| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,618.36 |
11,828.07 |
209.71 |
1.8% |
11,448.89 |
| High |
11,729.62 |
12,112.82 |
383.20 |
3.3% |
12,112.82 |
| Low |
11,518.54 |
11,817.57 |
299.03 |
2.6% |
11,423.36 |
| Close |
11,697.68 |
12,105.85 |
408.17 |
3.5% |
12,105.85 |
| Range |
211.08 |
295.25 |
84.17 |
39.9% |
689.46 |
| ATR |
367.09 |
370.53 |
3.43 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,897.83 |
12,797.09 |
12,268.24 |
|
| R3 |
12,602.58 |
12,501.84 |
12,187.04 |
|
| R2 |
12,307.33 |
12,307.33 |
12,159.98 |
|
| R1 |
12,206.59 |
12,206.59 |
12,132.91 |
12,256.96 |
| PP |
12,012.08 |
12,012.08 |
12,012.08 |
12,037.27 |
| S1 |
11,911.34 |
11,911.34 |
12,078.79 |
11,961.71 |
| S2 |
11,716.83 |
11,716.83 |
12,051.72 |
|
| S3 |
11,421.58 |
11,616.09 |
12,024.66 |
|
| S4 |
11,126.33 |
11,320.84 |
11,943.46 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,949.06 |
13,716.91 |
12,485.05 |
|
| R3 |
13,259.60 |
13,027.45 |
12,295.45 |
|
| R2 |
12,570.14 |
12,570.14 |
12,232.25 |
|
| R1 |
12,337.99 |
12,337.99 |
12,169.05 |
12,454.07 |
| PP |
11,880.68 |
11,880.68 |
11,880.68 |
11,938.71 |
| S1 |
11,648.53 |
11,648.53 |
12,042.65 |
11,764.61 |
| S2 |
11,191.22 |
11,191.22 |
11,979.45 |
|
| S3 |
10,501.76 |
10,959.07 |
11,916.25 |
|
| S4 |
9,812.30 |
10,269.61 |
11,726.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,112.82 |
11,089.93 |
1,022.89 |
8.4% |
250.05 |
2.1% |
99% |
True |
False |
|
| 10 |
12,112.82 |
11,037.21 |
1,075.61 |
8.9% |
269.86 |
2.2% |
99% |
True |
False |
|
| 20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.1% |
294.07 |
2.4% |
59% |
False |
False |
|
| 40 |
13,556.67 |
11,037.21 |
2,519.46 |
20.8% |
348.31 |
2.9% |
42% |
False |
False |
|
| 60 |
15,229.01 |
11,037.21 |
4,191.80 |
34.6% |
336.41 |
2.8% |
25% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
34.9% |
337.78 |
2.8% |
25% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
34.9% |
342.20 |
2.8% |
25% |
False |
False |
|
| 120 |
16,507.59 |
11,037.21 |
5,470.38 |
45.2% |
353.87 |
2.9% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,367.63 |
|
2.618 |
12,885.78 |
|
1.618 |
12,590.53 |
|
1.000 |
12,408.07 |
|
0.618 |
12,295.28 |
|
HIGH |
12,112.82 |
|
0.618 |
12,000.03 |
|
0.500 |
11,965.20 |
|
0.382 |
11,930.36 |
|
LOW |
11,817.57 |
|
0.618 |
11,635.11 |
|
1.000 |
11,522.32 |
|
1.618 |
11,339.86 |
|
2.618 |
11,044.61 |
|
4.250 |
10,562.76 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,058.97 |
11,993.26 |
| PP |
12,012.08 |
11,880.68 |
| S1 |
11,965.20 |
11,768.09 |
|