| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,684.00 |
3,766.25 |
82.25 |
2.2% |
3,877.25 |
| High |
3,783.75 |
3,805.50 |
21.75 |
0.6% |
3,878.50 |
| Low |
3,661.50 |
3,693.25 |
31.75 |
0.9% |
3,639.00 |
| Close |
3,767.75 |
3,762.75 |
-5.00 |
-0.1% |
3,675.75 |
| Range |
122.25 |
112.25 |
-10.00 |
-8.2% |
239.50 |
| ATR |
112.22 |
112.22 |
0.00 |
0.0% |
0.00 |
| Volume |
1,566,039 |
1,660,579 |
94,540 |
6.0% |
12,795,803 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,090.50 |
4,039.00 |
3,824.50 |
|
| R3 |
3,978.25 |
3,926.75 |
3,793.50 |
|
| R2 |
3,866.00 |
3,866.00 |
3,783.25 |
|
| R1 |
3,814.50 |
3,814.50 |
3,773.00 |
3,784.00 |
| PP |
3,753.75 |
3,753.75 |
3,753.75 |
3,738.75 |
| S1 |
3,702.25 |
3,702.25 |
3,752.50 |
3,672.00 |
| S2 |
3,641.50 |
3,641.50 |
3,742.25 |
|
| S3 |
3,529.25 |
3,590.00 |
3,732.00 |
|
| S4 |
3,417.00 |
3,477.75 |
3,701.00 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,449.50 |
4,302.25 |
3,807.50 |
|
| R3 |
4,210.00 |
4,062.75 |
3,741.50 |
|
| R2 |
3,970.50 |
3,970.50 |
3,719.75 |
|
| R1 |
3,823.25 |
3,823.25 |
3,697.75 |
3,777.00 |
| PP |
3,731.00 |
3,731.00 |
3,731.00 |
3,708.00 |
| S1 |
3,583.75 |
3,583.75 |
3,653.75 |
3,537.50 |
| S2 |
3,491.50 |
3,491.50 |
3,631.75 |
|
| S3 |
3,252.00 |
3,344.25 |
3,610.00 |
|
| S4 |
3,012.50 |
3,104.75 |
3,544.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,843.00 |
3,639.00 |
204.00 |
5.4% |
124.00 |
3.3% |
61% |
False |
False |
2,031,680 |
| 10 |
4,161.75 |
3,639.00 |
522.75 |
13.9% |
118.00 |
3.1% |
24% |
False |
False |
1,850,725 |
| 20 |
4,204.75 |
3,639.00 |
565.75 |
15.0% |
107.25 |
2.8% |
22% |
False |
False |
934,724 |
| 40 |
4,308.50 |
3,639.00 |
669.50 |
17.8% |
113.50 |
3.0% |
18% |
False |
False |
469,816 |
| 60 |
4,634.00 |
3,639.00 |
995.00 |
26.4% |
101.25 |
2.7% |
12% |
False |
False |
313,967 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.4% |
101.25 |
2.7% |
12% |
False |
False |
235,767 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.4% |
100.75 |
2.7% |
12% |
False |
False |
188,655 |
| 120 |
4,792.00 |
3,639.00 |
1,153.00 |
30.6% |
97.50 |
2.6% |
11% |
False |
False |
157,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,282.50 |
|
2.618 |
4,099.25 |
|
1.618 |
3,987.00 |
|
1.000 |
3,917.75 |
|
0.618 |
3,874.75 |
|
HIGH |
3,805.50 |
|
0.618 |
3,762.50 |
|
0.500 |
3,749.50 |
|
0.382 |
3,736.25 |
|
LOW |
3,693.25 |
|
0.618 |
3,624.00 |
|
1.000 |
3,581.00 |
|
1.618 |
3,511.75 |
|
2.618 |
3,399.50 |
|
4.250 |
3,216.25 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,758.25 |
3,749.25 |
| PP |
3,753.75 |
3,735.75 |
| S1 |
3,749.50 |
3,722.25 |
|