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 |
3,528.0 |
3,523.0 |
-5.0 |
-0.1% |
3,430.0 |
High |
3,584.0 |
3,571.0 |
-13.0 |
-0.4% |
3,552.0 |
Low |
3,508.0 |
3,497.0 |
-11.0 |
-0.3% |
3,397.0 |
Close |
3,535.0 |
3,535.0 |
0.0 |
0.0% |
3,528.0 |
Range |
76.0 |
74.0 |
-2.0 |
-2.6% |
155.0 |
ATR |
86.2 |
85.4 |
-0.9 |
-1.0% |
0.0 |
Volume |
856,446 |
690,319 |
-166,127 |
-19.4% |
4,234,980 |
|
Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.3 |
3,719.7 |
3,575.7 |
|
R3 |
3,682.3 |
3,645.7 |
3,555.4 |
|
R2 |
3,608.3 |
3,608.3 |
3,548.6 |
|
R1 |
3,571.7 |
3,571.7 |
3,541.8 |
3,590.0 |
PP |
3,534.3 |
3,534.3 |
3,534.3 |
3,543.5 |
S1 |
3,497.7 |
3,497.7 |
3,528.2 |
3,516.0 |
S2 |
3,460.3 |
3,460.3 |
3,521.4 |
|
S3 |
3,386.3 |
3,423.7 |
3,514.7 |
|
S4 |
3,312.3 |
3,349.7 |
3,494.3 |
|
|
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 |
3,584.0 |
3,397.0 |
187.0 |
5.3% |
82.8 |
2.3% |
74% |
False |
False |
892,655 |
10 |
3,584.0 |
3,384.0 |
200.0 |
5.7% |
88.9 |
2.5% |
76% |
False |
False |
967,132 |
20 |
3,840.0 |
3,384.0 |
456.0 |
12.9% |
81.7 |
2.3% |
33% |
False |
False |
779,104 |
40 |
3,840.0 |
3,384.0 |
456.0 |
12.9% |
77.7 |
2.2% |
33% |
False |
False |
394,628 |
60 |
3,860.0 |
3,384.0 |
476.0 |
13.5% |
72.3 |
2.0% |
32% |
False |
False |
263,594 |
80 |
3,902.0 |
3,384.0 |
518.0 |
14.7% |
64.9 |
1.8% |
29% |
False |
False |
197,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,885.5 |
2.618 |
3,764.7 |
1.618 |
3,690.7 |
1.000 |
3,645.0 |
0.618 |
3,616.7 |
HIGH |
3,571.0 |
0.618 |
3,542.7 |
0.500 |
3,534.0 |
0.382 |
3,525.3 |
LOW |
3,497.0 |
0.618 |
3,451.3 |
1.000 |
3,423.0 |
1.618 |
3,377.3 |
2.618 |
3,303.3 |
4.250 |
3,182.5 |
|
|
Fisher Pivots for day following 28-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,534.7 |
3,525.3 |
PP |
3,534.3 |
3,515.7 |
S1 |
3,534.0 |
3,506.0 |
|