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 |
12,927.0 |
13,151.0 |
224.0 |
1.7% |
13,151.0 |
High |
13,216.0 |
13,365.0 |
149.0 |
1.1% |
13,420.0 |
Low |
12,883.0 |
13,101.0 |
218.0 |
1.7% |
12,813.0 |
Close |
13,116.0 |
13,195.0 |
79.0 |
0.6% |
13,116.0 |
Range |
333.0 |
264.0 |
-69.0 |
-20.7% |
607.0 |
ATR |
303.7 |
300.9 |
-2.8 |
-0.9% |
0.0 |
Volume |
61,987 |
57,616 |
-4,371 |
-7.1% |
285,674 |
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,012.3 |
13,867.7 |
13,340.2 |
|
R3 |
13,748.3 |
13,603.7 |
13,267.6 |
|
R2 |
13,484.3 |
13,484.3 |
13,243.4 |
|
R1 |
13,339.7 |
13,339.7 |
13,219.2 |
13,412.0 |
PP |
13,220.3 |
13,220.3 |
13,220.3 |
13,256.5 |
S1 |
13,075.7 |
13,075.7 |
13,170.8 |
13,148.0 |
S2 |
12,956.3 |
12,956.3 |
13,146.6 |
|
S3 |
12,692.3 |
12,811.7 |
13,122.4 |
|
S4 |
12,428.3 |
12,547.7 |
13,049.8 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,937.3 |
14,633.7 |
13,449.9 |
|
R3 |
14,330.3 |
14,026.7 |
13,282.9 |
|
R2 |
13,723.3 |
13,723.3 |
13,227.3 |
|
R1 |
13,419.7 |
13,419.7 |
13,171.6 |
13,268.0 |
PP |
13,116.3 |
13,116.3 |
13,116.3 |
13,040.5 |
S1 |
12,812.7 |
12,812.7 |
13,060.4 |
12,661.0 |
S2 |
12,509.3 |
12,509.3 |
13,004.7 |
|
S3 |
11,902.3 |
12,205.7 |
12,949.1 |
|
S4 |
11,295.3 |
11,598.7 |
12,782.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,420.0 |
12,813.0 |
607.0 |
4.6% |
278.6 |
2.1% |
63% |
False |
False |
61,954 |
10 |
13,646.0 |
12,813.0 |
833.0 |
6.3% |
328.3 |
2.5% |
46% |
False |
False |
56,985 |
20 |
14,670.0 |
12,813.0 |
1,857.0 |
14.1% |
279.4 |
2.1% |
21% |
False |
False |
30,807 |
40 |
14,670.0 |
12,813.0 |
1,857.0 |
14.1% |
243.6 |
1.8% |
21% |
False |
False |
15,418 |
60 |
14,709.0 |
12,813.0 |
1,896.0 |
14.4% |
226.9 |
1.7% |
20% |
False |
False |
10,286 |
80 |
14,921.0 |
12,813.0 |
2,108.0 |
16.0% |
229.8 |
1.7% |
18% |
False |
False |
7,722 |
100 |
15,514.0 |
12,813.0 |
2,701.0 |
20.5% |
204.6 |
1.6% |
14% |
False |
False |
6,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,487.0 |
2.618 |
14,056.2 |
1.618 |
13,792.2 |
1.000 |
13,629.0 |
0.618 |
13,528.2 |
HIGH |
13,365.0 |
0.618 |
13,264.2 |
0.500 |
13,233.0 |
0.382 |
13,201.8 |
LOW |
13,101.0 |
0.618 |
12,937.8 |
1.000 |
12,837.0 |
1.618 |
12,673.8 |
2.618 |
12,409.8 |
4.250 |
11,979.0 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
13,233.0 |
13,159.7 |
PP |
13,220.3 |
13,124.3 |
S1 |
13,207.7 |
13,089.0 |
|