| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,715.31 |
3,733.89 |
18.58 |
0.5% |
3,838.15 |
| High |
3,779.65 |
3,801.79 |
22.14 |
0.6% |
3,838.15 |
| Low |
3,715.31 |
3,719.60 |
4.29 |
0.1% |
3,636.94 |
| Close |
3,764.79 |
3,759.89 |
-4.90 |
-0.1% |
3,674.84 |
| Range |
64.34 |
82.19 |
17.85 |
27.7% |
201.21 |
| ATR |
99.69 |
98.44 |
-1.25 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,007.00 |
3,965.63 |
3,805.09 |
|
| R3 |
3,924.81 |
3,883.44 |
3,782.49 |
|
| R2 |
3,842.62 |
3,842.62 |
3,774.96 |
|
| R1 |
3,801.25 |
3,801.25 |
3,767.42 |
3,821.94 |
| PP |
3,760.43 |
3,760.43 |
3,760.43 |
3,770.77 |
| S1 |
3,719.06 |
3,719.06 |
3,752.36 |
3,739.75 |
| S2 |
3,678.24 |
3,678.24 |
3,744.82 |
|
| S3 |
3,596.05 |
3,636.87 |
3,737.29 |
|
| S4 |
3,513.86 |
3,554.68 |
3,714.69 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,320.27 |
4,198.77 |
3,785.51 |
|
| R3 |
4,119.06 |
3,997.56 |
3,730.17 |
|
| R2 |
3,917.85 |
3,917.85 |
3,711.73 |
|
| R1 |
3,796.35 |
3,796.35 |
3,693.28 |
3,756.50 |
| PP |
3,716.64 |
3,716.64 |
3,716.64 |
3,696.72 |
| S1 |
3,595.14 |
3,595.14 |
3,656.40 |
3,555.29 |
| S2 |
3,515.43 |
3,515.43 |
3,637.95 |
|
| S3 |
3,314.22 |
3,393.93 |
3,619.51 |
|
| S4 |
3,113.01 |
3,192.72 |
3,564.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,837.56 |
3,636.94 |
200.62 |
5.3% |
83.69 |
2.2% |
61% |
False |
False |
|
| 10 |
4,159.94 |
3,636.94 |
523.00 |
13.9% |
82.32 |
2.2% |
24% |
False |
False |
|
| 20 |
4,176.90 |
3,636.94 |
539.96 |
14.4% |
79.83 |
2.1% |
23% |
False |
False |
|
| 40 |
4,308.45 |
3,636.94 |
671.51 |
17.9% |
91.59 |
2.4% |
18% |
False |
False |
|
| 60 |
4,637.30 |
3,636.94 |
1,000.36 |
26.6% |
83.37 |
2.2% |
12% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.6% |
81.66 |
2.2% |
12% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.6% |
82.43 |
2.2% |
12% |
False |
False |
|
| 120 |
4,818.62 |
3,636.94 |
1,181.68 |
31.4% |
82.31 |
2.2% |
10% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,151.10 |
|
2.618 |
4,016.96 |
|
1.618 |
3,934.77 |
|
1.000 |
3,883.98 |
|
0.618 |
3,852.58 |
|
HIGH |
3,801.79 |
|
0.618 |
3,770.39 |
|
0.500 |
3,760.70 |
|
0.382 |
3,751.00 |
|
LOW |
3,719.60 |
|
0.618 |
3,668.81 |
|
1.000 |
3,637.41 |
|
1.618 |
3,586.62 |
|
2.618 |
3,504.43 |
|
4.250 |
3,370.29 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,760.70 |
3,746.38 |
| PP |
3,760.43 |
3,732.87 |
| S1 |
3,760.16 |
3,719.37 |
|