| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,785.25 |
3,915.00 |
129.75 |
3.4% |
3,684.00 |
| High |
3,919.75 |
3,948.00 |
28.25 |
0.7% |
3,919.75 |
| Low |
3,781.25 |
3,892.50 |
111.25 |
2.9% |
3,661.50 |
| Close |
3,916.25 |
3,903.75 |
-12.50 |
-0.3% |
3,916.25 |
| Range |
138.50 |
55.50 |
-83.00 |
-59.9% |
258.25 |
| ATR |
111.35 |
107.36 |
-3.99 |
-3.6% |
0.00 |
| Volume |
1,563,128 |
1,497,368 |
-65,760 |
-4.2% |
6,397,441 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,081.25 |
4,048.00 |
3,934.25 |
|
| R3 |
4,025.75 |
3,992.50 |
3,919.00 |
|
| R2 |
3,970.25 |
3,970.25 |
3,914.00 |
|
| R1 |
3,937.00 |
3,937.00 |
3,908.75 |
3,926.00 |
| PP |
3,914.75 |
3,914.75 |
3,914.75 |
3,909.25 |
| S1 |
3,881.50 |
3,881.50 |
3,898.75 |
3,870.50 |
| S2 |
3,859.25 |
3,859.25 |
3,893.50 |
|
| S3 |
3,803.75 |
3,826.00 |
3,888.50 |
|
| S4 |
3,748.25 |
3,770.50 |
3,873.25 |
|
|
| 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 |
3,948.00 |
3,661.50 |
286.50 |
7.3% |
99.75 |
2.6% |
85% |
True |
False |
1,578,961 |
| 10 |
3,948.00 |
3,639.00 |
309.00 |
7.9% |
112.75 |
2.9% |
86% |
True |
False |
2,069,061 |
| 20 |
4,204.75 |
3,639.00 |
565.75 |
14.5% |
105.75 |
2.7% |
47% |
False |
False |
1,167,094 |
| 40 |
4,306.50 |
3,639.00 |
667.50 |
17.1% |
110.75 |
2.8% |
40% |
False |
False |
586,296 |
| 60 |
4,617.25 |
3,639.00 |
978.25 |
25.1% |
102.75 |
2.6% |
27% |
False |
False |
391,658 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
100.00 |
2.6% |
27% |
False |
False |
294,103 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
99.75 |
2.6% |
27% |
False |
False |
235,333 |
| 120 |
4,792.00 |
3,639.00 |
1,153.00 |
29.5% |
99.00 |
2.5% |
23% |
False |
False |
196,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,184.00 |
|
2.618 |
4,093.25 |
|
1.618 |
4,037.75 |
|
1.000 |
4,003.50 |
|
0.618 |
3,982.25 |
|
HIGH |
3,948.00 |
|
0.618 |
3,926.75 |
|
0.500 |
3,920.25 |
|
0.382 |
3,913.75 |
|
LOW |
3,892.50 |
|
0.618 |
3,858.25 |
|
1.000 |
3,837.00 |
|
1.618 |
3,802.75 |
|
2.618 |
3,747.25 |
|
4.250 |
3,656.50 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,920.25 |
3,883.00 |
| PP |
3,914.75 |
3,862.25 |
| S1 |
3,909.25 |
3,841.50 |
|