| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,680.50 |
11,691.50 |
11.00 |
0.1% |
11,332.50 |
| High |
11,749.00 |
11,696.75 |
-52.25 |
-0.4% |
12,148.50 |
| Low |
11,564.50 |
11,351.00 |
-213.50 |
-1.8% |
11,273.75 |
| Close |
11,691.00 |
11,529.50 |
-161.50 |
-1.4% |
12,140.50 |
| Range |
184.50 |
345.75 |
161.25 |
87.4% |
874.75 |
| ATR |
405.19 |
400.94 |
-4.25 |
-1.0% |
0.00 |
| Volume |
590,173 |
738,071 |
147,898 |
25.1% |
2,489,597 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,563.00 |
12,392.00 |
11,719.75 |
|
| R3 |
12,217.25 |
12,046.25 |
11,624.50 |
|
| R2 |
11,871.50 |
11,871.50 |
11,593.00 |
|
| R1 |
11,700.50 |
11,700.50 |
11,561.25 |
11,613.00 |
| PP |
11,525.75 |
11,525.75 |
11,525.75 |
11,482.00 |
| S1 |
11,354.75 |
11,354.75 |
11,497.75 |
11,267.50 |
| S2 |
11,180.00 |
11,180.00 |
11,466.00 |
|
| S3 |
10,834.25 |
11,009.00 |
11,434.50 |
|
| S4 |
10,488.50 |
10,663.25 |
11,339.25 |
|
|
| 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 |
11,351.00 |
911.00 |
7.9% |
355.00 |
3.1% |
20% |
False |
True |
618,408 |
| 10 |
12,262.00 |
11,068.50 |
1,193.50 |
10.4% |
389.25 |
3.4% |
39% |
False |
False |
658,191 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.5% |
392.50 |
3.4% |
24% |
False |
False |
461,304 |
| 40 |
13,589.00 |
11,068.50 |
2,520.50 |
21.9% |
434.50 |
3.8% |
18% |
False |
False |
231,621 |
| 60 |
15,229.50 |
11,068.50 |
4,161.00 |
36.1% |
428.75 |
3.7% |
11% |
False |
False |
154,759 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.7% |
417.00 |
3.6% |
11% |
False |
False |
116,178 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.7% |
419.75 |
3.6% |
11% |
False |
False |
92,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,166.25 |
|
2.618 |
12,602.00 |
|
1.618 |
12,256.25 |
|
1.000 |
12,042.50 |
|
0.618 |
11,910.50 |
|
HIGH |
11,696.75 |
|
0.618 |
11,564.75 |
|
0.500 |
11,524.00 |
|
0.382 |
11,483.00 |
|
LOW |
11,351.00 |
|
0.618 |
11,137.25 |
|
1.000 |
11,005.25 |
|
1.618 |
10,791.50 |
|
2.618 |
10,445.75 |
|
4.250 |
9,881.50 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,527.50 |
11,762.50 |
| PP |
11,525.75 |
11,685.00 |
| S1 |
11,524.00 |
11,607.25 |
|