Trading Metrics calculated at close of trading on 27-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
11,828.07 |
12,153.29 |
325.22 |
2.7% |
11,448.89 |
High |
12,112.82 |
12,175.64 |
62.82 |
0.5% |
12,112.82 |
Low |
11,817.57 |
11,965.67 |
148.10 |
1.3% |
11,423.36 |
Close |
12,105.85 |
12,008.24 |
-97.61 |
-0.8% |
12,105.85 |
Range |
295.25 |
209.97 |
-85.28 |
-28.9% |
689.46 |
ATR |
370.53 |
359.06 |
-11.47 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,679.76 |
12,553.97 |
12,123.72 |
|
R3 |
12,469.79 |
12,344.00 |
12,065.98 |
|
R2 |
12,259.82 |
12,259.82 |
12,046.73 |
|
R1 |
12,134.03 |
12,134.03 |
12,027.49 |
12,091.94 |
PP |
12,049.85 |
12,049.85 |
12,049.85 |
12,028.81 |
S1 |
11,924.06 |
11,924.06 |
11,988.99 |
11,881.97 |
S2 |
11,839.88 |
11,839.88 |
11,969.75 |
|
S3 |
11,629.91 |
11,714.09 |
11,950.50 |
|
S4 |
11,419.94 |
11,504.12 |
11,892.76 |
|
|
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 |
12,175.64 |
11,423.36 |
752.28 |
6.3% |
238.44 |
2.0% |
78% |
True |
False |
|
10 |
12,175.64 |
11,037.21 |
1,138.43 |
9.5% |
265.85 |
2.2% |
85% |
True |
False |
|
20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.2% |
282.82 |
2.4% |
53% |
False |
False |
|
40 |
13,556.67 |
11,037.21 |
2,519.46 |
21.0% |
340.95 |
2.8% |
39% |
False |
False |
|
60 |
15,161.89 |
11,037.21 |
4,124.68 |
34.3% |
336.26 |
2.8% |
24% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
35.2% |
336.31 |
2.8% |
23% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
35.2% |
341.45 |
2.8% |
23% |
False |
False |
|
120 |
16,507.59 |
11,037.21 |
5,470.38 |
45.6% |
353.97 |
2.9% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,068.01 |
2.618 |
12,725.34 |
1.618 |
12,515.37 |
1.000 |
12,385.61 |
0.618 |
12,305.40 |
HIGH |
12,175.64 |
0.618 |
12,095.43 |
0.500 |
12,070.66 |
0.382 |
12,045.88 |
LOW |
11,965.67 |
0.618 |
11,835.91 |
1.000 |
11,755.70 |
1.618 |
11,625.94 |
2.618 |
11,415.97 |
4.250 |
11,073.30 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,070.66 |
11,954.52 |
PP |
12,049.85 |
11,900.81 |
S1 |
12,029.05 |
11,847.09 |
|