| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,920.76 |
3,913.00 |
-7.76 |
-0.2% |
3,715.31 |
| High |
3,927.72 |
3,944.87 |
17.15 |
0.4% |
3,913.65 |
| Low |
3,889.66 |
3,820.66 |
-69.00 |
-1.8% |
3,715.31 |
| Close |
3,900.11 |
3,821.55 |
-78.56 |
-2.0% |
3,911.74 |
| Range |
38.06 |
124.21 |
86.15 |
226.4% |
198.34 |
| ATR |
92.94 |
95.17 |
2.23 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,234.99 |
4,152.48 |
3,889.87 |
|
| R3 |
4,110.78 |
4,028.27 |
3,855.71 |
|
| R2 |
3,986.57 |
3,986.57 |
3,844.32 |
|
| R1 |
3,904.06 |
3,904.06 |
3,832.94 |
3,883.21 |
| PP |
3,862.36 |
3,862.36 |
3,862.36 |
3,851.94 |
| S1 |
3,779.85 |
3,779.85 |
3,810.16 |
3,759.00 |
| S2 |
3,738.15 |
3,738.15 |
3,798.78 |
|
| S3 |
3,613.94 |
3,655.64 |
3,787.39 |
|
| S4 |
3,489.73 |
3,531.43 |
3,753.23 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,441.92 |
4,375.17 |
4,020.83 |
|
| R3 |
4,243.58 |
4,176.83 |
3,966.28 |
|
| R2 |
4,045.24 |
4,045.24 |
3,948.10 |
|
| R1 |
3,978.49 |
3,978.49 |
3,929.92 |
4,011.87 |
| PP |
3,846.90 |
3,846.90 |
3,846.90 |
3,863.59 |
| S1 |
3,780.15 |
3,780.15 |
3,893.56 |
3,813.53 |
| S2 |
3,648.56 |
3,648.56 |
3,875.38 |
|
| S3 |
3,450.22 |
3,581.81 |
3,857.20 |
|
| S4 |
3,251.88 |
3,383.47 |
3,802.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,944.87 |
3,719.60 |
225.27 |
5.9% |
78.92 |
2.1% |
45% |
True |
False |
|
| 10 |
3,944.87 |
3,636.94 |
307.93 |
8.1% |
80.34 |
2.1% |
60% |
True |
False |
|
| 20 |
4,176.90 |
3,636.94 |
539.96 |
14.1% |
79.13 |
2.1% |
34% |
False |
False |
|
| 40 |
4,307.66 |
3,636.94 |
670.72 |
17.6% |
88.25 |
2.3% |
28% |
False |
False |
|
| 60 |
4,593.45 |
3,636.94 |
956.51 |
25.0% |
84.84 |
2.2% |
19% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.2% |
81.55 |
2.1% |
18% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.2% |
81.96 |
2.1% |
18% |
False |
False |
|
| 120 |
4,797.70 |
3,636.94 |
1,160.76 |
30.4% |
83.76 |
2.2% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,472.76 |
|
2.618 |
4,270.05 |
|
1.618 |
4,145.84 |
|
1.000 |
4,069.08 |
|
0.618 |
4,021.63 |
|
HIGH |
3,944.87 |
|
0.618 |
3,897.42 |
|
0.500 |
3,882.77 |
|
0.382 |
3,868.11 |
|
LOW |
3,820.66 |
|
0.618 |
3,743.90 |
|
1.000 |
3,696.45 |
|
1.618 |
3,619.69 |
|
2.618 |
3,495.48 |
|
4.250 |
3,292.77 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,882.77 |
3,882.77 |
| PP |
3,862.36 |
3,862.36 |
| S1 |
3,841.96 |
3,841.96 |
|