| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,915.00 |
3,911.25 |
-3.75 |
-0.1% |
3,684.00 |
| High |
3,948.00 |
3,950.00 |
2.00 |
0.1% |
3,919.75 |
| Low |
3,892.50 |
3,821.75 |
-70.75 |
-1.8% |
3,661.50 |
| Close |
3,903.75 |
3,825.50 |
-78.25 |
-2.0% |
3,916.25 |
| Range |
55.50 |
128.25 |
72.75 |
131.1% |
258.25 |
| ATR |
107.36 |
108.85 |
1.49 |
1.4% |
0.00 |
| Volume |
1,497,368 |
1,791,690 |
294,322 |
19.7% |
6,397,441 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,250.50 |
4,166.25 |
3,896.00 |
|
| R3 |
4,122.25 |
4,038.00 |
3,860.75 |
|
| R2 |
3,994.00 |
3,994.00 |
3,849.00 |
|
| R1 |
3,909.75 |
3,909.75 |
3,837.25 |
3,887.75 |
| PP |
3,865.75 |
3,865.75 |
3,865.75 |
3,854.75 |
| S1 |
3,781.50 |
3,781.50 |
3,813.75 |
3,759.50 |
| S2 |
3,737.50 |
3,737.50 |
3,802.00 |
|
| S3 |
3,609.25 |
3,653.25 |
3,790.25 |
|
| S4 |
3,481.00 |
3,525.00 |
3,755.00 |
|
|
| 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 |
3,950.00 |
3,693.25 |
256.75 |
6.7% |
101.00 |
2.6% |
52% |
True |
False |
1,624,092 |
| 10 |
3,950.00 |
3,639.00 |
311.00 |
8.1% |
111.25 |
2.9% |
60% |
True |
False |
1,932,000 |
| 20 |
4,204.75 |
3,639.00 |
565.75 |
14.8% |
106.00 |
2.8% |
33% |
False |
False |
1,256,313 |
| 40 |
4,306.50 |
3,639.00 |
667.50 |
17.4% |
110.00 |
2.9% |
28% |
False |
False |
631,025 |
| 60 |
4,591.50 |
3,639.00 |
952.50 |
24.9% |
103.50 |
2.7% |
20% |
False |
False |
421,484 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.50 |
2.6% |
19% |
False |
False |
316,495 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.75 |
2.6% |
19% |
False |
False |
253,249 |
| 120 |
4,726.00 |
3,639.00 |
1,087.00 |
28.4% |
100.00 |
2.6% |
17% |
False |
False |
211,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,495.00 |
|
2.618 |
4,285.75 |
|
1.618 |
4,157.50 |
|
1.000 |
4,078.25 |
|
0.618 |
4,029.25 |
|
HIGH |
3,950.00 |
|
0.618 |
3,901.00 |
|
0.500 |
3,886.00 |
|
0.382 |
3,870.75 |
|
LOW |
3,821.75 |
|
0.618 |
3,742.50 |
|
1.000 |
3,693.50 |
|
1.618 |
3,614.25 |
|
2.618 |
3,486.00 |
|
4.250 |
3,276.75 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,886.00 |
3,865.50 |
| PP |
3,865.75 |
3,852.25 |
| S1 |
3,845.50 |
3,839.00 |
|