| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,841.5 |
1,839.5 |
-2.0 |
-0.1% |
1,857.0 |
| High |
1,855.1 |
1,846.8 |
-8.3 |
-0.4% |
1,870.0 |
| Low |
1,831.2 |
1,822.9 |
-8.3 |
-0.5% |
1,838.0 |
| Close |
1,837.8 |
1,827.5 |
-10.3 |
-0.6% |
1,850.3 |
| Range |
23.9 |
23.9 |
0.0 |
0.0% |
32.0 |
| ATR |
25.4 |
25.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
9,585 |
17,319 |
7,734 |
80.7% |
24,844 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.1 |
1,889.7 |
1,840.6 |
|
| R3 |
1,880.2 |
1,865.8 |
1,834.1 |
|
| R2 |
1,856.3 |
1,856.3 |
1,831.9 |
|
| R1 |
1,841.9 |
1,841.9 |
1,829.7 |
1,837.2 |
| PP |
1,832.4 |
1,832.4 |
1,832.4 |
1,830.0 |
| S1 |
1,818.0 |
1,818.0 |
1,825.3 |
1,813.3 |
| S2 |
1,808.5 |
1,808.5 |
1,823.1 |
|
| S3 |
1,784.6 |
1,794.1 |
1,820.9 |
|
| S4 |
1,760.7 |
1,770.2 |
1,814.4 |
|
|
| 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 |
1,862.7 |
1,822.9 |
39.8 |
2.2% |
18.9 |
1.0% |
12% |
False |
True |
9,868 |
| 10 |
1,880.0 |
1,822.9 |
57.1 |
3.1% |
22.7 |
1.2% |
8% |
False |
True |
7,549 |
| 20 |
1,900.8 |
1,822.9 |
77.9 |
4.3% |
26.4 |
1.4% |
6% |
False |
True |
7,805 |
| 40 |
1,933.5 |
1,808.0 |
125.5 |
6.9% |
26.3 |
1.4% |
16% |
False |
False |
5,241 |
| 60 |
2,024.3 |
1,808.0 |
216.3 |
11.8% |
26.1 |
1.4% |
9% |
False |
False |
4,214 |
| 80 |
2,091.4 |
1,808.0 |
283.4 |
15.5% |
28.6 |
1.6% |
7% |
False |
False |
3,595 |
| 100 |
2,091.4 |
1,808.0 |
283.4 |
15.5% |
29.0 |
1.6% |
7% |
False |
False |
3,118 |
| 120 |
2,091.4 |
1,793.5 |
297.9 |
16.3% |
27.0 |
1.5% |
11% |
False |
False |
2,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,948.4 |
|
2.618 |
1,909.4 |
|
1.618 |
1,885.5 |
|
1.000 |
1,870.7 |
|
0.618 |
1,861.6 |
|
HIGH |
1,846.8 |
|
0.618 |
1,837.7 |
|
0.500 |
1,834.9 |
|
0.382 |
1,832.0 |
|
LOW |
1,822.9 |
|
0.618 |
1,808.1 |
|
1.000 |
1,799.0 |
|
1.618 |
1,784.2 |
|
2.618 |
1,760.3 |
|
4.250 |
1,721.3 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,834.9 |
1,839.0 |
| PP |
1,832.4 |
1,835.2 |
| S1 |
1,830.0 |
1,831.3 |
|