| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,777.00 |
3,766.75 |
-10.25 |
-0.3% |
3,900.00 |
| High |
3,820.25 |
3,820.50 |
0.25 |
0.0% |
3,900.00 |
| Low |
3,709.00 |
3,750.00 |
41.00 |
1.1% |
3,654.50 |
| Close |
3,778.00 |
3,815.00 |
37.00 |
1.0% |
3,690.75 |
| Range |
111.25 |
70.50 |
-40.75 |
-36.6% |
245.50 |
| ATR |
109.96 |
107.14 |
-2.82 |
-2.6% |
0.00 |
| Volume |
2,205 |
4,427 |
2,222 |
100.8% |
7,767 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,006.75 |
3,981.25 |
3,853.75 |
|
| R3 |
3,936.25 |
3,910.75 |
3,834.50 |
|
| R2 |
3,865.75 |
3,865.75 |
3,828.00 |
|
| R1 |
3,840.25 |
3,840.25 |
3,821.50 |
3,853.00 |
| PP |
3,795.25 |
3,795.25 |
3,795.25 |
3,801.50 |
| S1 |
3,769.75 |
3,769.75 |
3,808.50 |
3,782.50 |
| S2 |
3,724.75 |
3,724.75 |
3,802.00 |
|
| S3 |
3,654.25 |
3,699.25 |
3,795.50 |
|
| S4 |
3,583.75 |
3,628.75 |
3,776.25 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,485.00 |
4,333.25 |
3,825.75 |
|
| R3 |
4,239.50 |
4,087.75 |
3,758.25 |
|
| R2 |
3,994.00 |
3,994.00 |
3,735.75 |
|
| R1 |
3,842.25 |
3,842.25 |
3,713.25 |
3,795.50 |
| PP |
3,748.50 |
3,748.50 |
3,748.50 |
3,725.00 |
| S1 |
3,596.75 |
3,596.75 |
3,668.25 |
3,550.00 |
| S2 |
3,503.00 |
3,503.00 |
3,645.75 |
|
| S3 |
3,257.50 |
3,351.25 |
3,623.25 |
|
| S4 |
3,012.00 |
3,105.75 |
3,555.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,848.00 |
3,654.50 |
193.50 |
5.1% |
113.25 |
3.0% |
83% |
False |
False |
2,874 |
| 10 |
4,156.25 |
3,654.50 |
501.75 |
13.2% |
118.00 |
3.1% |
32% |
False |
False |
1,922 |
| 20 |
4,214.00 |
3,654.50 |
559.50 |
14.7% |
103.75 |
2.7% |
29% |
False |
False |
1,147 |
| 40 |
4,321.25 |
3,654.50 |
666.75 |
17.5% |
109.75 |
2.9% |
24% |
False |
False |
892 |
| 60 |
4,646.25 |
3,654.50 |
991.75 |
26.0% |
99.50 |
2.6% |
16% |
False |
False |
662 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
26.0% |
86.75 |
2.3% |
16% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,120.00 |
|
2.618 |
4,005.00 |
|
1.618 |
3,934.50 |
|
1.000 |
3,891.00 |
|
0.618 |
3,864.00 |
|
HIGH |
3,820.50 |
|
0.618 |
3,793.50 |
|
0.500 |
3,785.25 |
|
0.382 |
3,777.00 |
|
LOW |
3,750.00 |
|
0.618 |
3,706.50 |
|
1.000 |
3,679.50 |
|
1.618 |
3,636.00 |
|
2.618 |
3,565.50 |
|
4.250 |
3,450.50 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,805.00 |
3,793.00 |
| PP |
3,795.25 |
3,771.00 |
| S1 |
3,785.25 |
3,749.00 |
|