Trading Metrics calculated at close of trading on 24-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,761.25 |
3,785.25 |
24.00 |
0.6% |
3,684.00 |
High |
3,805.75 |
3,919.75 |
114.00 |
3.0% |
3,919.75 |
Low |
3,735.00 |
3,781.25 |
46.25 |
1.2% |
3,661.50 |
Close |
3,799.75 |
3,916.25 |
116.50 |
3.1% |
3,916.25 |
Range |
70.75 |
138.50 |
67.75 |
95.8% |
258.25 |
ATR |
109.26 |
111.35 |
2.09 |
1.9% |
0.00 |
Volume |
1,607,695 |
1,563,128 |
-44,567 |
-2.8% |
6,397,441 |
|
Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,288.00 |
4,240.50 |
3,992.50 |
|
R3 |
4,149.50 |
4,102.00 |
3,954.25 |
|
R2 |
4,011.00 |
4,011.00 |
3,941.75 |
|
R1 |
3,963.50 |
3,963.50 |
3,929.00 |
3,987.25 |
PP |
3,872.50 |
3,872.50 |
3,872.50 |
3,884.25 |
S1 |
3,825.00 |
3,825.00 |
3,903.50 |
3,848.75 |
S2 |
3,734.00 |
3,734.00 |
3,890.75 |
|
S3 |
3,595.50 |
3,686.50 |
3,878.25 |
|
S4 |
3,457.00 |
3,548.00 |
3,840.00 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,607.25 |
4,520.00 |
4,058.25 |
|
R3 |
4,349.00 |
4,261.75 |
3,987.25 |
|
R2 |
4,090.75 |
4,090.75 |
3,963.50 |
|
R1 |
4,003.50 |
4,003.50 |
3,940.00 |
4,047.00 |
PP |
3,832.50 |
3,832.50 |
3,832.50 |
3,854.25 |
S1 |
3,745.25 |
3,745.25 |
3,892.50 |
3,789.00 |
S2 |
3,574.25 |
3,574.25 |
3,869.00 |
|
S3 |
3,316.00 |
3,487.00 |
3,845.25 |
|
S4 |
3,057.75 |
3,228.75 |
3,774.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,919.75 |
3,639.00 |
280.75 |
7.2% |
103.75 |
2.6% |
99% |
True |
False |
1,721,002 |
10 |
4,030.50 |
3,639.00 |
391.50 |
10.0% |
120.50 |
3.1% |
71% |
False |
False |
2,104,101 |
20 |
4,204.75 |
3,639.00 |
565.75 |
14.4% |
108.75 |
2.8% |
49% |
False |
False |
1,092,459 |
40 |
4,308.50 |
3,639.00 |
669.50 |
17.1% |
112.50 |
2.9% |
41% |
False |
False |
548,932 |
60 |
4,630.75 |
3,639.00 |
991.75 |
25.3% |
102.75 |
2.6% |
28% |
False |
False |
366,738 |
80 |
4,634.00 |
3,639.00 |
995.00 |
25.4% |
100.75 |
2.6% |
28% |
False |
False |
275,391 |
100 |
4,634.00 |
3,639.00 |
995.00 |
25.4% |
100.00 |
2.6% |
28% |
False |
False |
220,360 |
120 |
4,792.00 |
3,639.00 |
1,153.00 |
29.4% |
99.00 |
2.5% |
24% |
False |
False |
183,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,508.50 |
2.618 |
4,282.25 |
1.618 |
4,143.75 |
1.000 |
4,058.25 |
0.618 |
4,005.25 |
HIGH |
3,919.75 |
0.618 |
3,866.75 |
0.500 |
3,850.50 |
0.382 |
3,834.25 |
LOW |
3,781.25 |
0.618 |
3,695.75 |
1.000 |
3,642.75 |
1.618 |
3,557.25 |
2.618 |
3,418.75 |
4.250 |
3,192.50 |
|
|
Fisher Pivots for day following 24-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,894.25 |
3,879.75 |
PP |
3,872.50 |
3,843.00 |
S1 |
3,850.50 |
3,806.50 |
|