| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,542.75 |
11,687.75 |
145.00 |
1.3% |
11,332.50 |
| High |
11,766.75 |
12,148.50 |
381.75 |
3.2% |
12,148.50 |
| Low |
11,460.50 |
11,684.75 |
224.25 |
2.0% |
11,273.75 |
| Close |
11,737.50 |
12,140.50 |
403.00 |
3.4% |
12,140.50 |
| Range |
306.25 |
463.75 |
157.50 |
51.4% |
874.75 |
| ATR |
423.67 |
426.54 |
2.86 |
0.7% |
0.00 |
| Volume |
630,125 |
563,303 |
-66,822 |
-10.6% |
2,489,597 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,382.50 |
13,225.25 |
12,395.50 |
|
| R3 |
12,918.75 |
12,761.50 |
12,268.00 |
|
| R2 |
12,455.00 |
12,455.00 |
12,225.50 |
|
| R1 |
12,297.75 |
12,297.75 |
12,183.00 |
12,376.50 |
| PP |
11,991.25 |
11,991.25 |
11,991.25 |
12,030.50 |
| S1 |
11,834.00 |
11,834.00 |
12,098.00 |
11,912.50 |
| S2 |
11,527.50 |
11,527.50 |
12,055.50 |
|
| S3 |
11,063.75 |
11,370.25 |
12,013.00 |
|
| S4 |
10,600.00 |
10,906.50 |
11,885.50 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,478.50 |
14,184.25 |
12,621.50 |
|
| R3 |
13,603.75 |
13,309.50 |
12,381.00 |
|
| R2 |
12,729.00 |
12,729.00 |
12,300.75 |
|
| R1 |
12,434.75 |
12,434.75 |
12,220.75 |
12,582.00 |
| PP |
11,854.25 |
11,854.25 |
11,854.25 |
11,927.75 |
| S1 |
11,560.00 |
11,560.00 |
12,060.25 |
11,707.00 |
| S2 |
10,979.50 |
10,979.50 |
11,980.25 |
|
| S3 |
10,104.75 |
10,685.25 |
11,900.00 |
|
| S4 |
9,230.00 |
9,810.50 |
11,659.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,148.50 |
11,119.00 |
1,029.50 |
8.5% |
375.25 |
3.1% |
99% |
True |
False |
644,285 |
| 10 |
12,368.75 |
11,068.50 |
1,300.25 |
10.7% |
436.25 |
3.6% |
82% |
False |
False |
660,786 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
15.7% |
414.50 |
3.4% |
56% |
False |
False |
335,528 |
| 40 |
13,589.00 |
11,068.50 |
2,520.50 |
20.8% |
444.00 |
3.7% |
43% |
False |
False |
168,527 |
| 60 |
15,296.25 |
11,068.50 |
4,227.75 |
34.8% |
426.25 |
3.5% |
25% |
False |
False |
112,652 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
421.50 |
3.5% |
25% |
False |
False |
84,569 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
423.00 |
3.5% |
25% |
False |
False |
67,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,119.50 |
|
2.618 |
13,362.50 |
|
1.618 |
12,898.75 |
|
1.000 |
12,612.25 |
|
0.618 |
12,435.00 |
|
HIGH |
12,148.50 |
|
0.618 |
11,971.25 |
|
0.500 |
11,916.50 |
|
0.382 |
11,862.00 |
|
LOW |
11,684.75 |
|
0.618 |
11,398.25 |
|
1.000 |
11,221.00 |
|
1.618 |
10,934.50 |
|
2.618 |
10,470.75 |
|
4.250 |
9,713.75 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,066.00 |
12,005.25 |
| PP |
11,991.25 |
11,869.75 |
| S1 |
11,916.50 |
11,734.50 |
|