| 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 |
1,161.1220 |
1,109.2880 |
-51.8340 |
-4.5% |
1,095.8320 |
| High |
1,167.4310 |
1,118.4210 |
-49.0100 |
-4.2% |
1,241.9510 |
| Low |
1,087.6390 |
1,001.6950 |
-85.9440 |
-7.9% |
883.1590 |
| Close |
1,109.2860 |
1,011.7660 |
-97.5200 |
-8.8% |
1,218.8060 |
| Range |
79.7920 |
116.7260 |
36.9340 |
46.3% |
358.7920 |
| ATR |
147.9456 |
145.7156 |
-2.2300 |
-1.5% |
0.0000 |
| Volume |
882,792 |
1,024,094 |
141,302 |
16.0% |
3,223,444 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.1387 |
1,319.6783 |
1,075.9653 |
|
| R3 |
1,277.4127 |
1,202.9523 |
1,043.8657 |
|
| R2 |
1,160.6867 |
1,160.6867 |
1,033.1658 |
|
| R1 |
1,086.2263 |
1,086.2263 |
1,022.4659 |
1,065.0935 |
| PP |
1,043.9607 |
1,043.9607 |
1,043.9607 |
1,033.3943 |
| S1 |
969.5003 |
969.5003 |
1,001.0661 |
948.3675 |
| S2 |
927.2347 |
927.2347 |
990.3662 |
|
| S3 |
810.5087 |
852.7743 |
979.6664 |
|
| S4 |
693.7827 |
736.0483 |
947.5667 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.0147 |
2,063.7023 |
1,416.1416 |
|
| R3 |
1,832.2227 |
1,704.9103 |
1,317.4738 |
|
| R2 |
1,473.4307 |
1,473.4307 |
1,284.5845 |
|
| R1 |
1,346.1183 |
1,346.1183 |
1,251.6953 |
1,409.7745 |
| PP |
1,114.6387 |
1,114.6387 |
1,114.6387 |
1,146.4668 |
| S1 |
987.3263 |
987.3263 |
1,185.9167 |
1,050.9825 |
| S2 |
755.8467 |
755.8467 |
1,153.0275 |
|
| S3 |
397.0547 |
628.5343 |
1,120.1382 |
|
| S4 |
38.2627 |
269.7423 |
1,021.4704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.3290 |
1,001.6950 |
276.6340 |
27.3% |
100.0130 |
9.9% |
4% |
False |
True |
707,100 |
| 10 |
1,278.3290 |
883.1590 |
395.1700 |
39.1% |
113.7999 |
11.2% |
33% |
False |
False |
666,198 |
| 20 |
1,918.0350 |
883.1590 |
1,034.8760 |
102.3% |
145.8404 |
14.4% |
12% |
False |
False |
634,930 |
| 40 |
2,952.0600 |
883.1590 |
2,068.9010 |
204.5% |
174.0815 |
17.2% |
6% |
False |
False |
603,553 |
| 60 |
3,461.7630 |
883.1590 |
2,578.6040 |
254.9% |
172.0254 |
17.0% |
5% |
False |
False |
481,160 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
266.5% |
170.8882 |
16.9% |
5% |
False |
False |
437,304 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
266.5% |
178.8788 |
17.7% |
5% |
False |
False |
434,103 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
266.5% |
188.0698 |
18.6% |
5% |
False |
False |
433,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,614.5065 |
|
2.618 |
1,424.0097 |
|
1.618 |
1,307.2837 |
|
1.000 |
1,235.1470 |
|
0.618 |
1,190.5577 |
|
HIGH |
1,118.4210 |
|
0.618 |
1,073.8317 |
|
0.500 |
1,060.0580 |
|
0.382 |
1,046.2843 |
|
LOW |
1,001.6950 |
|
0.618 |
929.5583 |
|
1.000 |
884.9690 |
|
1.618 |
812.8323 |
|
2.618 |
696.1063 |
|
4.250 |
505.6095 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,060.0580 |
1,117.8250 |
| PP |
1,043.9607 |
1,082.4720 |
| S1 |
1,027.8633 |
1,047.1190 |
|