| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,687.75 |
12,137.50 |
449.75 |
3.8% |
11,332.50 |
| High |
12,148.50 |
12,262.00 |
113.50 |
0.9% |
12,148.50 |
| Low |
11,684.75 |
11,994.25 |
309.50 |
2.6% |
11,273.75 |
| Close |
12,140.50 |
12,040.50 |
-100.00 |
-0.8% |
12,140.50 |
| Range |
463.75 |
267.75 |
-196.00 |
-42.3% |
874.75 |
| ATR |
426.54 |
415.19 |
-11.34 |
-2.7% |
0.00 |
| Volume |
563,303 |
565,803 |
2,500 |
0.4% |
2,489,597 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,902.25 |
12,739.00 |
12,187.75 |
|
| R3 |
12,634.50 |
12,471.25 |
12,114.25 |
|
| R2 |
12,366.75 |
12,366.75 |
12,089.50 |
|
| R1 |
12,203.50 |
12,203.50 |
12,065.00 |
12,151.25 |
| PP |
12,099.00 |
12,099.00 |
12,099.00 |
12,072.75 |
| S1 |
11,935.75 |
11,935.75 |
12,016.00 |
11,883.50 |
| S2 |
11,831.25 |
11,831.25 |
11,991.50 |
|
| S3 |
11,563.50 |
11,668.00 |
11,966.75 |
|
| S4 |
11,295.75 |
11,400.25 |
11,893.25 |
|
|
| 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 |
12,262.00 |
11,273.75 |
988.25 |
8.2% |
373.50 |
3.1% |
78% |
True |
False |
611,080 |
| 10 |
12,262.00 |
11,068.50 |
1,193.50 |
9.9% |
411.00 |
3.4% |
81% |
True |
False |
679,264 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
15.8% |
403.50 |
3.4% |
51% |
False |
False |
363,718 |
| 40 |
13,589.00 |
11,068.50 |
2,520.50 |
20.9% |
438.00 |
3.6% |
39% |
False |
False |
182,629 |
| 60 |
15,229.50 |
11,068.50 |
4,161.00 |
34.6% |
426.50 |
3.5% |
23% |
False |
False |
122,067 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.2% |
420.50 |
3.5% |
23% |
False |
False |
91,642 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.2% |
421.75 |
3.5% |
23% |
False |
False |
73,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,400.00 |
|
2.618 |
12,963.00 |
|
1.618 |
12,695.25 |
|
1.000 |
12,529.75 |
|
0.618 |
12,427.50 |
|
HIGH |
12,262.00 |
|
0.618 |
12,159.75 |
|
0.500 |
12,128.00 |
|
0.382 |
12,096.50 |
|
LOW |
11,994.25 |
|
0.618 |
11,828.75 |
|
1.000 |
11,726.50 |
|
1.618 |
11,561.00 |
|
2.618 |
11,293.25 |
|
4.250 |
10,856.25 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,128.00 |
11,980.75 |
| PP |
12,099.00 |
11,921.00 |
| S1 |
12,069.75 |
11,861.25 |
|