| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,766.25 |
3,761.25 |
-5.00 |
-0.1% |
3,877.25 |
| High |
3,805.50 |
3,805.75 |
0.25 |
0.0% |
3,878.50 |
| Low |
3,693.25 |
3,735.00 |
41.75 |
1.1% |
3,639.00 |
| Close |
3,762.75 |
3,799.75 |
37.00 |
1.0% |
3,675.75 |
| Range |
112.25 |
70.75 |
-41.50 |
-37.0% |
239.50 |
| ATR |
112.22 |
109.26 |
-2.96 |
-2.6% |
0.00 |
| Volume |
1,660,579 |
1,607,695 |
-52,884 |
-3.2% |
12,795,803 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,992.50 |
3,966.75 |
3,838.75 |
|
| R3 |
3,921.75 |
3,896.00 |
3,819.25 |
|
| R2 |
3,851.00 |
3,851.00 |
3,812.75 |
|
| R1 |
3,825.25 |
3,825.25 |
3,806.25 |
3,838.00 |
| PP |
3,780.25 |
3,780.25 |
3,780.25 |
3,786.50 |
| S1 |
3,754.50 |
3,754.50 |
3,793.25 |
3,767.50 |
| S2 |
3,709.50 |
3,709.50 |
3,786.75 |
|
| S3 |
3,638.75 |
3,683.75 |
3,780.25 |
|
| S4 |
3,568.00 |
3,613.00 |
3,760.75 |
|
|
| 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 |
3,833.25 |
3,639.00 |
194.25 |
5.1% |
114.25 |
3.0% |
83% |
False |
False |
1,903,733 |
| 10 |
4,145.75 |
3,639.00 |
506.75 |
13.3% |
119.75 |
3.1% |
32% |
False |
False |
2,000,307 |
| 20 |
4,204.75 |
3,639.00 |
565.75 |
14.9% |
106.00 |
2.8% |
28% |
False |
False |
1,014,706 |
| 40 |
4,308.50 |
3,639.00 |
669.50 |
17.6% |
111.25 |
2.9% |
24% |
False |
False |
509,929 |
| 60 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
101.50 |
2.7% |
16% |
False |
False |
340,734 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
100.50 |
2.6% |
16% |
False |
False |
255,855 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.2% |
99.75 |
2.6% |
16% |
False |
False |
204,731 |
| 120 |
4,792.00 |
3,639.00 |
1,153.00 |
30.3% |
97.75 |
2.6% |
14% |
False |
False |
170,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,106.50 |
|
2.618 |
3,991.00 |
|
1.618 |
3,920.25 |
|
1.000 |
3,876.50 |
|
0.618 |
3,849.50 |
|
HIGH |
3,805.75 |
|
0.618 |
3,778.75 |
|
0.500 |
3,770.50 |
|
0.382 |
3,762.00 |
|
LOW |
3,735.00 |
|
0.618 |
3,691.25 |
|
1.000 |
3,664.25 |
|
1.618 |
3,620.50 |
|
2.618 |
3,549.75 |
|
4.250 |
3,434.25 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,790.00 |
3,777.75 |
| PP |
3,780.25 |
3,755.75 |
| S1 |
3,770.50 |
3,733.50 |
|