| 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 |
11,332.50 |
11,579.75 |
247.25 |
2.2% |
11,810.75 |
| High |
11,678.25 |
11,745.75 |
67.50 |
0.6% |
11,811.75 |
| Low |
11,273.75 |
11,320.50 |
46.75 |
0.4% |
11,068.50 |
| Close |
11,577.25 |
11,565.75 |
-11.50 |
-0.1% |
11,296.75 |
| Range |
404.50 |
425.25 |
20.75 |
5.1% |
743.25 |
| ATR |
433.28 |
432.71 |
-0.57 |
-0.1% |
0.00 |
| Volume |
657,209 |
638,960 |
-18,249 |
-2.8% |
3,737,242 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,819.75 |
12,618.00 |
11,799.75 |
|
| R3 |
12,394.50 |
12,192.75 |
11,682.75 |
|
| R2 |
11,969.25 |
11,969.25 |
11,643.75 |
|
| R1 |
11,767.50 |
11,767.50 |
11,604.75 |
11,655.75 |
| PP |
11,544.00 |
11,544.00 |
11,544.00 |
11,488.00 |
| S1 |
11,342.25 |
11,342.25 |
11,526.75 |
11,230.50 |
| S2 |
11,118.75 |
11,118.75 |
11,487.75 |
|
| S3 |
10,693.50 |
10,917.00 |
11,448.75 |
|
| S4 |
10,268.25 |
10,491.75 |
11,331.75 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,622.00 |
13,202.75 |
11,705.50 |
|
| R3 |
12,878.75 |
12,459.50 |
11,501.25 |
|
| R2 |
12,135.50 |
12,135.50 |
11,433.00 |
|
| R1 |
11,716.25 |
11,716.25 |
11,365.00 |
11,554.25 |
| PP |
11,392.25 |
11,392.25 |
11,392.25 |
11,311.50 |
| S1 |
10,973.00 |
10,973.00 |
11,228.50 |
10,811.00 |
| S2 |
10,649.00 |
10,649.00 |
11,160.50 |
|
| S3 |
9,905.75 |
10,229.75 |
11,092.25 |
|
| S4 |
9,162.50 |
9,486.50 |
10,888.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,794.25 |
11,068.50 |
725.75 |
6.3% |
449.75 |
3.9% |
69% |
False |
False |
721,134 |
| 10 |
12,811.75 |
11,068.50 |
1,743.25 |
15.1% |
426.50 |
3.7% |
29% |
False |
False |
548,707 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.5% |
411.75 |
3.6% |
26% |
False |
False |
276,008 |
| 40 |
13,620.00 |
11,068.50 |
2,551.50 |
22.1% |
453.50 |
3.9% |
19% |
False |
False |
138,779 |
| 60 |
15,305.00 |
11,068.50 |
4,236.50 |
36.6% |
424.00 |
3.7% |
12% |
False |
False |
92,803 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.6% |
423.75 |
3.7% |
12% |
False |
False |
69,652 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.6% |
426.75 |
3.7% |
12% |
False |
False |
55,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,553.00 |
|
2.618 |
12,859.00 |
|
1.618 |
12,433.75 |
|
1.000 |
12,171.00 |
|
0.618 |
12,008.50 |
|
HIGH |
11,745.75 |
|
0.618 |
11,583.25 |
|
0.500 |
11,533.00 |
|
0.382 |
11,483.00 |
|
LOW |
11,320.50 |
|
0.618 |
11,057.75 |
|
1.000 |
10,895.25 |
|
1.618 |
10,632.50 |
|
2.618 |
10,207.25 |
|
4.250 |
9,513.25 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,555.00 |
11,521.25 |
| PP |
11,544.00 |
11,476.75 |
| S1 |
11,533.00 |
11,432.50 |
|