| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,826.88 |
1,822.64 |
-4.24 |
-0.2% |
1,839.64 |
| High |
1,839.58 |
1,828.76 |
-10.82 |
-0.6% |
1,845.64 |
| Low |
1,821.40 |
1,819.02 |
-2.38 |
-0.1% |
1,818.90 |
| Close |
1,822.72 |
1,820.25 |
-2.47 |
-0.1% |
1,826.89 |
| Range |
18.18 |
9.74 |
-8.44 |
-46.4% |
26.74 |
| ATR |
22.94 |
21.99 |
-0.94 |
-4.1% |
0.00 |
| Volume |
6,743 |
7,283 |
540 |
8.0% |
36,339 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.90 |
1,845.81 |
1,825.61 |
|
| R3 |
1,842.16 |
1,836.07 |
1,822.93 |
|
| R2 |
1,832.42 |
1,832.42 |
1,822.04 |
|
| R1 |
1,826.33 |
1,826.33 |
1,821.14 |
1,824.51 |
| PP |
1,822.68 |
1,822.68 |
1,822.68 |
1,821.76 |
| S1 |
1,816.59 |
1,816.59 |
1,819.36 |
1,814.77 |
| S2 |
1,812.94 |
1,812.94 |
1,818.46 |
|
| S3 |
1,803.20 |
1,806.85 |
1,817.57 |
|
| S4 |
1,793.46 |
1,797.11 |
1,814.89 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.70 |
1,895.53 |
1,841.60 |
|
| R3 |
1,883.96 |
1,868.79 |
1,834.24 |
|
| R2 |
1,857.22 |
1,857.22 |
1,831.79 |
|
| R1 |
1,842.05 |
1,842.05 |
1,829.34 |
1,836.27 |
| PP |
1,830.48 |
1,830.48 |
1,830.48 |
1,827.58 |
| S1 |
1,815.31 |
1,815.31 |
1,824.44 |
1,809.53 |
| S2 |
1,803.74 |
1,803.74 |
1,821.99 |
|
| S3 |
1,777.00 |
1,788.57 |
1,819.54 |
|
| S4 |
1,750.26 |
1,761.83 |
1,812.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,845.05 |
1,818.90 |
26.15 |
1.4% |
16.28 |
0.9% |
5% |
False |
False |
7,217 |
| 10 |
1,856.85 |
1,807.43 |
49.42 |
2.7% |
19.92 |
1.1% |
26% |
False |
False |
7,178 |
| 20 |
1,877.31 |
1,805.37 |
71.94 |
4.0% |
23.07 |
1.3% |
21% |
False |
False |
7,290 |
| 40 |
1,907.61 |
1,791.94 |
115.67 |
6.4% |
23.97 |
1.3% |
24% |
False |
False |
7,166 |
| 60 |
1,996.96 |
1,791.94 |
205.02 |
11.3% |
23.83 |
1.3% |
14% |
False |
False |
7,154 |
| 80 |
2,065.89 |
1,791.94 |
273.95 |
15.1% |
26.59 |
1.5% |
10% |
False |
False |
6,963 |
| 100 |
2,065.89 |
1,791.94 |
273.95 |
15.1% |
26.90 |
1.5% |
10% |
False |
False |
6,851 |
| 120 |
2,065.89 |
1,780.75 |
285.14 |
15.7% |
25.36 |
1.4% |
14% |
False |
False |
6,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,870.16 |
|
2.618 |
1,854.26 |
|
1.618 |
1,844.52 |
|
1.000 |
1,838.50 |
|
0.618 |
1,834.78 |
|
HIGH |
1,828.76 |
|
0.618 |
1,825.04 |
|
0.500 |
1,823.89 |
|
0.382 |
1,822.74 |
|
LOW |
1,819.02 |
|
0.618 |
1,813.00 |
|
1.000 |
1,809.28 |
|
1.618 |
1,803.26 |
|
2.618 |
1,793.52 |
|
4.250 |
1,777.63 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,823.89 |
1,829.24 |
| PP |
1,822.68 |
1,826.24 |
| S1 |
1,821.46 |
1,823.25 |
|