| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,857.0 |
1,855.5 |
-1.5 |
-0.1% |
1,896.3 |
| High |
1,867.5 |
1,870.0 |
2.5 |
0.1% |
1,900.8 |
| Low |
1,850.8 |
1,845.0 |
-5.8 |
-0.3% |
1,826.0 |
| Close |
1,859.0 |
1,858.5 |
-0.5 |
0.0% |
1,860.6 |
| Range |
16.7 |
25.0 |
8.3 |
49.7% |
74.8 |
| ATR |
28.5 |
28.3 |
-0.3 |
-0.9% |
0.0 |
| Volume |
6,361 |
6,648 |
287 |
4.5% |
34,483 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.8 |
1,920.7 |
1,872.3 |
|
| R3 |
1,907.8 |
1,895.7 |
1,865.4 |
|
| R2 |
1,882.8 |
1,882.8 |
1,863.1 |
|
| R1 |
1,870.7 |
1,870.7 |
1,860.8 |
1,876.8 |
| PP |
1,857.8 |
1,857.8 |
1,857.8 |
1,860.9 |
| S1 |
1,845.7 |
1,845.7 |
1,856.2 |
1,851.8 |
| S2 |
1,832.8 |
1,832.8 |
1,853.9 |
|
| S3 |
1,807.8 |
1,820.7 |
1,851.6 |
|
| S4 |
1,782.8 |
1,795.7 |
1,844.8 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.9 |
2,048.5 |
1,901.7 |
|
| R3 |
2,012.1 |
1,973.7 |
1,881.2 |
|
| R2 |
1,937.3 |
1,937.3 |
1,874.3 |
|
| R1 |
1,898.9 |
1,898.9 |
1,867.5 |
1,880.7 |
| PP |
1,862.5 |
1,862.5 |
1,862.5 |
1,853.4 |
| S1 |
1,824.1 |
1,824.1 |
1,853.7 |
1,805.9 |
| S2 |
1,787.7 |
1,787.7 |
1,846.9 |
|
| S3 |
1,712.9 |
1,749.3 |
1,840.0 |
|
| S4 |
1,638.1 |
1,674.5 |
1,819.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,880.0 |
1,828.3 |
51.7 |
2.8% |
28.9 |
1.6% |
58% |
False |
False |
5,379 |
| 10 |
1,900.8 |
1,826.0 |
74.8 |
4.0% |
31.6 |
1.7% |
43% |
False |
False |
7,975 |
| 20 |
1,900.8 |
1,826.0 |
74.8 |
4.0% |
26.6 |
1.4% |
43% |
False |
False |
5,981 |
| 40 |
1,941.6 |
1,808.0 |
133.6 |
7.2% |
27.4 |
1.5% |
38% |
False |
False |
4,162 |
| 60 |
2,024.3 |
1,808.0 |
216.3 |
11.6% |
27.0 |
1.5% |
23% |
False |
False |
3,469 |
| 80 |
2,091.4 |
1,808.0 |
283.4 |
15.2% |
29.8 |
1.6% |
18% |
False |
False |
2,991 |
| 100 |
2,091.4 |
1,793.5 |
297.9 |
16.0% |
28.8 |
1.5% |
22% |
False |
False |
2,606 |
| 120 |
2,091.4 |
1,793.5 |
297.9 |
16.0% |
27.0 |
1.5% |
22% |
False |
False |
2,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.3 |
|
2.618 |
1,935.5 |
|
1.618 |
1,910.5 |
|
1.000 |
1,895.0 |
|
0.618 |
1,885.5 |
|
HIGH |
1,870.0 |
|
0.618 |
1,860.5 |
|
0.500 |
1,857.5 |
|
0.382 |
1,854.6 |
|
LOW |
1,845.0 |
|
0.618 |
1,829.6 |
|
1.000 |
1,820.0 |
|
1.618 |
1,804.6 |
|
2.618 |
1,779.6 |
|
4.250 |
1,738.8 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,858.2 |
1,862.0 |
| PP |
1,857.8 |
1,860.8 |
| S1 |
1,857.5 |
1,859.7 |
|