| 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 |
3,933.50 |
3,922.25 |
-11.25 |
-0.3% |
3,708.00 |
| High |
3,962.50 |
3,965.00 |
2.50 |
0.1% |
3,934.00 |
| Low |
3,909.00 |
3,837.75 |
-71.25 |
-1.8% |
3,677.50 |
| Close |
3,919.50 |
3,840.75 |
-78.75 |
-2.0% |
3,931.50 |
| Range |
53.50 |
127.25 |
73.75 |
137.9% |
256.50 |
| ATR |
105.31 |
106.87 |
1.57 |
1.5% |
0.00 |
| Volume |
566 |
1,807 |
1,241 |
219.3% |
13,588 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,263.00 |
4,179.00 |
3,910.75 |
|
| R3 |
4,135.75 |
4,051.75 |
3,875.75 |
|
| R2 |
4,008.50 |
4,008.50 |
3,864.00 |
|
| R1 |
3,924.50 |
3,924.50 |
3,852.50 |
3,903.00 |
| PP |
3,881.25 |
3,881.25 |
3,881.25 |
3,870.25 |
| S1 |
3,797.25 |
3,797.25 |
3,829.00 |
3,775.50 |
| S2 |
3,754.00 |
3,754.00 |
3,817.50 |
|
| S3 |
3,626.75 |
3,670.00 |
3,805.75 |
|
| S4 |
3,499.50 |
3,542.75 |
3,770.75 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,617.25 |
4,530.75 |
4,072.50 |
|
| R3 |
4,360.75 |
4,274.25 |
4,002.00 |
|
| R2 |
4,104.25 |
4,104.25 |
3,978.50 |
|
| R1 |
4,017.75 |
4,017.75 |
3,955.00 |
4,061.00 |
| PP |
3,847.75 |
3,847.75 |
3,847.75 |
3,869.25 |
| S1 |
3,761.25 |
3,761.25 |
3,908.00 |
3,804.50 |
| S2 |
3,591.25 |
3,591.25 |
3,884.50 |
|
| S3 |
3,334.75 |
3,504.75 |
3,861.00 |
|
| S4 |
3,078.25 |
3,248.25 |
3,790.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,965.00 |
3,709.00 |
256.00 |
6.7% |
100.00 |
2.6% |
51% |
True |
False |
2,498 |
| 10 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
109.00 |
2.8% |
60% |
True |
False |
2,252 |
| 20 |
4,214.00 |
3,654.50 |
559.50 |
14.6% |
103.75 |
2.7% |
33% |
False |
False |
1,367 |
| 40 |
4,319.00 |
3,654.50 |
664.50 |
17.3% |
108.75 |
2.8% |
28% |
False |
False |
1,007 |
| 60 |
4,604.00 |
3,654.50 |
949.50 |
24.7% |
101.50 |
2.6% |
20% |
False |
False |
754 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.8% |
90.25 |
2.3% |
19% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,505.75 |
|
2.618 |
4,298.25 |
|
1.618 |
4,171.00 |
|
1.000 |
4,092.25 |
|
0.618 |
4,043.75 |
|
HIGH |
3,965.00 |
|
0.618 |
3,916.50 |
|
0.500 |
3,901.50 |
|
0.382 |
3,886.25 |
|
LOW |
3,837.75 |
|
0.618 |
3,759.00 |
|
1.000 |
3,710.50 |
|
1.618 |
3,631.75 |
|
2.618 |
3,504.50 |
|
4.250 |
3,297.00 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,901.50 |
3,881.00 |
| PP |
3,881.25 |
3,867.50 |
| S1 |
3,861.00 |
3,854.00 |
|