| 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 |
3,922.25 |
3,846.00 |
-76.25 |
-1.9% |
3,708.00 |
| High |
3,965.00 |
3,855.50 |
-109.50 |
-2.8% |
3,934.00 |
| Low |
3,837.75 |
3,817.00 |
-20.75 |
-0.5% |
3,677.50 |
| Close |
3,840.75 |
3,836.50 |
-4.25 |
-0.1% |
3,931.50 |
| Range |
127.25 |
38.50 |
-88.75 |
-69.7% |
256.50 |
| ATR |
106.87 |
101.99 |
-4.88 |
-4.6% |
0.00 |
| Volume |
1,807 |
2,506 |
699 |
38.7% |
13,588 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,951.75 |
3,932.75 |
3,857.75 |
|
| R3 |
3,913.25 |
3,894.25 |
3,847.00 |
|
| R2 |
3,874.75 |
3,874.75 |
3,843.50 |
|
| R1 |
3,855.75 |
3,855.75 |
3,840.00 |
3,846.00 |
| PP |
3,836.25 |
3,836.25 |
3,836.25 |
3,831.50 |
| S1 |
3,817.25 |
3,817.25 |
3,833.00 |
3,807.50 |
| S2 |
3,797.75 |
3,797.75 |
3,829.50 |
|
| S3 |
3,759.25 |
3,778.75 |
3,826.00 |
|
| S4 |
3,720.75 |
3,740.25 |
3,815.25 |
|
|
| 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 |
3,750.00 |
215.00 |
5.6% |
85.50 |
2.2% |
40% |
False |
False |
2,558 |
| 10 |
3,965.00 |
3,654.50 |
310.50 |
8.1% |
103.75 |
2.7% |
59% |
False |
False |
2,370 |
| 20 |
4,200.75 |
3,654.50 |
546.25 |
14.2% |
100.75 |
2.6% |
33% |
False |
False |
1,482 |
| 40 |
4,319.00 |
3,654.50 |
664.50 |
17.3% |
107.00 |
2.8% |
27% |
False |
False |
1,062 |
| 60 |
4,604.00 |
3,654.50 |
949.50 |
24.7% |
101.50 |
2.6% |
19% |
False |
False |
788 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
25.9% |
90.50 |
2.4% |
18% |
False |
False |
623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,019.00 |
|
2.618 |
3,956.25 |
|
1.618 |
3,917.75 |
|
1.000 |
3,894.00 |
|
0.618 |
3,879.25 |
|
HIGH |
3,855.50 |
|
0.618 |
3,840.75 |
|
0.500 |
3,836.25 |
|
0.382 |
3,831.75 |
|
LOW |
3,817.00 |
|
0.618 |
3,793.25 |
|
1.000 |
3,778.50 |
|
1.618 |
3,754.75 |
|
2.618 |
3,716.25 |
|
4.250 |
3,653.50 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,836.50 |
3,891.00 |
| PP |
3,836.25 |
3,872.75 |
| S1 |
3,836.25 |
3,854.75 |
|