| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,828.25 |
3,822.75 |
-5.50 |
-0.1% |
3,684.00 |
| High |
3,840.00 |
3,825.00 |
-15.00 |
-0.4% |
3,919.75 |
| Low |
3,801.25 |
3,741.25 |
-60.00 |
-1.6% |
3,661.50 |
| Close |
3,821.25 |
3,789.50 |
-31.75 |
-0.8% |
3,916.25 |
| Range |
38.75 |
83.75 |
45.00 |
116.1% |
258.25 |
| ATR |
103.84 |
102.41 |
-1.44 |
-1.4% |
0.00 |
| Volume |
1,717,770 |
2,394,361 |
676,591 |
39.4% |
6,397,441 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,036.50 |
3,996.75 |
3,835.50 |
|
| R3 |
3,952.75 |
3,913.00 |
3,812.50 |
|
| R2 |
3,869.00 |
3,869.00 |
3,804.75 |
|
| R1 |
3,829.25 |
3,829.25 |
3,797.25 |
3,807.25 |
| PP |
3,785.25 |
3,785.25 |
3,785.25 |
3,774.25 |
| S1 |
3,745.50 |
3,745.50 |
3,781.75 |
3,723.50 |
| S2 |
3,701.50 |
3,701.50 |
3,774.25 |
|
| S3 |
3,617.75 |
3,661.75 |
3,766.50 |
|
| S4 |
3,534.00 |
3,578.00 |
3,743.50 |
|
|
| 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 |
3,741.25 |
208.75 |
5.5% |
89.00 |
2.3% |
23% |
False |
True |
1,792,863 |
| 10 |
3,950.00 |
3,639.00 |
311.00 |
8.2% |
101.50 |
2.7% |
48% |
False |
False |
1,848,298 |
| 20 |
4,191.00 |
3,639.00 |
552.00 |
14.6% |
102.25 |
2.7% |
27% |
False |
False |
1,459,726 |
| 40 |
4,306.50 |
3,639.00 |
667.50 |
17.6% |
108.75 |
2.9% |
23% |
False |
False |
733,674 |
| 60 |
4,591.50 |
3,639.00 |
952.50 |
25.1% |
103.75 |
2.7% |
16% |
False |
False |
489,971 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
26.3% |
99.25 |
2.6% |
15% |
False |
False |
367,879 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
26.3% |
100.25 |
2.6% |
15% |
False |
False |
294,369 |
| 120 |
4,726.00 |
3,639.00 |
1,087.00 |
28.7% |
100.50 |
2.7% |
14% |
False |
False |
245,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,181.00 |
|
2.618 |
4,044.25 |
|
1.618 |
3,960.50 |
|
1.000 |
3,908.75 |
|
0.618 |
3,876.75 |
|
HIGH |
3,825.00 |
|
0.618 |
3,793.00 |
|
0.500 |
3,783.00 |
|
0.382 |
3,773.25 |
|
LOW |
3,741.25 |
|
0.618 |
3,689.50 |
|
1.000 |
3,657.50 |
|
1.618 |
3,605.75 |
|
2.618 |
3,522.00 |
|
4.250 |
3,385.25 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,787.50 |
3,845.50 |
| PP |
3,785.25 |
3,827.00 |
| S1 |
3,783.00 |
3,808.25 |
|