| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,773.3 |
1,739.6 |
-33.7 |
-1.9% |
1,672.0 |
| High |
1,795.1 |
1,746.7 |
-48.4 |
-2.7% |
1,765.0 |
| Low |
1,736.9 |
1,702.9 |
-34.0 |
-2.0% |
1,657.3 |
| Close |
1,738.3 |
1,721.4 |
-16.9 |
-1.0% |
1,761.7 |
| Range |
58.2 |
43.8 |
-14.4 |
-24.7% |
107.7 |
| ATR |
55.1 |
54.3 |
-0.8 |
-1.5% |
0.0 |
| Volume |
169,990 |
175,357 |
5,367 |
3.2% |
895,683 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.1 |
1,832.0 |
1,745.5 |
|
| R3 |
1,811.3 |
1,788.2 |
1,733.4 |
|
| R2 |
1,767.5 |
1,767.5 |
1,729.4 |
|
| R1 |
1,744.4 |
1,744.4 |
1,725.4 |
1,734.1 |
| PP |
1,723.7 |
1,723.7 |
1,723.7 |
1,718.5 |
| S1 |
1,700.6 |
1,700.6 |
1,717.4 |
1,690.3 |
| S2 |
1,679.9 |
1,679.9 |
1,713.4 |
|
| S3 |
1,636.1 |
1,656.8 |
1,709.4 |
|
| S4 |
1,592.3 |
1,613.0 |
1,697.3 |
|
|
| 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 |
1,676.5 |
118.6 |
6.9% |
47.2 |
2.7% |
38% |
False |
False |
202,452 |
| 10 |
1,795.1 |
1,640.7 |
154.4 |
9.0% |
54.5 |
3.2% |
52% |
False |
False |
236,214 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.2% |
53.1 |
3.1% |
29% |
False |
False |
182,916 |
| 40 |
1,952.7 |
1,640.7 |
312.0 |
18.1% |
57.5 |
3.3% |
26% |
False |
False |
91,559 |
| 60 |
2,108.5 |
1,640.7 |
467.8 |
27.2% |
54.5 |
3.2% |
17% |
False |
False |
61,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,932.9 |
|
2.618 |
1,861.4 |
|
1.618 |
1,817.6 |
|
1.000 |
1,790.5 |
|
0.618 |
1,773.8 |
|
HIGH |
1,746.7 |
|
0.618 |
1,730.0 |
|
0.500 |
1,724.8 |
|
0.382 |
1,719.6 |
|
LOW |
1,702.9 |
|
0.618 |
1,675.8 |
|
1.000 |
1,659.1 |
|
1.618 |
1,632.0 |
|
2.618 |
1,588.2 |
|
4.250 |
1,516.8 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,724.8 |
1,749.0 |
| PP |
1,723.7 |
1,739.8 |
| S1 |
1,722.5 |
1,730.6 |
|