| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,449.0 |
3,462.0 |
13.0 |
0.4% |
3,552.0 |
| High |
3,511.0 |
3,468.0 |
-43.0 |
-1.2% |
3,567.0 |
| Low |
3,446.0 |
3,400.0 |
-46.0 |
-1.3% |
3,384.0 |
| Close |
3,478.0 |
3,454.0 |
-24.0 |
-0.7% |
3,423.0 |
| Range |
65.0 |
68.0 |
3.0 |
4.6% |
183.0 |
| ATR |
85.7 |
85.1 |
-0.5 |
-0.6% |
0.0 |
| Volume |
832,374 |
929,837 |
97,463 |
11.7% |
7,935,724 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,644.7 |
3,617.3 |
3,491.4 |
|
| R3 |
3,576.7 |
3,549.3 |
3,472.7 |
|
| R2 |
3,508.7 |
3,508.7 |
3,466.5 |
|
| R1 |
3,481.3 |
3,481.3 |
3,460.2 |
3,461.0 |
| PP |
3,440.7 |
3,440.7 |
3,440.7 |
3,430.5 |
| S1 |
3,413.3 |
3,413.3 |
3,447.8 |
3,393.0 |
| S2 |
3,372.7 |
3,372.7 |
3,441.5 |
|
| S3 |
3,304.7 |
3,345.3 |
3,435.3 |
|
| S4 |
3,236.7 |
3,277.3 |
3,416.6 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,007.0 |
3,898.0 |
3,523.7 |
|
| R3 |
3,824.0 |
3,715.0 |
3,473.3 |
|
| R2 |
3,641.0 |
3,641.0 |
3,456.6 |
|
| R1 |
3,532.0 |
3,532.0 |
3,439.8 |
3,495.0 |
| PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,439.5 |
| S1 |
3,349.0 |
3,349.0 |
3,406.2 |
3,312.0 |
| S2 |
3,275.0 |
3,275.0 |
3,389.5 |
|
| S3 |
3,092.0 |
3,166.0 |
3,372.7 |
|
| S4 |
2,909.0 |
2,983.0 |
3,322.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,567.0 |
3,384.0 |
183.0 |
5.3% |
89.2 |
2.6% |
38% |
False |
False |
985,603 |
| 10 |
3,774.0 |
3,384.0 |
390.0 |
11.3% |
93.9 |
2.7% |
18% |
False |
False |
1,135,120 |
| 20 |
3,840.0 |
3,384.0 |
456.0 |
13.2% |
78.5 |
2.3% |
15% |
False |
False |
607,000 |
| 40 |
3,840.0 |
3,384.0 |
456.0 |
13.2% |
76.4 |
2.2% |
15% |
False |
False |
306,336 |
| 60 |
3,902.0 |
3,384.0 |
518.0 |
15.0% |
70.0 |
2.0% |
14% |
False |
False |
204,809 |
| 80 |
3,902.0 |
3,384.0 |
518.0 |
15.0% |
61.8 |
1.8% |
14% |
False |
False |
153,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,757.0 |
|
2.618 |
3,646.0 |
|
1.618 |
3,578.0 |
|
1.000 |
3,536.0 |
|
0.618 |
3,510.0 |
|
HIGH |
3,468.0 |
|
0.618 |
3,442.0 |
|
0.500 |
3,434.0 |
|
0.382 |
3,426.0 |
|
LOW |
3,400.0 |
|
0.618 |
3,358.0 |
|
1.000 |
3,332.0 |
|
1.618 |
3,290.0 |
|
2.618 |
3,222.0 |
|
4.250 |
3,111.0 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,447.3 |
3,455.0 |
| PP |
3,440.7 |
3,454.7 |
| S1 |
3,434.0 |
3,454.3 |
|