| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,076.25 |
11,680.50 |
-395.75 |
-3.3% |
11,332.50 |
| High |
12,174.25 |
11,749.00 |
-425.25 |
-3.5% |
12,148.50 |
| Low |
11,661.50 |
11,564.50 |
-97.00 |
-0.8% |
11,273.75 |
| Close |
11,674.25 |
11,691.00 |
16.75 |
0.1% |
12,140.50 |
| Range |
512.75 |
184.50 |
-328.25 |
-64.0% |
874.75 |
| ATR |
422.16 |
405.19 |
-16.98 |
-4.0% |
0.00 |
| Volume |
634,694 |
590,173 |
-44,521 |
-7.0% |
2,489,597 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,221.75 |
12,140.75 |
11,792.50 |
|
| R3 |
12,037.25 |
11,956.25 |
11,741.75 |
|
| R2 |
11,852.75 |
11,852.75 |
11,724.75 |
|
| R1 |
11,771.75 |
11,771.75 |
11,708.00 |
11,812.25 |
| PP |
11,668.25 |
11,668.25 |
11,668.25 |
11,688.50 |
| S1 |
11,587.25 |
11,587.25 |
11,674.00 |
11,627.75 |
| S2 |
11,483.75 |
11,483.75 |
11,657.25 |
|
| S3 |
11,299.25 |
11,402.75 |
11,640.25 |
|
| S4 |
11,114.75 |
11,218.25 |
11,589.50 |
|
|
| 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 |
12,262.00 |
11,460.50 |
801.50 |
6.9% |
347.00 |
3.0% |
29% |
False |
False |
596,819 |
| 10 |
12,262.00 |
11,068.50 |
1,193.50 |
10.2% |
398.25 |
3.4% |
52% |
False |
False |
658,976 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.3% |
393.50 |
3.4% |
33% |
False |
False |
424,557 |
| 40 |
13,589.00 |
11,068.50 |
2,520.50 |
21.6% |
431.25 |
3.7% |
25% |
False |
False |
213,193 |
| 60 |
15,229.50 |
11,068.50 |
4,161.00 |
35.6% |
429.00 |
3.7% |
15% |
False |
False |
142,467 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.2% |
420.00 |
3.6% |
15% |
False |
False |
106,952 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.2% |
420.75 |
3.6% |
15% |
False |
False |
85,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,533.00 |
|
2.618 |
12,232.00 |
|
1.618 |
12,047.50 |
|
1.000 |
11,933.50 |
|
0.618 |
11,863.00 |
|
HIGH |
11,749.00 |
|
0.618 |
11,678.50 |
|
0.500 |
11,656.75 |
|
0.382 |
11,635.00 |
|
LOW |
11,564.50 |
|
0.618 |
11,450.50 |
|
1.000 |
11,380.00 |
|
1.618 |
11,266.00 |
|
2.618 |
11,081.50 |
|
4.250 |
10,780.50 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,679.50 |
11,913.25 |
| PP |
11,668.25 |
11,839.25 |
| S1 |
11,656.75 |
11,765.00 |
|