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 |
1,839.6 |
1,823.6 |
-16.0 |
-0.9% |
1,840.6 |
High |
1,842.8 |
1,830.9 |
-11.9 |
-0.6% |
1,850.3 |
Low |
1,821.8 |
1,819.1 |
-2.7 |
-0.1% |
1,817.7 |
Close |
1,824.8 |
1,821.2 |
-3.6 |
-0.2% |
1,830.3 |
Range |
21.0 |
11.8 |
-9.2 |
-43.8% |
32.6 |
ATR |
27.5 |
26.4 |
-1.1 |
-4.1% |
0.0 |
Volume |
143,820 |
111,397 |
-32,423 |
-22.5% |
632,646 |
|
Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.1 |
1,852.0 |
1,827.7 |
|
R3 |
1,847.3 |
1,840.2 |
1,824.4 |
|
R2 |
1,835.5 |
1,835.5 |
1,823.4 |
|
R1 |
1,828.4 |
1,828.4 |
1,822.3 |
1,826.1 |
PP |
1,823.7 |
1,823.7 |
1,823.7 |
1,822.6 |
S1 |
1,816.6 |
1,816.6 |
1,820.1 |
1,814.3 |
S2 |
1,811.9 |
1,811.9 |
1,819.0 |
|
S3 |
1,800.1 |
1,804.8 |
1,818.0 |
|
S4 |
1,788.3 |
1,793.0 |
1,814.7 |
|
|
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% |
20.0 |
1.1% |
11% |
False |
False |
142,312 |
10 |
1,861.5 |
1,806.1 |
55.4 |
3.0% |
25.1 |
1.4% |
27% |
False |
False |
157,904 |
20 |
1,882.5 |
1,806.1 |
76.4 |
4.2% |
27.4 |
1.5% |
20% |
False |
False |
158,463 |
40 |
1,917.6 |
1,792.0 |
125.6 |
6.9% |
27.9 |
1.5% |
23% |
False |
False |
106,523 |
60 |
2,009.5 |
1,792.0 |
217.5 |
11.9% |
27.0 |
1.5% |
13% |
False |
False |
73,313 |
80 |
2,085.2 |
1,792.0 |
293.2 |
16.1% |
30.0 |
1.6% |
10% |
False |
False |
55,930 |
100 |
2,085.2 |
1,792.0 |
293.2 |
16.1% |
30.0 |
1.6% |
10% |
False |
False |
45,234 |
120 |
2,085.2 |
1,787.8 |
297.4 |
16.3% |
27.9 |
1.5% |
11% |
False |
False |
38,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.1 |
2.618 |
1,861.8 |
1.618 |
1,850.0 |
1.000 |
1,842.7 |
0.618 |
1,838.2 |
HIGH |
1,830.9 |
0.618 |
1,826.4 |
0.500 |
1,825.0 |
0.382 |
1,823.6 |
LOW |
1,819.1 |
0.618 |
1,811.8 |
1.000 |
1,807.3 |
1.618 |
1,800.0 |
2.618 |
1,788.2 |
4.250 |
1,769.0 |
|
|
Fisher Pivots for day following 28-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,825.0 |
1,830.3 |
PP |
1,823.7 |
1,827.2 |
S1 |
1,822.5 |
1,824.2 |
|