893 |
1,172.5893 |
1,066.6259 |
|
| R1 |
1,110.9117 |
1,110.9117 |
1,057.9300 |
1,094.3180 |
| PP |
1,077.7243 |
1,077.7243 |
1,077.7243 |
1,069.4275 |
| S1 |
1,016.0467 |
1,016.0467 |
1,040.5380 |
999.4530 |
| S2 |
982.8593 |
982.8593 |
1,031.8421 |
|
| S3 |
887.9943 |
921.1817 |
1,023.1461 |
|
| S4 |
793.1293 |
826.3167 |
997.0583 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.2883 |
2,854.1067 |
1,464.0862 |
|
| R3 |
2,603.7443 |
2,184.5627 |
1,279.9616 |
|
| R2 |
1,934.2003 |
1,934.2003 |
1,218.5867 |
|
| R1 |
1,515.0187 |
1,515.0187 |
1,157.2119 |
1,389.8375 |
| PP |
1,264.6563 |
1,264.6563 |
1,264.6563 |
1,202.0658 |
| S1 |
845.4747 |
845.4747 |
1,034.4621 |
720.2935 |
| S2 |
595.1123 |
595.1123 |
973.0873 |
|
| S3 |
-74.4317 |
175.9307 |
911.7124 |
|
| S4 |
-743.9757 |
-493.6133 |
727.5878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.0420 |
883.1590 |
370.8830 |
35.3% |
142.7118 |
13.6% |
45% |
False |
False |
702,167 |
| 10 |
1,831.3080 |
883.1590 |
948.1490 |
90.4% |
181.3924 |
17.3% |
18% |
False |
False |
741,050 |
| 20 |
2,017.8640 |
883.1590 |
1,134.7050 |
108.1% |
155.1844 |
14.8% |
15% |
False |
False |
608,277 |
| 40 |
2,977.8720 |
883.1590 |
2,094.7130 |
199.6% |
181.9916 |
17.3% |
8% |
False |
False |
528,396 |
| 60 |
3,579.8660 |
883.1590 |
2,696.7070 |
257.0% |
179.0701 |
17.1% |
6% |
False |
False |
442,995 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
257.0% |
177.9458 |
17.0% |
6% |
False |
False |
411,276 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
257.0% |
185.6623 |
17.7% |
6% |
False |
False |
413,304 |
| 120 |
3,888.8050 |
883.1590 |
3,005.6460 |
286.5% |
195.0151 |
18.6% |
6% |
False |
False |
421,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,542.5783 |
|
2.618 |
1,387.7586 |
|
1.618 |
1,292.8936 |
|
1.000 |
1,234.2670 |
|
0.618 |
1,198.0286 |
|
HIGH |
1,139.4020 |
|
0.618 |
1,103.1636 |
|
0.500 |
1,091.9695 |
|
0.382 |
1,080.7754 |
|
LOW |
1,044.5370 |
|
0.618 |
985.9104 |
|
1.000 |
949.6720 |
|
1.618 |
891.0454 |
|
2.618 |
796.1804 |
|
4.250 |
641.3608 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,091.9695 |
1,045.0653 |
| PP |
1,077.7243 |
1,040.8967 |
| S1 |
1,063.4792 |
1,036.7280 |
|