| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,137.50 |
12,076.25 |
-61.25 |
-0.5% |
11,332.50 |
| High |
12,262.00 |
12,174.25 |
-87.75 |
-0.7% |
12,148.50 |
| Low |
11,994.25 |
11,661.50 |
-332.75 |
-2.8% |
11,273.75 |
| Close |
12,040.50 |
11,674.25 |
-366.25 |
-3.0% |
12,140.50 |
| Range |
267.75 |
512.75 |
245.00 |
91.5% |
874.75 |
| ATR |
415.19 |
422.16 |
6.97 |
1.7% |
0.00 |
| Volume |
565,803 |
634,694 |
68,891 |
12.2% |
2,489,597 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,375.00 |
13,037.25 |
11,956.25 |
|
| R3 |
12,862.25 |
12,524.50 |
11,815.25 |
|
| R2 |
12,349.50 |
12,349.50 |
11,768.25 |
|
| R1 |
12,011.75 |
12,011.75 |
11,721.25 |
11,924.25 |
| PP |
11,836.75 |
11,836.75 |
11,836.75 |
11,793.00 |
| S1 |
11,499.00 |
11,499.00 |
11,627.25 |
11,411.50 |
| S2 |
11,324.00 |
11,324.00 |
11,580.25 |
|
| S3 |
10,811.25 |
10,986.25 |
11,533.25 |
|
| S4 |
10,298.50 |
10,473.50 |
11,392.25 |
|
|
| 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 |
11,320.50 |
941.50 |
8.1% |
395.25 |
3.4% |
38% |
False |
False |
606,577 |
| 10 |
12,262.00 |
11,068.50 |
1,193.50 |
10.2% |
409.75 |
3.5% |
51% |
False |
False |
668,980 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.3% |
404.25 |
3.5% |
32% |
False |
False |
395,169 |
| 40 |
13,589.00 |
11,068.50 |
2,520.50 |
21.6% |
436.00 |
3.7% |
24% |
False |
False |
198,470 |
| 60 |
15,229.50 |
11,068.50 |
4,161.00 |
35.6% |
429.75 |
3.7% |
15% |
False |
False |
132,639 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.3% |
421.75 |
3.6% |
14% |
False |
False |
99,575 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.3% |
422.75 |
3.6% |
14% |
False |
False |
79,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,353.50 |
|
2.618 |
13,516.75 |
|
1.618 |
13,004.00 |
|
1.000 |
12,687.00 |
|
0.618 |
12,491.25 |
|
HIGH |
12,174.25 |
|
0.618 |
11,978.50 |
|
0.500 |
11,918.00 |
|
0.382 |
11,857.25 |
|
LOW |
11,661.50 |
|
0.618 |
11,344.50 |
|
1.000 |
11,148.75 |
|
1.618 |
10,831.75 |
|
2.618 |
10,319.00 |
|
4.250 |
9,482.25 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,918.00 |
11,961.75 |
| PP |
11,836.75 |
11,866.00 |
| S1 |
11,755.50 |
11,770.00 |
|