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 |
13,151.0 |
13,162.0 |
11.0 |
0.1% |
13,151.0 |
High |
13,365.0 |
13,344.0 |
-21.0 |
-0.2% |
13,420.0 |
Low |
13,101.0 |
13,088.0 |
-13.0 |
-0.1% |
12,813.0 |
Close |
13,195.0 |
13,210.0 |
15.0 |
0.1% |
13,116.0 |
Range |
264.0 |
256.0 |
-8.0 |
-3.0% |
607.0 |
ATR |
300.9 |
297.7 |
-3.2 |
-1.1% |
0.0 |
Volume |
57,616 |
59,097 |
1,481 |
2.6% |
285,674 |
|
Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,982.0 |
13,852.0 |
13,350.8 |
|
R3 |
13,726.0 |
13,596.0 |
13,280.4 |
|
R2 |
13,470.0 |
13,470.0 |
13,256.9 |
|
R1 |
13,340.0 |
13,340.0 |
13,233.5 |
13,405.0 |
PP |
13,214.0 |
13,214.0 |
13,214.0 |
13,246.5 |
S1 |
13,084.0 |
13,084.0 |
13,186.5 |
13,149.0 |
S2 |
12,958.0 |
12,958.0 |
13,163.1 |
|
S3 |
12,702.0 |
12,828.0 |
13,139.6 |
|
S4 |
12,446.0 |
12,572.0 |
13,069.2 |
|
|
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 |
13,365.0 |
12,813.0 |
552.0 |
4.2% |
287.4 |
2.2% |
72% |
False |
False |
62,510 |
10 |
13,646.0 |
12,813.0 |
833.0 |
6.3% |
315.7 |
2.4% |
48% |
False |
False |
58,272 |
20 |
14,670.0 |
12,813.0 |
1,857.0 |
14.1% |
282.7 |
2.1% |
21% |
False |
False |
33,755 |
40 |
14,670.0 |
12,813.0 |
1,857.0 |
14.1% |
250.0 |
1.9% |
21% |
False |
False |
16,895 |
60 |
14,670.0 |
12,813.0 |
1,857.0 |
14.1% |
226.1 |
1.7% |
21% |
False |
False |
11,270 |
80 |
14,921.0 |
12,813.0 |
2,108.0 |
16.0% |
228.5 |
1.7% |
19% |
False |
False |
8,460 |
100 |
15,514.0 |
12,813.0 |
2,701.0 |
20.4% |
207.2 |
1.6% |
15% |
False |
False |
6,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,432.0 |
2.618 |
14,014.2 |
1.618 |
13,758.2 |
1.000 |
13,600.0 |
0.618 |
13,502.2 |
HIGH |
13,344.0 |
0.618 |
13,246.2 |
0.500 |
13,216.0 |
0.382 |
13,185.8 |
LOW |
13,088.0 |
0.618 |
12,929.8 |
1.000 |
12,832.0 |
1.618 |
12,673.8 |
2.618 |
12,417.8 |
4.250 |
12,000.0 |
|
|
Fisher Pivots for day following 28-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
13,216.0 |
13,181.3 |
PP |
13,214.0 |
13,152.7 |
S1 |
13,212.0 |
13,124.0 |
|