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 |
1,821.4 |
1,819.2 |
-2.2 |
-0.1% |
1,840.6 |
High |
1,834.9 |
1,826.8 |
-8.1 |
-0.4% |
1,850.3 |
Low |
1,810.7 |
1,802.5 |
-8.2 |
-0.5% |
1,817.7 |
Close |
1,817.5 |
1,807.3 |
-10.2 |
-0.6% |
1,830.3 |
Range |
24.2 |
24.3 |
0.1 |
0.4% |
32.6 |
ATR |
26.2 |
26.1 |
-0.1 |
-0.5% |
0.0 |
Volume |
155,542 |
208,898 |
53,356 |
34.3% |
632,646 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.1 |
1,870.5 |
1,820.7 |
|
R3 |
1,860.8 |
1,846.2 |
1,814.0 |
|
R2 |
1,836.5 |
1,836.5 |
1,811.8 |
|
R1 |
1,821.9 |
1,821.9 |
1,809.5 |
1,817.1 |
PP |
1,812.2 |
1,812.2 |
1,812.2 |
1,809.8 |
S1 |
1,797.6 |
1,797.6 |
1,805.1 |
1,792.8 |
S2 |
1,787.9 |
1,787.9 |
1,802.8 |
|
S3 |
1,763.6 |
1,773.3 |
1,800.6 |
|
S4 |
1,739.3 |
1,749.0 |
1,793.9 |
|
|
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 |
1,842.8 |
1,802.5 |
40.3 |
2.2% |
19.5 |
1.1% |
12% |
False |
True |
151,876 |
10 |
1,861.5 |
1,802.5 |
59.0 |
3.3% |
23.6 |
1.3% |
8% |
False |
True |
157,491 |
20 |
1,882.5 |
1,802.5 |
80.0 |
4.4% |
27.1 |
1.5% |
6% |
False |
True |
158,693 |
40 |
1,917.6 |
1,792.0 |
125.6 |
6.9% |
27.2 |
1.5% |
12% |
False |
False |
114,767 |
60 |
2,009.5 |
1,792.0 |
217.5 |
12.0% |
27.1 |
1.5% |
7% |
False |
False |
79,302 |
80 |
2,085.2 |
1,792.0 |
293.2 |
16.2% |
29.6 |
1.6% |
5% |
False |
False |
60,369 |
100 |
2,085.2 |
1,792.0 |
293.2 |
16.2% |
30.1 |
1.7% |
5% |
False |
False |
48,832 |
120 |
2,085.2 |
1,787.8 |
297.4 |
16.5% |
28.0 |
1.5% |
7% |
False |
False |
41,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.1 |
2.618 |
1,890.4 |
1.618 |
1,866.1 |
1.000 |
1,851.1 |
0.618 |
1,841.8 |
HIGH |
1,826.8 |
0.618 |
1,817.5 |
0.500 |
1,814.7 |
0.382 |
1,811.8 |
LOW |
1,802.5 |
0.618 |
1,787.5 |
1.000 |
1,778.2 |
1.618 |
1,763.2 |
2.618 |
1,738.9 |
4.250 |
1,699.2 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,814.7 |
1,818.7 |
PP |
1,812.2 |
1,814.9 |
S1 |
1,809.8 |
1,811.1 |
|