| 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 |
1,672.0 |
1,694.4 |
22.4 |
1.3% |
1,795.6 |
| High |
1,713.8 |
1,705.5 |
-8.3 |
-0.5% |
1,795.6 |
| Low |
1,657.3 |
1,658.8 |
1.5 |
0.1% |
1,640.7 |
| Close |
1,693.4 |
1,691.4 |
-2.0 |
-0.1% |
1,665.1 |
| Range |
56.5 |
46.7 |
-9.8 |
-17.3% |
154.9 |
| ATR |
58.3 |
57.5 |
-0.8 |
-1.4% |
0.0 |
| Volume |
218,285 |
226,547 |
8,262 |
3.8% |
1,792,118 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,825.3 |
1,805.1 |
1,717.1 |
|
| R3 |
1,778.6 |
1,758.4 |
1,704.2 |
|
| R2 |
1,731.9 |
1,731.9 |
1,700.0 |
|
| R1 |
1,711.7 |
1,711.7 |
1,695.7 |
1,698.5 |
| PP |
1,685.2 |
1,685.2 |
1,685.2 |
1,678.6 |
| S1 |
1,665.0 |
1,665.0 |
1,687.1 |
1,651.8 |
| S2 |
1,638.5 |
1,638.5 |
1,682.8 |
|
| S3 |
1,591.8 |
1,618.3 |
1,678.6 |
|
| S4 |
1,545.1 |
1,571.6 |
1,665.7 |
|
|
| 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 |
6.8% |
61.8 |
3.7% |
44% |
False |
False |
269,975 |
| 10 |
1,919.0 |
1,640.7 |
278.3 |
16.5% |
61.1 |
3.6% |
18% |
False |
False |
262,708 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.5% |
55.1 |
3.3% |
18% |
False |
False |
132,387 |
| 40 |
1,959.2 |
1,640.7 |
318.5 |
18.8% |
59.1 |
3.5% |
16% |
False |
False |
66,264 |
| 60 |
2,137.9 |
1,640.7 |
497.2 |
29.4% |
54.1 |
3.2% |
10% |
False |
False |
44,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.0 |
|
2.618 |
1,827.8 |
|
1.618 |
1,781.1 |
|
1.000 |
1,752.2 |
|
0.618 |
1,734.4 |
|
HIGH |
1,705.5 |
|
0.618 |
1,687.7 |
|
0.500 |
1,682.2 |
|
0.382 |
1,676.6 |
|
LOW |
1,658.8 |
|
0.618 |
1,629.9 |
|
1.000 |
1,612.1 |
|
1.618 |
1,583.2 |
|
2.618 |
1,536.5 |
|
4.250 |
1,460.3 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,688.3 |
1,688.2 |
| PP |
1,685.2 |
1,685.0 |
| S1 |
1,682.2 |
1,681.8 |
|