| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
19,945 |
20,740 |
795 |
4.0% |
20,390 |
| High |
21,090 |
21,535 |
445 |
2.1% |
21,715 |
| Low |
19,870 |
20,695 |
825 |
4.2% |
19,600 |
| Close |
20,900 |
21,207 |
307 |
1.5% |
21,207 |
| Range |
1,220 |
840 |
-380 |
-31.1% |
2,115 |
| ATR |
2,140 |
2,047 |
-93 |
-4.3% |
0 |
| Volume |
10,083 |
1,449 |
-8,634 |
-85.6% |
42,943 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,666 |
23,276 |
21,669 |
|
| R3 |
22,826 |
22,436 |
21,438 |
|
| R2 |
21,986 |
21,986 |
21,361 |
|
| R1 |
21,596 |
21,596 |
21,284 |
21,791 |
| PP |
21,146 |
21,146 |
21,146 |
21,243 |
| S1 |
20,756 |
20,756 |
21,130 |
20,951 |
| S2 |
20,306 |
20,306 |
21,053 |
|
| S3 |
19,466 |
19,916 |
20,976 |
|
| S4 |
18,626 |
19,076 |
20,745 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,186 |
26,311 |
22,370 |
|
| R3 |
25,071 |
24,196 |
21,789 |
|
| R2 |
22,956 |
22,956 |
21,595 |
|
| R1 |
22,081 |
22,081 |
21,401 |
22,519 |
| PP |
20,841 |
20,841 |
20,841 |
21,059 |
| S1 |
19,966 |
19,966 |
21,013 |
20,404 |
| S2 |
18,726 |
18,726 |
20,819 |
|
| S3 |
16,611 |
17,851 |
20,625 |
|
| S4 |
14,496 |
15,736 |
20,044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,715 |
19,600 |
2,115 |
10.0% |
1,307 |
6.2% |
76% |
False |
False |
10,332 |
| 10 |
31,025 |
19,600 |
11,425 |
53.9% |
2,108 |
9.9% |
14% |
False |
False |
12,446 |
| 20 |
32,455 |
19,600 |
12,855 |
60.6% |
2,009 |
9.5% |
13% |
False |
False |
10,577 |
| 40 |
40,580 |
19,600 |
20,980 |
98.9% |
2,154 |
10.2% |
8% |
False |
False |
6,159 |
| 60 |
48,225 |
19,600 |
28,625 |
135.0% |
2,071 |
9.8% |
6% |
False |
False |
4,139 |
| 80 |
48,770 |
19,600 |
29,170 |
137.5% |
2,030 |
9.6% |
6% |
False |
False |
3,117 |
| 100 |
48,770 |
19,600 |
29,170 |
137.5% |
1,992 |
9.4% |
6% |
False |
False |
2,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,105 |
|
2.618 |
23,734 |
|
1.618 |
22,894 |
|
1.000 |
22,375 |
|
0.618 |
22,054 |
|
HIGH |
21,535 |
|
0.618 |
21,214 |
|
0.500 |
21,115 |
|
0.382 |
21,016 |
|
LOW |
20,695 |
|
0.618 |
20,176 |
|
1.000 |
19,855 |
|
1.618 |
19,336 |
|
2.618 |
18,496 |
|
4.250 |
17,125 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,176 |
21,021 |
| PP |
21,146 |
20,834 |
| S1 |
21,115 |
20,648 |
|