| 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 |
1,858.5 |
1,843.8 |
-14.7 |
-0.8% |
1,857.0 |
| High |
1,862.7 |
1,850.9 |
-11.8 |
-0.6% |
1,870.0 |
| Low |
1,842.3 |
1,839.6 |
-2.7 |
-0.1% |
1,838.0 |
| Close |
1,845.1 |
1,841.5 |
-3.6 |
-0.2% |
1,850.3 |
| Range |
20.4 |
11.3 |
-9.1 |
-44.6% |
32.0 |
| ATR |
26.6 |
25.5 |
-1.1 |
-4.1% |
0.0 |
| Volume |
9,763 |
6,701 |
-3,062 |
-31.4% |
24,844 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,877.9 |
1,871.0 |
1,847.7 |
|
| R3 |
1,866.6 |
1,859.7 |
1,844.6 |
|
| R2 |
1,855.3 |
1,855.3 |
1,843.6 |
|
| R1 |
1,848.4 |
1,848.4 |
1,842.5 |
1,846.2 |
| PP |
1,844.0 |
1,844.0 |
1,844.0 |
1,842.9 |
| S1 |
1,837.1 |
1,837.1 |
1,840.5 |
1,834.9 |
| S2 |
1,832.7 |
1,832.7 |
1,839.4 |
|
| S3 |
1,821.4 |
1,825.8 |
1,838.4 |
|
| S4 |
1,810.1 |
1,814.5 |
1,835.3 |
|
|
| 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% |
19.3 |
1.1% |
11% |
False |
False |
6,989 |
| 10 |
1,880.0 |
1,826.0 |
54.0 |
2.9% |
24.3 |
1.3% |
29% |
False |
False |
6,248 |
| 20 |
1,900.8 |
1,826.0 |
74.8 |
4.1% |
26.5 |
1.4% |
21% |
False |
False |
6,792 |
| 40 |
1,933.5 |
1,808.0 |
125.5 |
6.8% |
26.9 |
1.5% |
27% |
False |
False |
4,683 |
| 60 |
2,024.3 |
1,808.0 |
216.3 |
11.7% |
26.0 |
1.4% |
15% |
False |
False |
3,799 |
| 80 |
2,091.4 |
1,808.0 |
283.4 |
15.4% |
29.0 |
1.6% |
12% |
False |
False |
3,293 |
| 100 |
2,091.4 |
1,802.1 |
289.3 |
15.7% |
28.9 |
1.6% |
14% |
False |
False |
2,869 |
| 120 |
2,091.4 |
1,793.5 |
297.9 |
16.2% |
27.0 |
1.5% |
16% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,898.9 |
|
2.618 |
1,880.5 |
|
1.618 |
1,869.2 |
|
1.000 |
1,862.2 |
|
0.618 |
1,857.9 |
|
HIGH |
1,850.9 |
|
0.618 |
1,846.6 |
|
0.500 |
1,845.3 |
|
0.382 |
1,843.9 |
|
LOW |
1,839.6 |
|
0.618 |
1,832.6 |
|
1.000 |
1,828.3 |
|
1.618 |
1,821.3 |
|
2.618 |
1,810.0 |
|
4.250 |
1,791.6 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,845.3 |
1,850.4 |
| PP |
1,844.0 |
1,847.4 |
| S1 |
1,842.8 |
1,844.5 |
|