Trading Metrics calculated at close of trading on 27-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,824.2 |
1,839.6 |
15.4 |
0.8% |
1,840.6 |
High |
1,833.7 |
1,842.8 |
9.1 |
0.5% |
1,850.3 |
Low |
1,817.7 |
1,821.8 |
4.1 |
0.2% |
1,817.7 |
Close |
1,830.3 |
1,824.8 |
-5.5 |
-0.3% |
1,830.3 |
Range |
16.0 |
21.0 |
5.0 |
31.3% |
32.6 |
ATR |
28.0 |
27.5 |
-0.5 |
-1.8% |
0.0 |
Volume |
139,723 |
143,820 |
4,097 |
2.9% |
632,646 |
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.8 |
1,879.8 |
1,836.4 |
|
R3 |
1,871.8 |
1,858.8 |
1,830.6 |
|
R2 |
1,850.8 |
1,850.8 |
1,828.7 |
|
R1 |
1,837.8 |
1,837.8 |
1,826.7 |
1,833.8 |
PP |
1,829.8 |
1,829.8 |
1,829.8 |
1,827.8 |
S1 |
1,816.8 |
1,816.8 |
1,822.9 |
1,812.8 |
S2 |
1,808.8 |
1,808.8 |
1,821.0 |
|
S3 |
1,787.8 |
1,795.8 |
1,819.0 |
|
S4 |
1,766.8 |
1,774.8 |
1,813.3 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.6 |
1,913.0 |
1,848.2 |
|
R3 |
1,898.0 |
1,880.4 |
1,839.3 |
|
R2 |
1,865.4 |
1,865.4 |
1,836.3 |
|
R1 |
1,847.8 |
1,847.8 |
1,833.3 |
1,840.3 |
PP |
1,832.8 |
1,832.8 |
1,832.8 |
1,829.0 |
S1 |
1,815.2 |
1,815.2 |
1,827.3 |
1,807.7 |
S2 |
1,800.2 |
1,800.2 |
1,824.3 |
|
S3 |
1,767.6 |
1,782.6 |
1,821.3 |
|
S4 |
1,735.0 |
1,750.0 |
1,812.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,850.3 |
1,817.7 |
32.6 |
1.8% |
21.2 |
1.2% |
22% |
False |
False |
155,293 |
10 |
1,882.5 |
1,806.1 |
76.4 |
4.2% |
30.3 |
1.7% |
24% |
False |
False |
172,018 |
20 |
1,882.5 |
1,806.1 |
76.4 |
4.2% |
27.5 |
1.5% |
24% |
False |
False |
159,081 |
40 |
1,928.2 |
1,792.0 |
136.2 |
7.5% |
28.3 |
1.5% |
24% |
False |
False |
103,932 |
60 |
2,009.5 |
1,792.0 |
217.5 |
11.9% |
27.3 |
1.5% |
15% |
False |
False |
71,579 |
80 |
2,085.2 |
1,792.0 |
293.2 |
16.1% |
30.2 |
1.7% |
11% |
False |
False |
54,565 |
100 |
2,085.2 |
1,792.0 |
293.2 |
16.1% |
30.0 |
1.6% |
11% |
False |
False |
44,126 |
120 |
2,085.2 |
1,787.8 |
297.4 |
16.3% |
28.0 |
1.5% |
12% |
False |
False |
37,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.1 |
2.618 |
1,897.8 |
1.618 |
1,876.8 |
1.000 |
1,863.8 |
0.618 |
1,855.8 |
HIGH |
1,842.8 |
0.618 |
1,834.8 |
0.500 |
1,832.3 |
0.382 |
1,829.8 |
LOW |
1,821.8 |
0.618 |
1,808.8 |
1.000 |
1,800.8 |
1.618 |
1,787.8 |
2.618 |
1,766.8 |
4.250 |
1,732.6 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,832.3 |
1,833.3 |
PP |
1,829.8 |
1,830.5 |
S1 |
1,827.3 |
1,827.6 |
|