| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,690.0 |
1,703.5 |
13.5 |
0.8% |
1,672.0 |
| High |
1,715.2 |
1,765.0 |
49.8 |
2.9% |
1,765.0 |
| Low |
1,676.5 |
1,701.8 |
25.3 |
1.5% |
1,657.3 |
| Close |
1,711.8 |
1,761.7 |
49.9 |
2.9% |
1,761.7 |
| Range |
38.7 |
63.2 |
24.5 |
63.3% |
107.7 |
| ATR |
56.2 |
56.7 |
0.5 |
0.9% |
0.0 |
| Volume |
205,433 |
245,418 |
39,985 |
19.5% |
895,683 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.4 |
1,910.3 |
1,796.5 |
|
| R3 |
1,869.2 |
1,847.1 |
1,779.1 |
|
| R2 |
1,806.0 |
1,806.0 |
1,773.3 |
|
| R1 |
1,783.9 |
1,783.9 |
1,767.5 |
1,795.0 |
| PP |
1,742.8 |
1,742.8 |
1,742.8 |
1,748.4 |
| S1 |
1,720.7 |
1,720.7 |
1,755.9 |
1,731.8 |
| S2 |
1,679.6 |
1,679.6 |
1,750.1 |
|
| S3 |
1,616.4 |
1,657.5 |
1,744.3 |
|
| S4 |
1,553.2 |
1,594.3 |
1,726.9 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.1 |
2,014.1 |
1,820.9 |
|
| R3 |
1,943.4 |
1,906.4 |
1,791.3 |
|
| R2 |
1,835.7 |
1,835.7 |
1,781.4 |
|
| R1 |
1,798.7 |
1,798.7 |
1,771.6 |
1,817.2 |
| PP |
1,728.0 |
1,728.0 |
1,728.0 |
1,737.3 |
| S1 |
1,691.0 |
1,691.0 |
1,751.8 |
1,709.5 |
| S2 |
1,620.3 |
1,620.3 |
1,742.0 |
|
| S3 |
1,512.6 |
1,583.3 |
1,732.1 |
|
| S4 |
1,404.9 |
1,475.6 |
1,702.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,765.0 |
1,649.8 |
115.2 |
6.5% |
48.7 |
2.8% |
97% |
True |
False |
232,219 |
| 10 |
1,856.8 |
1,640.7 |
216.1 |
12.3% |
61.8 |
3.5% |
56% |
False |
False |
299,412 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
15.9% |
54.9 |
3.1% |
43% |
False |
False |
154,921 |
| 40 |
1,952.7 |
1,640.7 |
312.0 |
17.7% |
58.9 |
3.3% |
39% |
False |
False |
77,530 |
| 60 |
2,132.6 |
1,640.7 |
491.9 |
27.9% |
54.2 |
3.1% |
25% |
False |
False |
51,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,033.6 |
|
2.618 |
1,930.5 |
|
1.618 |
1,867.3 |
|
1.000 |
1,828.2 |
|
0.618 |
1,804.1 |
|
HIGH |
1,765.0 |
|
0.618 |
1,740.9 |
|
0.500 |
1,733.4 |
|
0.382 |
1,725.9 |
|
LOW |
1,701.8 |
|
0.618 |
1,662.7 |
|
1.000 |
1,638.6 |
|
1.618 |
1,599.5 |
|
2.618 |
1,536.3 |
|
4.250 |
1,433.2 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,752.3 |
1,745.1 |
| PP |
1,742.8 |
1,728.5 |
| S1 |
1,733.4 |
1,711.9 |
|