Trading Metrics calculated at close of trading on 27-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,703.5 |
1,763.5 |
60.0 |
3.5% |
1,672.0 |
High |
1,765.0 |
1,783.7 |
18.7 |
1.1% |
1,765.0 |
Low |
1,701.8 |
1,751.5 |
49.7 |
2.9% |
1,657.3 |
Close |
1,761.7 |
1,769.8 |
8.1 |
0.5% |
1,761.7 |
Range |
63.2 |
32.2 |
-31.0 |
-49.1% |
107.7 |
ATR |
56.7 |
54.9 |
-1.7 |
-3.1% |
0.0 |
Volume |
245,418 |
216,065 |
-29,353 |
-12.0% |
895,683 |
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.9 |
1,849.6 |
1,787.5 |
|
R3 |
1,832.7 |
1,817.4 |
1,778.7 |
|
R2 |
1,800.5 |
1,800.5 |
1,775.7 |
|
R1 |
1,785.2 |
1,785.2 |
1,772.8 |
1,792.9 |
PP |
1,768.3 |
1,768.3 |
1,768.3 |
1,772.2 |
S1 |
1,753.0 |
1,753.0 |
1,766.8 |
1,760.7 |
S2 |
1,736.1 |
1,736.1 |
1,763.9 |
|
S3 |
1,703.9 |
1,720.8 |
1,760.9 |
|
S4 |
1,671.7 |
1,688.6 |
1,752.1 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.1 |
2,014.1 |
1,820.9 |
|
R3 |
1,943.4 |
1,906.4 |
1,791.3 |
|
R2 |
1,835.7 |
1,835.7 |
1,781.4 |
|
R1 |
1,798.7 |
1,798.7 |
1,771.6 |
1,817.2 |
PP |
1,728.0 |
1,728.0 |
1,728.0 |
1,737.3 |
S1 |
1,691.0 |
1,691.0 |
1,751.8 |
1,709.5 |
S2 |
1,620.3 |
1,620.3 |
1,742.0 |
|
S3 |
1,512.6 |
1,583.3 |
1,732.1 |
|
S4 |
1,404.9 |
1,475.6 |
1,702.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,783.7 |
1,657.3 |
126.4 |
7.1% |
47.5 |
2.7% |
89% |
True |
False |
222,349 |
10 |
1,795.6 |
1,640.7 |
154.9 |
8.8% |
58.3 |
3.3% |
83% |
False |
False |
290,386 |
20 |
1,920.4 |
1,640.7 |
279.7 |
15.8% |
53.9 |
3.0% |
46% |
False |
False |
165,714 |
40 |
1,952.7 |
1,640.7 |
312.0 |
17.6% |
58.1 |
3.3% |
41% |
False |
False |
82,929 |
60 |
2,108.5 |
1,640.7 |
467.8 |
26.4% |
53.9 |
3.0% |
28% |
False |
False |
55,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.6 |
2.618 |
1,868.0 |
1.618 |
1,835.8 |
1.000 |
1,815.9 |
0.618 |
1,803.6 |
HIGH |
1,783.7 |
0.618 |
1,771.4 |
0.500 |
1,767.6 |
0.382 |
1,763.8 |
LOW |
1,751.5 |
0.618 |
1,731.6 |
1.000 |
1,719.3 |
1.618 |
1,699.4 |
2.618 |
1,667.2 |
4.250 |
1,614.7 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,769.1 |
1,756.6 |
PP |
1,768.3 |
1,743.3 |
S1 |
1,767.6 |
1,730.1 |
|