| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,825.09 |
3,785.99 |
-39.10 |
-1.0% |
3,715.31 |
| High |
3,836.50 |
3,818.99 |
-17.51 |
-0.5% |
3,913.65 |
| Low |
3,799.13 |
3,738.67 |
-60.46 |
-1.6% |
3,715.31 |
| Close |
3,818.83 |
3,785.38 |
-33.45 |
-0.9% |
3,911.74 |
| Range |
37.37 |
80.32 |
42.95 |
114.9% |
198.34 |
| ATR |
91.05 |
90.28 |
-0.77 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,021.97 |
3,984.00 |
3,829.56 |
|
| R3 |
3,941.65 |
3,903.68 |
3,807.47 |
|
| R2 |
3,861.33 |
3,861.33 |
3,800.11 |
|
| R1 |
3,823.36 |
3,823.36 |
3,792.74 |
3,802.19 |
| PP |
3,781.01 |
3,781.01 |
3,781.01 |
3,770.43 |
| S1 |
3,743.04 |
3,743.04 |
3,778.02 |
3,721.87 |
| S2 |
3,700.69 |
3,700.69 |
3,770.65 |
|
| S3 |
3,620.37 |
3,662.72 |
3,763.29 |
|
| S4 |
3,540.05 |
3,582.40 |
3,741.20 |
|
|
| 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 |
3,738.67 |
206.20 |
5.4% |
74.37 |
2.0% |
23% |
False |
True |
|
| 10 |
3,944.87 |
3,636.94 |
307.93 |
8.1% |
73.58 |
1.9% |
48% |
False |
False |
|
| 20 |
4,176.90 |
3,636.94 |
539.96 |
14.3% |
77.21 |
2.0% |
27% |
False |
False |
|
| 40 |
4,307.66 |
3,636.94 |
670.72 |
17.7% |
87.18 |
2.3% |
22% |
False |
False |
|
| 60 |
4,593.45 |
3,636.94 |
956.51 |
25.3% |
85.37 |
2.3% |
16% |
False |
False |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
80.72 |
2.1% |
15% |
False |
False |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
26.4% |
81.56 |
2.2% |
15% |
False |
False |
|
| 120 |
4,748.83 |
3,636.94 |
1,111.89 |
29.4% |
83.48 |
2.2% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,160.35 |
|
2.618 |
4,029.27 |
|
1.618 |
3,948.95 |
|
1.000 |
3,899.31 |
|
0.618 |
3,868.63 |
|
HIGH |
3,818.99 |
|
0.618 |
3,788.31 |
|
0.500 |
3,778.83 |
|
0.382 |
3,769.35 |
|
LOW |
3,738.67 |
|
0.618 |
3,689.03 |
|
1.000 |
3,658.35 |
|
1.618 |
3,608.71 |
|
2.618 |
3,528.39 |
|
4.250 |
3,397.31 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,783.20 |
3,841.77 |
| PP |
3,781.01 |
3,822.97 |
| S1 |
3,778.83 |
3,804.18 |
|