| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,579.75 |
11,542.75 |
-37.00 |
-0.3% |
11,810.75 |
| High |
11,745.75 |
11,766.75 |
21.00 |
0.2% |
11,811.75 |
| Low |
11,320.50 |
11,460.50 |
140.00 |
1.2% |
11,068.50 |
| Close |
11,565.75 |
11,737.50 |
171.75 |
1.5% |
11,296.75 |
| Range |
425.25 |
306.25 |
-119.00 |
-28.0% |
743.25 |
| ATR |
432.71 |
423.67 |
-9.03 |
-2.1% |
0.00 |
| Volume |
638,960 |
630,125 |
-8,835 |
-1.4% |
3,737,242 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,573.75 |
12,461.75 |
11,906.00 |
|
| R3 |
12,267.50 |
12,155.50 |
11,821.75 |
|
| R2 |
11,961.25 |
11,961.25 |
11,793.75 |
|
| R1 |
11,849.25 |
11,849.25 |
11,765.50 |
11,905.25 |
| PP |
11,655.00 |
11,655.00 |
11,655.00 |
11,683.00 |
| S1 |
11,543.00 |
11,543.00 |
11,709.50 |
11,599.00 |
| S2 |
11,348.75 |
11,348.75 |
11,681.25 |
|
| S3 |
11,042.50 |
11,236.75 |
11,653.25 |
|
| S4 |
10,736.25 |
10,930.50 |
11,569.00 |
|
|
| 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 |
11,774.25 |
11,068.50 |
705.75 |
6.0% |
423.75 |
3.6% |
95% |
False |
False |
697,975 |
| 10 |
12,755.25 |
11,068.50 |
1,686.75 |
14.4% |
437.00 |
3.7% |
40% |
False |
False |
610,554 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.2% |
409.00 |
3.5% |
35% |
False |
False |
307,432 |
| 40 |
13,589.00 |
11,068.50 |
2,520.50 |
21.5% |
441.50 |
3.8% |
27% |
False |
False |
154,489 |
| 60 |
15,305.00 |
11,068.50 |
4,236.50 |
36.1% |
423.50 |
3.6% |
16% |
False |
False |
103,284 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.1% |
420.75 |
3.6% |
16% |
False |
False |
77,529 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.1% |
423.75 |
3.6% |
16% |
False |
False |
62,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,068.25 |
|
2.618 |
12,568.50 |
|
1.618 |
12,262.25 |
|
1.000 |
12,073.00 |
|
0.618 |
11,956.00 |
|
HIGH |
11,766.75 |
|
0.618 |
11,649.75 |
|
0.500 |
11,613.50 |
|
0.382 |
11,577.50 |
|
LOW |
11,460.50 |
|
0.618 |
11,271.25 |
|
1.000 |
11,154.25 |
|
1.618 |
10,965.00 |
|
2.618 |
10,658.75 |
|
4.250 |
10,159.00 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,696.25 |
11,665.00 |
| PP |
11,655.00 |
11,592.75 |
| S1 |
11,613.50 |
11,520.25 |
|