| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,656.5 |
1,672.0 |
15.5 |
0.9% |
1,795.6 |
| High |
1,688.2 |
1,713.8 |
25.6 |
1.5% |
1,795.6 |
| Low |
1,649.8 |
1,657.3 |
7.5 |
0.5% |
1,640.7 |
| Close |
1,665.1 |
1,693.4 |
28.3 |
1.7% |
1,665.1 |
| Range |
38.4 |
56.5 |
18.1 |
47.1% |
154.9 |
| ATR |
58.5 |
58.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
265,413 |
218,285 |
-47,128 |
-17.8% |
1,792,118 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,857.7 |
1,832.0 |
1,724.5 |
|
| R3 |
1,801.2 |
1,775.5 |
1,708.9 |
|
| R2 |
1,744.7 |
1,744.7 |
1,703.8 |
|
| R1 |
1,719.0 |
1,719.0 |
1,698.6 |
1,731.9 |
| PP |
1,688.2 |
1,688.2 |
1,688.2 |
1,694.6 |
| S1 |
1,662.5 |
1,662.5 |
1,688.2 |
1,675.4 |
| S2 |
1,631.7 |
1,631.7 |
1,683.0 |
|
| S3 |
1,575.2 |
1,606.0 |
1,677.9 |
|
| S4 |
1,518.7 |
1,549.5 |
1,662.3 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.2 |
2,070.0 |
1,750.3 |
|
| R3 |
2,010.3 |
1,915.1 |
1,707.7 |
|
| R2 |
1,855.4 |
1,855.4 |
1,693.5 |
|
| R1 |
1,760.2 |
1,760.2 |
1,679.3 |
1,730.4 |
| PP |
1,700.5 |
1,700.5 |
1,700.5 |
1,685.5 |
| S1 |
1,605.3 |
1,605.3 |
1,650.9 |
1,575.5 |
| S2 |
1,545.6 |
1,545.6 |
1,636.7 |
|
| S3 |
1,390.7 |
1,450.4 |
1,622.5 |
|
| S4 |
1,235.8 |
1,295.5 |
1,579.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,755.0 |
1,640.7 |
114.3 |
6.7% |
62.6 |
3.7% |
46% |
False |
False |
298,575 |
| 10 |
1,920.4 |
1,640.7 |
279.7 |
16.5% |
61.6 |
3.6% |
19% |
False |
False |
240,942 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.5% |
54.5 |
3.2% |
19% |
False |
False |
121,064 |
| 40 |
1,959.2 |
1,640.7 |
318.5 |
18.8% |
59.2 |
3.5% |
17% |
False |
False |
60,602 |
| 60 |
2,137.9 |
1,640.7 |
497.2 |
29.4% |
53.7 |
3.2% |
11% |
False |
False |
40,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,953.9 |
|
2.618 |
1,861.7 |
|
1.618 |
1,805.2 |
|
1.000 |
1,770.3 |
|
0.618 |
1,748.7 |
|
HIGH |
1,713.8 |
|
0.618 |
1,692.2 |
|
0.500 |
1,685.6 |
|
0.382 |
1,678.9 |
|
LOW |
1,657.3 |
|
0.618 |
1,622.4 |
|
1.000 |
1,600.8 |
|
1.618 |
1,565.9 |
|
2.618 |
1,509.4 |
|
4.250 |
1,417.2 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,690.8 |
1,696.8 |
| PP |
1,688.2 |
1,695.6 |
| S1 |
1,685.6 |
1,694.5 |
|