| 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 |
11,427.74 |
11,618.36 |
190.62 |
1.7% |
11,472.19 |
| High |
11,708.08 |
11,729.62 |
21.54 |
0.2% |
11,751.29 |
| Low |
11,423.36 |
11,518.54 |
95.18 |
0.8% |
11,037.21 |
| Close |
11,527.71 |
11,697.68 |
169.97 |
1.5% |
11,265.99 |
| Range |
284.72 |
211.08 |
-73.64 |
-25.9% |
714.08 |
| ATR |
379.09 |
367.09 |
-12.00 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,281.85 |
12,200.85 |
11,813.77 |
|
| R3 |
12,070.77 |
11,989.77 |
11,755.73 |
|
| R2 |
11,859.69 |
11,859.69 |
11,736.38 |
|
| R1 |
11,778.69 |
11,778.69 |
11,717.03 |
11,819.19 |
| PP |
11,648.61 |
11,648.61 |
11,648.61 |
11,668.87 |
| S1 |
11,567.61 |
11,567.61 |
11,678.33 |
11,608.11 |
| S2 |
11,437.53 |
11,437.53 |
11,658.98 |
|
| S3 |
11,226.45 |
11,356.53 |
11,639.63 |
|
| S4 |
11,015.37 |
11,145.45 |
11,581.59 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,493.74 |
13,093.94 |
11,658.73 |
|
| R3 |
12,779.66 |
12,379.86 |
11,462.36 |
|
| R2 |
12,065.58 |
12,065.58 |
11,396.90 |
|
| R1 |
11,665.78 |
11,665.78 |
11,331.45 |
11,508.64 |
| PP |
11,351.50 |
11,351.50 |
11,351.50 |
11,272.93 |
| S1 |
10,951.70 |
10,951.70 |
11,200.53 |
10,794.56 |
| S2 |
10,637.42 |
10,637.42 |
11,135.08 |
|
| S3 |
9,923.34 |
10,237.62 |
11,069.62 |
|
| S4 |
9,209.26 |
9,523.54 |
10,873.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,729.62 |
11,037.21 |
692.41 |
5.9% |
245.77 |
2.1% |
95% |
True |
False |
|
| 10 |
12,666.41 |
11,037.21 |
1,629.20 |
13.9% |
280.39 |
2.4% |
41% |
False |
False |
|
| 20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.6% |
295.04 |
2.5% |
36% |
False |
False |
|
| 40 |
13,556.67 |
11,037.21 |
2,519.46 |
21.5% |
348.57 |
3.0% |
26% |
False |
False |
|
| 60 |
15,265.42 |
11,037.21 |
4,228.21 |
36.1% |
335.25 |
2.9% |
16% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.1% |
338.63 |
2.9% |
16% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.1% |
344.16 |
2.9% |
16% |
False |
False |
|
| 120 |
16,507.59 |
11,037.21 |
5,470.38 |
46.8% |
352.63 |
3.0% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,626.71 |
|
2.618 |
12,282.23 |
|
1.618 |
12,071.15 |
|
1.000 |
11,940.70 |
|
0.618 |
11,860.07 |
|
HIGH |
11,729.62 |
|
0.618 |
11,648.99 |
|
0.500 |
11,624.08 |
|
0.382 |
11,599.17 |
|
LOW |
11,518.54 |
|
0.618 |
11,388.09 |
|
1.000 |
11,307.46 |
|
1.618 |
11,177.01 |
|
2.618 |
10,965.93 |
|
4.250 |
10,621.45 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,673.15 |
11,657.28 |
| PP |
11,648.61 |
11,616.89 |
| S1 |
11,624.08 |
11,576.49 |
|