| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,843.8 |
1,841.5 |
-2.3 |
-0.1% |
1,857.0 |
| High |
1,850.9 |
1,855.1 |
4.2 |
0.2% |
1,870.0 |
| Low |
1,839.6 |
1,831.2 |
-8.4 |
-0.5% |
1,838.0 |
| Close |
1,841.5 |
1,837.8 |
-3.7 |
-0.2% |
1,850.3 |
| Range |
11.3 |
23.9 |
12.6 |
111.5% |
32.0 |
| ATR |
25.5 |
25.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
6,701 |
9,585 |
2,884 |
43.0% |
24,844 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.1 |
1,899.3 |
1,850.9 |
|
| R3 |
1,889.2 |
1,875.4 |
1,844.4 |
|
| R2 |
1,865.3 |
1,865.3 |
1,842.2 |
|
| R1 |
1,851.5 |
1,851.5 |
1,840.0 |
1,846.5 |
| PP |
1,841.4 |
1,841.4 |
1,841.4 |
1,838.8 |
| S1 |
1,827.6 |
1,827.6 |
1,835.6 |
1,822.6 |
| S2 |
1,817.5 |
1,817.5 |
1,833.4 |
|
| S3 |
1,793.6 |
1,803.7 |
1,831.2 |
|
| S4 |
1,769.7 |
1,779.8 |
1,824.7 |
|
|
| 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 |
1,868.5 |
1,831.2 |
37.3 |
2.0% |
19.1 |
1.0% |
18% |
False |
True |
7,576 |
| 10 |
1,880.0 |
1,828.3 |
51.7 |
2.8% |
24.0 |
1.3% |
18% |
False |
False |
6,477 |
| 20 |
1,900.8 |
1,826.0 |
74.8 |
4.1% |
26.3 |
1.4% |
16% |
False |
False |
7,063 |
| 40 |
1,933.5 |
1,808.0 |
125.5 |
6.8% |
26.4 |
1.4% |
24% |
False |
False |
4,902 |
| 60 |
2,024.3 |
1,808.0 |
216.3 |
11.8% |
26.1 |
1.4% |
14% |
False |
False |
3,944 |
| 80 |
2,091.4 |
1,808.0 |
283.4 |
15.4% |
28.8 |
1.6% |
11% |
False |
False |
3,407 |
| 100 |
2,091.4 |
1,807.5 |
283.9 |
15.4% |
29.0 |
1.6% |
11% |
False |
False |
2,963 |
| 120 |
2,091.4 |
1,793.5 |
297.9 |
16.2% |
27.0 |
1.5% |
15% |
False |
False |
2,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.7 |
|
2.618 |
1,917.7 |
|
1.618 |
1,893.8 |
|
1.000 |
1,879.0 |
|
0.618 |
1,869.9 |
|
HIGH |
1,855.1 |
|
0.618 |
1,846.0 |
|
0.500 |
1,843.2 |
|
0.382 |
1,840.3 |
|
LOW |
1,831.2 |
|
0.618 |
1,816.4 |
|
1.000 |
1,807.3 |
|
1.618 |
1,792.5 |
|
2.618 |
1,768.6 |
|
4.250 |
1,729.6 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.2 |
1,847.0 |
| PP |
1,841.4 |
1,843.9 |
| S1 |
1,839.6 |
1,840.9 |
|