| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,859.8 |
1,843.9 |
-15.9 |
-0.9% |
1,857.0 |
| High |
1,868.5 |
1,853.1 |
-15.4 |
-0.8% |
1,870.0 |
| Low |
1,843.6 |
1,838.0 |
-5.6 |
-0.3% |
1,838.0 |
| Close |
1,849.7 |
1,850.3 |
0.6 |
0.0% |
1,850.3 |
| Range |
24.9 |
15.1 |
-9.8 |
-39.4% |
32.0 |
| ATR |
28.0 |
27.1 |
-0.9 |
-3.3% |
0.0 |
| Volume |
5,859 |
5,976 |
117 |
2.0% |
24,844 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.4 |
1,886.5 |
1,858.6 |
|
| R3 |
1,877.3 |
1,871.4 |
1,854.5 |
|
| R2 |
1,862.2 |
1,862.2 |
1,853.1 |
|
| R1 |
1,856.3 |
1,856.3 |
1,851.7 |
1,859.3 |
| PP |
1,847.1 |
1,847.1 |
1,847.1 |
1,848.6 |
| S1 |
1,841.2 |
1,841.2 |
1,848.9 |
1,844.2 |
| S2 |
1,832.0 |
1,832.0 |
1,847.5 |
|
| S3 |
1,816.9 |
1,826.1 |
1,846.1 |
|
| S4 |
1,801.8 |
1,811.0 |
1,842.0 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,948.8 |
1,931.5 |
1,867.9 |
|
| R3 |
1,916.8 |
1,899.5 |
1,859.1 |
|
| R2 |
1,884.8 |
1,884.8 |
1,856.2 |
|
| R1 |
1,867.5 |
1,867.5 |
1,853.2 |
1,860.2 |
| PP |
1,852.8 |
1,852.8 |
1,852.8 |
1,849.1 |
| S1 |
1,835.5 |
1,835.5 |
1,847.4 |
1,828.2 |
| S2 |
1,820.8 |
1,820.8 |
1,844.4 |
|
| S3 |
1,788.8 |
1,803.5 |
1,841.5 |
|
| S4 |
1,756.8 |
1,771.5 |
1,832.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,878.9 |
1,838.0 |
40.9 |
2.2% |
20.9 |
1.1% |
30% |
False |
True |
5,658 |
| 10 |
1,900.8 |
1,826.0 |
74.8 |
4.0% |
32.6 |
1.8% |
32% |
False |
False |
6,944 |
| 20 |
1,900.8 |
1,826.0 |
74.8 |
4.0% |
26.4 |
1.4% |
32% |
False |
False |
6,204 |
| 40 |
1,941.6 |
1,808.0 |
133.6 |
7.2% |
27.4 |
1.5% |
32% |
False |
False |
4,356 |
| 60 |
2,024.3 |
1,808.0 |
216.3 |
11.7% |
26.4 |
1.4% |
20% |
False |
False |
3,591 |
| 80 |
2,091.4 |
1,808.0 |
283.4 |
15.3% |
29.2 |
1.6% |
15% |
False |
False |
3,112 |
| 100 |
2,091.4 |
1,802.1 |
289.3 |
15.6% |
28.9 |
1.6% |
17% |
False |
False |
2,713 |
| 120 |
2,091.4 |
1,793.5 |
297.9 |
16.1% |
27.1 |
1.5% |
19% |
False |
False |
2,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.3 |
|
2.618 |
1,892.6 |
|
1.618 |
1,877.5 |
|
1.000 |
1,868.2 |
|
0.618 |
1,862.4 |
|
HIGH |
1,853.1 |
|
0.618 |
1,847.3 |
|
0.500 |
1,845.6 |
|
0.382 |
1,843.8 |
|
LOW |
1,838.0 |
|
0.618 |
1,828.7 |
|
1.000 |
1,822.9 |
|
1.618 |
1,813.6 |
|
2.618 |
1,798.5 |
|
4.250 |
1,773.8 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,848.7 |
1,854.0 |
| PP |
1,847.1 |
1,852.8 |
| S1 |
1,845.6 |
1,851.5 |
|