| 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 |
3,733.89 |
3,774.71 |
40.82 |
1.1% |
3,838.15 |
| High |
3,801.79 |
3,802.58 |
0.79 |
0.0% |
3,838.15 |
| Low |
3,719.60 |
3,744.34 |
24.74 |
0.7% |
3,636.94 |
| Close |
3,759.89 |
3,795.73 |
35.84 |
1.0% |
3,674.84 |
| Range |
82.19 |
58.24 |
-23.95 |
-29.1% |
201.21 |
| ATR |
98.44 |
95.57 |
-2.87 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,955.60 |
3,933.91 |
3,827.76 |
|
| R3 |
3,897.36 |
3,875.67 |
3,811.75 |
|
| R2 |
3,839.12 |
3,839.12 |
3,806.41 |
|
| R1 |
3,817.43 |
3,817.43 |
3,801.07 |
3,828.28 |
| PP |
3,780.88 |
3,780.88 |
3,780.88 |
3,786.31 |
| S1 |
3,759.19 |
3,759.19 |
3,790.39 |
3,770.04 |
| S2 |
3,722.64 |
3,722.64 |
3,785.05 |
|
| S3 |
3,664.40 |
3,700.95 |
3,779.71 |
|
| S4 |
3,606.16 |
3,642.71 |
3,763.70 |
|
|
| 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 |
3,802.58 |
3,636.94 |
165.64 |
4.4% |
72.79 |
1.9% |
96% |
True |
False |
|
| 10 |
4,119.10 |
3,636.94 |
482.16 |
12.7% |
82.87 |
2.2% |
33% |
False |
False |
|
| 20 |
4,176.90 |
3,636.94 |
539.96 |
14.2% |
78.72 |
2.1% |
29% |
False |
False |
|
| 40 |
4,308.45 |
3,636.94 |
671.51 |
17.7% |
90.47 |
2.4% |
24% |
False |
False |
|
| 60 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
83.38 |
2.2% |
16% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
81.47 |
2.1% |
16% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
81.61 |
2.2% |
16% |
False |
False |
|
| 120 |
4,818.62 |
3,636.94 |
1,181.68 |
31.1% |
82.51 |
2.2% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,050.10 |
|
2.618 |
3,955.05 |
|
1.618 |
3,896.81 |
|
1.000 |
3,860.82 |
|
0.618 |
3,838.57 |
|
HIGH |
3,802.58 |
|
0.618 |
3,780.33 |
|
0.500 |
3,773.46 |
|
0.382 |
3,766.59 |
|
LOW |
3,744.34 |
|
0.618 |
3,708.35 |
|
1.000 |
3,686.10 |
|
1.618 |
3,650.11 |
|
2.618 |
3,591.87 |
|
4.250 |
3,496.82 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,788.31 |
3,783.47 |
| PP |
3,780.88 |
3,771.21 |
| S1 |
3,773.46 |
3,758.95 |
|