| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,202.3880 |
1,161.1220 |
-41.2660 |
-3.4% |
1,095.8320 |
| High |
1,233.9550 |
1,167.4310 |
-66.5240 |
-5.4% |
1,241.9510 |
| Low |
1,153.0440 |
1,087.6390 |
-65.4050 |
-5.7% |
883.1590 |
| Close |
1,161.1290 |
1,109.2860 |
-51.8430 |
-4.5% |
1,218.8060 |
| Range |
80.9110 |
79.7920 |
-1.1190 |
-1.4% |
358.7920 |
| ATR |
153.1882 |
147.9456 |
-5.2426 |
-3.4% |
0.0000 |
| Volume |
739,935 |
882,792 |
142,857 |
19.3% |
3,223,444 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.8280 |
1,314.8490 |
1,153.1716 |
|
| R3 |
1,281.0360 |
1,235.0570 |
1,131.2288 |
|
| R2 |
1,201.2440 |
1,201.2440 |
1,123.9145 |
|
| R1 |
1,155.2650 |
1,155.2650 |
1,116.6003 |
1,138.3585 |
| PP |
1,121.4520 |
1,121.4520 |
1,121.4520 |
1,112.9988 |
| S1 |
1,075.4730 |
1,075.4730 |
1,101.9717 |
1,058.5665 |
| S2 |
1,041.6600 |
1,041.6600 |
1,094.6575 |
|
| S3 |
961.8680 |
995.6810 |
1,087.3432 |
|
| S4 |
882.0760 |
915.8890 |
1,065.4004 |
|
|
| 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 |
1,046.0500 |
232.2790 |
20.9% |
95.6002 |
8.6% |
27% |
False |
False |
645,799 |
| 10 |
1,278.3290 |
883.1590 |
395.1700 |
35.6% |
119.1560 |
10.7% |
57% |
False |
False |
673,983 |
| 20 |
1,918.0350 |
883.1590 |
1,034.8760 |
93.3% |
142.8865 |
12.9% |
22% |
False |
False |
610,669 |
| 40 |
2,962.3770 |
883.1590 |
2,079.2180 |
187.4% |
175.9356 |
15.9% |
11% |
False |
False |
578,042 |
| 60 |
3,553.0210 |
883.1590 |
2,669.8620 |
240.7% |
172.3191 |
15.5% |
8% |
False |
False |
470,434 |
| 80 |
3,579.8660 |
883.1590 |
2,696.7070 |
243.1% |
171.2128 |
15.4% |
8% |
False |
False |
424,563 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
243.1% |
180.2627 |
16.3% |
8% |
False |
False |
423,913 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
243.1% |
189.9762 |
17.1% |
8% |
False |
False |
432,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.5470 |
|
2.618 |
1,376.3265 |
|
1.618 |
1,296.5345 |
|
1.000 |
1,247.2230 |
|
0.618 |
1,216.7425 |
|
HIGH |
1,167.4310 |
|
0.618 |
1,136.9505 |
|
0.500 |
1,127.5350 |
|
0.382 |
1,118.1195 |
|
LOW |
1,087.6390 |
|
0.618 |
1,038.3275 |
|
1.000 |
1,007.8470 |
|
1.618 |
958.5355 |
|
2.618 |
878.7435 |
|
4.250 |
748.5230 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,127.5350 |
1,182.9840 |
| PP |
1,121.4520 |
1,158.4180 |
| S1 |
1,115.3690 |
1,133.8520 |
|