| 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 |
1,135.5690 |
1,219.1520 |
83.5830 |
7.4% |
1,095.8320 |
| High |
1,241.9510 |
1,278.3290 |
36.3780 |
2.9% |
1,241.9510 |
| Low |
1,121.4520 |
1,176.1920 |
54.7400 |
4.9% |
883.1590 |
| Close |
1,218.8060 |
1,202.4460 |
-16.3600 |
-1.3% |
1,218.8060 |
| Range |
120.4990 |
102.1370 |
-18.3620 |
-15.2% |
358.7920 |
| ATR |
163.1026 |
158.7479 |
-4.3547 |
-2.7% |
0.0000 |
| Volume |
881,864 |
6,815 |
-875,049 |
-99.2% |
3,223,444 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,525.4000 |
1,466.0600 |
1,258.6214 |
|
| R3 |
1,423.2630 |
1,363.9230 |
1,230.5337 |
|
| R2 |
1,321.1260 |
1,321.1260 |
1,221.1711 |
|
| R1 |
1,261.7860 |
1,261.7860 |
1,211.8086 |
1,240.3875 |
| PP |
1,218.9890 |
1,218.9890 |
1,218.9890 |
1,208.2898 |
| S1 |
1,159.6490 |
1,159.6490 |
1,193.0834 |
1,138.2505 |
| S2 |
1,116.8520 |
1,116.8520 |
1,183.7209 |
|
| S3 |
1,014.7150 |
1,057.5120 |
1,174.3583 |
|
| S4 |
912.5780 |
955.3750 |
1,146.2707 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.0147 |
2,063.7023 |
1,416.1416 |
|
| R3 |
1,832.2227 |
1,704.9103 |
1,317.4738 |
|
| R2 |
1,473.4307 |
1,473.4307 |
1,284.5845 |
|
| R1 |
1,346.1183 |
1,346.1183 |
1,251.6953 |
1,409.7745 |
| PP |
1,114.6387 |
1,114.6387 |
1,114.6387 |
1,146.4668 |
| S1 |
987.3263 |
987.3263 |
1,185.9167 |
1,050.9825 |
| S2 |
755.8467 |
755.8467 |
1,153.0275 |
|
| S3 |
397.0547 |
628.5343 |
1,120.1382 |
|
| S4 |
38.2627 |
269.7423 |
1,021.4704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.3290 |
1,044.5370 |
233.7920 |
19.4% |
102.2618 |
8.5% |
68% |
True |
False |
644,069 |
| 10 |
1,278.3290 |
883.1590 |
395.1700 |
32.9% |
142.5278 |
11.9% |
81% |
True |
False |
898,934 |
| 20 |
2,012.3160 |
883.1590 |
1,129.1570 |
93.9% |
149.2510 |
12.4% |
28% |
False |
False |
593,582 |
| 40 |
2,962.3770 |
883.1590 |
2,079.2180 |
172.9% |
178.8014 |
14.9% |
15% |
False |
False |
537,656 |
| 60 |
3,579.8660 |
883.1590 |
2,696.7070 |
224.3% |
176.8131 |
14.7% |
12% |
False |
False |
451,169 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
224.3% |
175.2568 |
14.6% |
12% |
False |
False |
411,119 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
224.3% |
183.4119 |
15.3% |
12% |
False |
False |
419,470 |
| 120 |
3,845.8040 |
883.1590 |
2,962.6450 |
246.4% |
193.2286 |
16.1% |
11% |
False |
False |
428,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,712.4113 |
|
2.618 |
1,545.7237 |
|
1.618 |
1,443.5867 |
|
1.000 |
1,380.4660 |
|
0.618 |
1,341.4497 |
|
HIGH |
1,278.3290 |
|
0.618 |
1,239.3127 |
|
0.500 |
1,227.2605 |
|
0.382 |
1,215.2083 |
|
LOW |
1,176.1920 |
|
0.618 |
1,113.0713 |
|
1.000 |
1,074.0550 |
|
1.618 |
1,010.9343 |
|
2.618 |
908.7973 |
|
4.250 |
742.1098 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.2605 |
1,189.0272 |
| PP |
1,218.9890 |
1,175.6083 |
| S1 |
1,210.7175 |
1,162.1895 |
|