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 |
1,843.9 |
1,858.5 |
14.6 |
0.8% |
1,857.0 |
High |
1,853.1 |
1,862.7 |
9.6 |
0.5% |
1,870.0 |
Low |
1,838.0 |
1,842.3 |
4.3 |
0.2% |
1,838.0 |
Close |
1,850.3 |
1,845.1 |
-5.2 |
-0.3% |
1,850.3 |
Range |
15.1 |
20.4 |
5.3 |
35.1% |
32.0 |
ATR |
27.1 |
26.6 |
-0.5 |
-1.8% |
0.0 |
Volume |
5,976 |
9,763 |
3,787 |
63.4% |
24,844 |
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.2 |
1,898.6 |
1,856.3 |
|
R3 |
1,890.8 |
1,878.2 |
1,850.7 |
|
R2 |
1,870.4 |
1,870.4 |
1,848.8 |
|
R1 |
1,857.8 |
1,857.8 |
1,847.0 |
1,853.9 |
PP |
1,850.0 |
1,850.0 |
1,850.0 |
1,848.1 |
S1 |
1,837.4 |
1,837.4 |
1,843.2 |
1,833.5 |
S2 |
1,829.6 |
1,829.6 |
1,841.4 |
|
S3 |
1,809.2 |
1,817.0 |
1,839.5 |
|
S4 |
1,788.8 |
1,796.6 |
1,833.9 |
|
|
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 |
1,870.0 |
1,838.0 |
32.0 |
1.7% |
20.4 |
1.1% |
22% |
False |
False |
6,921 |
10 |
1,900.8 |
1,826.0 |
74.8 |
4.1% |
29.3 |
1.6% |
26% |
False |
False |
6,909 |
20 |
1,900.8 |
1,826.0 |
74.8 |
4.1% |
26.6 |
1.4% |
26% |
False |
False |
6,540 |
40 |
1,941.6 |
1,808.0 |
133.6 |
7.2% |
27.3 |
1.5% |
28% |
False |
False |
4,555 |
60 |
2,024.3 |
1,808.0 |
216.3 |
11.7% |
26.4 |
1.4% |
17% |
False |
False |
3,734 |
80 |
2,091.4 |
1,808.0 |
283.4 |
15.4% |
29.0 |
1.6% |
13% |
False |
False |
3,220 |
100 |
2,091.4 |
1,802.1 |
289.3 |
15.7% |
29.0 |
1.6% |
15% |
False |
False |
2,802 |
120 |
2,091.4 |
1,793.5 |
297.9 |
16.1% |
27.0 |
1.5% |
17% |
False |
False |
2,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.4 |
2.618 |
1,916.1 |
1.618 |
1,895.7 |
1.000 |
1,883.1 |
0.618 |
1,875.3 |
HIGH |
1,862.7 |
0.618 |
1,854.9 |
0.500 |
1,852.5 |
0.382 |
1,850.1 |
LOW |
1,842.3 |
0.618 |
1,829.7 |
1.000 |
1,821.9 |
1.618 |
1,809.3 |
2.618 |
1,788.9 |
4.250 |
1,755.6 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,852.5 |
1,853.3 |
PP |
1,850.0 |
1,850.5 |
S1 |
1,847.6 |
1,847.8 |
|