| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,739.6 |
1,723.7 |
-15.9 |
-0.9% |
1,672.0 |
| High |
1,746.7 |
1,726.2 |
-20.5 |
-1.2% |
1,765.0 |
| Low |
1,702.9 |
1,680.6 |
-22.3 |
-1.3% |
1,657.3 |
| Close |
1,721.4 |
1,708.0 |
-13.4 |
-0.8% |
1,761.7 |
| Range |
43.8 |
45.6 |
1.8 |
4.1% |
107.7 |
| ATR |
54.3 |
53.7 |
-0.6 |
-1.1% |
0.0 |
| Volume |
175,357 |
224,019 |
48,662 |
27.8% |
895,683 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.7 |
1,820.5 |
1,733.1 |
|
| R3 |
1,796.1 |
1,774.9 |
1,720.5 |
|
| R2 |
1,750.5 |
1,750.5 |
1,716.4 |
|
| R1 |
1,729.3 |
1,729.3 |
1,712.2 |
1,717.1 |
| PP |
1,704.9 |
1,704.9 |
1,704.9 |
1,698.9 |
| S1 |
1,683.7 |
1,683.7 |
1,703.8 |
1,671.5 |
| S2 |
1,659.3 |
1,659.3 |
1,699.6 |
|
| S3 |
1,613.7 |
1,638.1 |
1,695.5 |
|
| S4 |
1,568.1 |
1,592.5 |
1,682.9 |
|
|
| 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 |
1,680.6 |
114.5 |
6.7% |
48.6 |
2.8% |
24% |
False |
True |
206,169 |
| 10 |
1,795.1 |
1,640.7 |
154.4 |
9.0% |
53.5 |
3.1% |
44% |
False |
False |
229,534 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.4% |
52.9 |
3.1% |
24% |
False |
False |
194,072 |
| 40 |
1,952.7 |
1,640.7 |
312.0 |
18.3% |
57.7 |
3.4% |
22% |
False |
False |
97,159 |
| 60 |
2,108.5 |
1,640.7 |
467.8 |
27.4% |
54.9 |
3.2% |
14% |
False |
False |
64,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,920.0 |
|
2.618 |
1,845.6 |
|
1.618 |
1,800.0 |
|
1.000 |
1,771.8 |
|
0.618 |
1,754.4 |
|
HIGH |
1,726.2 |
|
0.618 |
1,708.8 |
|
0.500 |
1,703.4 |
|
0.382 |
1,698.0 |
|
LOW |
1,680.6 |
|
0.618 |
1,652.4 |
|
1.000 |
1,635.0 |
|
1.618 |
1,606.8 |
|
2.618 |
1,561.2 |
|
4.250 |
1,486.8 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,706.5 |
1,737.9 |
| PP |
1,704.9 |
1,727.9 |
| S1 |
1,703.4 |
1,718.0 |
|