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 |
13,120.0 |
12,956.0 |
-164.0 |
-1.3% |
13,151.0 |
High |
13,155.0 |
12,987.0 |
-168.0 |
-1.3% |
13,420.0 |
Low |
12,923.0 |
12,597.0 |
-326.0 |
-2.5% |
12,813.0 |
Close |
12,993.0 |
12,771.0 |
-222.0 |
-1.7% |
13,116.0 |
Range |
232.0 |
390.0 |
158.0 |
68.1% |
607.0 |
ATR |
296.9 |
304.0 |
7.1 |
2.4% |
0.0 |
Volume |
70,015 |
90,463 |
20,448 |
29.2% |
285,674 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,955.0 |
13,753.0 |
12,985.5 |
|
R3 |
13,565.0 |
13,363.0 |
12,878.3 |
|
R2 |
13,175.0 |
13,175.0 |
12,842.5 |
|
R1 |
12,973.0 |
12,973.0 |
12,806.8 |
12,879.0 |
PP |
12,785.0 |
12,785.0 |
12,785.0 |
12,738.0 |
S1 |
12,583.0 |
12,583.0 |
12,735.3 |
12,489.0 |
S2 |
12,395.0 |
12,395.0 |
12,699.5 |
|
S3 |
12,005.0 |
12,193.0 |
12,663.8 |
|
S4 |
11,615.0 |
11,803.0 |
12,556.5 |
|
|
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 |
12,597.0 |
768.0 |
6.0% |
295.0 |
2.3% |
23% |
False |
True |
67,835 |
10 |
13,420.0 |
12,597.0 |
823.0 |
6.4% |
274.2 |
2.1% |
21% |
False |
True |
64,447 |
20 |
14,670.0 |
12,597.0 |
2,073.0 |
16.2% |
295.8 |
2.3% |
8% |
False |
True |
41,764 |
40 |
14,670.0 |
12,597.0 |
2,073.0 |
16.2% |
259.6 |
2.0% |
8% |
False |
True |
20,907 |
60 |
14,670.0 |
12,597.0 |
2,073.0 |
16.2% |
232.9 |
1.8% |
8% |
False |
True |
13,945 |
80 |
14,921.0 |
12,597.0 |
2,324.0 |
18.2% |
236.2 |
1.8% |
7% |
False |
True |
10,465 |
100 |
15,514.0 |
12,597.0 |
2,917.0 |
22.8% |
213.4 |
1.7% |
6% |
False |
True |
8,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,644.5 |
2.618 |
14,008.0 |
1.618 |
13,618.0 |
1.000 |
13,377.0 |
0.618 |
13,228.0 |
HIGH |
12,987.0 |
0.618 |
12,838.0 |
0.500 |
12,792.0 |
0.382 |
12,746.0 |
LOW |
12,597.0 |
0.618 |
12,356.0 |
1.000 |
12,207.0 |
1.618 |
11,966.0 |
2.618 |
11,576.0 |
4.250 |
10,939.5 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,792.0 |
12,970.5 |
PP |
12,785.0 |
12,904.0 |
S1 |
12,778.0 |
12,837.5 |
|