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 |
3,505.0 |
3,490.0 |
-15.0 |
-0.4% |
3,430.0 |
High |
3,520.0 |
3,497.0 |
-23.0 |
-0.7% |
3,552.0 |
Low |
3,480.0 |
3,401.0 |
-79.0 |
-2.3% |
3,397.0 |
Close |
3,499.0 |
3,441.0 |
-58.0 |
-1.7% |
3,528.0 |
Range |
40.0 |
96.0 |
56.0 |
140.0% |
155.0 |
ATR |
83.2 |
84.3 |
1.1 |
1.3% |
0.0 |
Volume |
850,928 |
1,292,179 |
441,251 |
51.9% |
4,234,980 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,734.3 |
3,683.7 |
3,493.8 |
|
R3 |
3,638.3 |
3,587.7 |
3,467.4 |
|
R2 |
3,542.3 |
3,542.3 |
3,458.6 |
|
R1 |
3,491.7 |
3,491.7 |
3,449.8 |
3,469.0 |
PP |
3,446.3 |
3,446.3 |
3,446.3 |
3,435.0 |
S1 |
3,395.7 |
3,395.7 |
3,432.2 |
3,373.0 |
S2 |
3,350.3 |
3,350.3 |
3,423.4 |
|
S3 |
3,254.3 |
3,299.7 |
3,414.6 |
|
S4 |
3,158.3 |
3,203.7 |
3,388.2 |
|
|
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 |
3,401.0 |
183.0 |
5.3% |
82.0 |
2.4% |
22% |
False |
True |
933,369 |
10 |
3,584.0 |
3,397.0 |
187.0 |
5.4% |
74.5 |
2.2% |
24% |
False |
False |
933,021 |
20 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
82.3 |
2.4% |
13% |
False |
False |
883,298 |
40 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
78.0 |
2.3% |
13% |
False |
False |
447,978 |
60 |
3,860.0 |
3,384.0 |
476.0 |
13.8% |
73.2 |
2.1% |
12% |
False |
False |
299,309 |
80 |
3,902.0 |
3,384.0 |
518.0 |
15.1% |
65.2 |
1.9% |
11% |
False |
False |
224,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,905.0 |
2.618 |
3,748.3 |
1.618 |
3,652.3 |
1.000 |
3,593.0 |
0.618 |
3,556.3 |
HIGH |
3,497.0 |
0.618 |
3,460.3 |
0.500 |
3,449.0 |
0.382 |
3,437.7 |
LOW |
3,401.0 |
0.618 |
3,341.7 |
1.000 |
3,305.0 |
1.618 |
3,245.7 |
2.618 |
3,149.7 |
4.250 |
2,993.0 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,449.0 |
3,486.0 |
PP |
3,446.3 |
3,471.0 |
S1 |
3,443.7 |
3,456.0 |
|