| 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 |
3,428.0 |
3,433.0 |
5.0 |
0.1% |
3,430.0 |
| High |
3,469.0 |
3,552.0 |
83.0 |
2.4% |
3,552.0 |
| Low |
3,397.0 |
3,428.0 |
31.0 |
0.9% |
3,397.0 |
| Close |
3,428.0 |
3,528.0 |
100.0 |
2.9% |
3,528.0 |
| Range |
72.0 |
124.0 |
52.0 |
72.2% |
155.0 |
| ATR |
84.2 |
87.0 |
2.8 |
3.4% |
0.0 |
| Volume |
1,009,698 |
976,976 |
-32,722 |
-3.2% |
4,234,980 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,874.7 |
3,825.3 |
3,596.2 |
|
| R3 |
3,750.7 |
3,701.3 |
3,562.1 |
|
| R2 |
3,626.7 |
3,626.7 |
3,550.7 |
|
| R1 |
3,577.3 |
3,577.3 |
3,539.4 |
3,602.0 |
| PP |
3,502.7 |
3,502.7 |
3,502.7 |
3,515.0 |
| S1 |
3,453.3 |
3,453.3 |
3,516.6 |
3,478.0 |
| S2 |
3,378.7 |
3,378.7 |
3,505.3 |
|
| S3 |
3,254.7 |
3,329.3 |
3,493.9 |
|
| S4 |
3,130.7 |
3,205.3 |
3,459.8 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,957.3 |
3,897.7 |
3,613.3 |
|
| R3 |
3,802.3 |
3,742.7 |
3,570.6 |
|
| R2 |
3,647.3 |
3,647.3 |
3,556.4 |
|
| R1 |
3,587.7 |
3,587.7 |
3,542.2 |
3,617.5 |
| PP |
3,492.3 |
3,492.3 |
3,492.3 |
3,507.3 |
| S1 |
3,432.7 |
3,432.7 |
3,513.8 |
3,462.5 |
| S2 |
3,337.3 |
3,337.3 |
3,499.6 |
|
| S3 |
3,182.3 |
3,277.7 |
3,485.4 |
|
| S4 |
3,027.3 |
3,122.7 |
3,442.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,552.0 |
3,397.0 |
155.0 |
4.4% |
77.8 |
2.2% |
85% |
True |
False |
846,996 |
| 10 |
3,567.0 |
3,384.0 |
183.0 |
5.2% |
91.8 |
2.6% |
79% |
False |
False |
1,217,070 |
| 20 |
3,840.0 |
3,384.0 |
456.0 |
12.9% |
80.5 |
2.3% |
32% |
False |
False |
704,802 |
| 40 |
3,840.0 |
3,384.0 |
456.0 |
12.9% |
77.6 |
2.2% |
32% |
False |
False |
355,961 |
| 60 |
3,875.0 |
3,384.0 |
491.0 |
13.9% |
71.8 |
2.0% |
29% |
False |
False |
237,869 |
| 80 |
3,902.0 |
3,384.0 |
518.0 |
14.7% |
63.0 |
1.8% |
28% |
False |
False |
178,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,079.0 |
|
2.618 |
3,876.6 |
|
1.618 |
3,752.6 |
|
1.000 |
3,676.0 |
|
0.618 |
3,628.6 |
|
HIGH |
3,552.0 |
|
0.618 |
3,504.6 |
|
0.500 |
3,490.0 |
|
0.382 |
3,475.4 |
|
LOW |
3,428.0 |
|
0.618 |
3,351.4 |
|
1.000 |
3,304.0 |
|
1.618 |
3,227.4 |
|
2.618 |
3,103.4 |
|
4.250 |
2,901.0 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,515.3 |
3,510.2 |
| PP |
3,502.7 |
3,492.3 |
| S1 |
3,490.0 |
3,474.5 |
|