| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,911.25 |
3,828.25 |
-83.00 |
-2.1% |
3,684.00 |
| High |
3,950.00 |
3,840.00 |
-110.00 |
-2.8% |
3,919.75 |
| Low |
3,821.75 |
3,801.25 |
-20.50 |
-0.5% |
3,661.50 |
| Close |
3,825.50 |
3,821.25 |
-4.25 |
-0.1% |
3,916.25 |
| Range |
128.25 |
38.75 |
-89.50 |
-69.8% |
258.25 |
| ATR |
108.85 |
103.84 |
-5.01 |
-4.6% |
0.00 |
| Volume |
1,791,690 |
1,717,770 |
-73,920 |
-4.1% |
6,397,441 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,937.00 |
3,918.00 |
3,842.50 |
|
| R3 |
3,898.25 |
3,879.25 |
3,832.00 |
|
| R2 |
3,859.50 |
3,859.50 |
3,828.25 |
|
| R1 |
3,840.50 |
3,840.50 |
3,824.75 |
3,830.50 |
| PP |
3,820.75 |
3,820.75 |
3,820.75 |
3,816.00 |
| S1 |
3,801.75 |
3,801.75 |
3,817.75 |
3,792.00 |
| S2 |
3,782.00 |
3,782.00 |
3,814.25 |
|
| S3 |
3,743.25 |
3,763.00 |
3,810.50 |
|
| S4 |
3,704.50 |
3,724.25 |
3,800.00 |
|
|
| 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 |
3,735.00 |
215.00 |
5.6% |
86.25 |
2.3% |
40% |
False |
False |
1,635,530 |
| 10 |
3,950.00 |
3,639.00 |
311.00 |
8.1% |
105.25 |
2.8% |
59% |
False |
False |
1,833,605 |
| 20 |
4,191.00 |
3,639.00 |
552.00 |
14.4% |
103.00 |
2.7% |
33% |
False |
False |
1,340,911 |
| 40 |
4,306.50 |
3,639.00 |
667.50 |
17.5% |
108.25 |
2.8% |
27% |
False |
False |
673,872 |
| 60 |
4,591.50 |
3,639.00 |
952.50 |
24.9% |
103.25 |
2.7% |
19% |
False |
False |
450,079 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.00 |
2.6% |
18% |
False |
False |
337,961 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.0% |
100.25 |
2.6% |
18% |
False |
False |
270,426 |
| 120 |
4,726.00 |
3,639.00 |
1,087.00 |
28.4% |
100.25 |
2.6% |
17% |
False |
False |
225,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,004.75 |
|
2.618 |
3,941.50 |
|
1.618 |
3,902.75 |
|
1.000 |
3,878.75 |
|
0.618 |
3,864.00 |
|
HIGH |
3,840.00 |
|
0.618 |
3,825.25 |
|
0.500 |
3,820.50 |
|
0.382 |
3,816.00 |
|
LOW |
3,801.25 |
|
0.618 |
3,777.25 |
|
1.000 |
3,762.50 |
|
1.618 |
3,738.50 |
|
2.618 |
3,699.75 |
|
4.250 |
3,636.50 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,821.00 |
3,875.50 |
| PP |
3,820.75 |
3,857.50 |
| S1 |
3,820.50 |
3,839.50 |
|