| 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 |
1,763.5 |
1,773.3 |
9.8 |
0.6% |
1,672.0 |
| High |
1,783.7 |
1,795.1 |
11.4 |
0.6% |
1,765.0 |
| Low |
1,751.5 |
1,736.9 |
-14.6 |
-0.8% |
1,657.3 |
| Close |
1,769.8 |
1,738.3 |
-31.5 |
-1.8% |
1,761.7 |
| Range |
32.2 |
58.2 |
26.0 |
80.7% |
107.7 |
| ATR |
54.9 |
55.1 |
0.2 |
0.4% |
0.0 |
| Volume |
216,065 |
169,990 |
-46,075 |
-21.3% |
895,683 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.4 |
1,893.0 |
1,770.3 |
|
| R3 |
1,873.2 |
1,834.8 |
1,754.3 |
|
| R2 |
1,815.0 |
1,815.0 |
1,749.0 |
|
| R1 |
1,776.6 |
1,776.6 |
1,743.6 |
1,766.7 |
| PP |
1,756.8 |
1,756.8 |
1,756.8 |
1,751.8 |
| S1 |
1,718.4 |
1,718.4 |
1,733.0 |
1,708.5 |
| S2 |
1,698.6 |
1,698.6 |
1,727.6 |
|
| S3 |
1,640.4 |
1,660.2 |
1,722.3 |
|
| S4 |
1,582.2 |
1,602.0 |
1,706.3 |
|
|
| 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 |
1,795.1 |
1,658.8 |
136.3 |
7.8% |
47.8 |
2.7% |
58% |
True |
False |
212,690 |
| 10 |
1,795.1 |
1,640.7 |
154.4 |
8.9% |
55.2 |
3.2% |
63% |
True |
False |
255,633 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.1% |
53.7 |
3.1% |
35% |
False |
False |
174,191 |
| 40 |
1,952.7 |
1,640.7 |
312.0 |
17.9% |
57.7 |
3.3% |
31% |
False |
False |
87,177 |
| 60 |
2,108.5 |
1,640.7 |
467.8 |
26.9% |
54.2 |
3.1% |
21% |
False |
False |
58,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,042.5 |
|
2.618 |
1,947.5 |
|
1.618 |
1,889.3 |
|
1.000 |
1,853.3 |
|
0.618 |
1,831.1 |
|
HIGH |
1,795.1 |
|
0.618 |
1,772.9 |
|
0.500 |
1,766.0 |
|
0.382 |
1,759.1 |
|
LOW |
1,736.9 |
|
0.618 |
1,700.9 |
|
1.000 |
1,678.7 |
|
1.618 |
1,642.7 |
|
2.618 |
1,584.5 |
|
4.250 |
1,489.6 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.0 |
1,748.5 |
| PP |
1,756.8 |
1,745.1 |
| S1 |
1,747.5 |
1,741.7 |
|