| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,846.00 |
3,836.75 |
-9.25 |
-0.2% |
3,708.00 |
| High |
3,855.50 |
3,839.25 |
-16.25 |
-0.4% |
3,934.00 |
| Low |
3,817.00 |
3,755.75 |
-61.25 |
-1.6% |
3,677.50 |
| Close |
3,836.50 |
3,804.00 |
-32.50 |
-0.8% |
3,931.50 |
| Range |
38.50 |
83.50 |
45.00 |
116.9% |
256.50 |
| ATR |
101.99 |
100.67 |
-1.32 |
-1.3% |
0.00 |
| Volume |
2,506 |
3,325 |
819 |
32.7% |
13,588 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,050.25 |
4,010.50 |
3,850.00 |
|
| R3 |
3,966.75 |
3,927.00 |
3,827.00 |
|
| R2 |
3,883.25 |
3,883.25 |
3,819.25 |
|
| R1 |
3,843.50 |
3,843.50 |
3,811.75 |
3,821.50 |
| PP |
3,799.75 |
3,799.75 |
3,799.75 |
3,788.75 |
| S1 |
3,760.00 |
3,760.00 |
3,796.25 |
3,738.00 |
| S2 |
3,716.25 |
3,716.25 |
3,788.75 |
|
| S3 |
3,632.75 |
3,676.50 |
3,781.00 |
|
| S4 |
3,549.25 |
3,593.00 |
3,758.00 |
|
|
| 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 |
3,755.75 |
209.25 |
5.5% |
88.00 |
2.3% |
23% |
False |
True |
2,337 |
| 10 |
3,965.00 |
3,654.50 |
310.50 |
8.2% |
100.75 |
2.6% |
48% |
False |
False |
2,606 |
| 20 |
4,200.75 |
3,654.50 |
546.25 |
14.4% |
100.50 |
2.6% |
27% |
False |
False |
1,600 |
| 40 |
4,319.00 |
3,654.50 |
664.50 |
17.5% |
107.50 |
2.8% |
22% |
False |
False |
1,130 |
| 60 |
4,604.00 |
3,654.50 |
949.50 |
25.0% |
102.00 |
2.7% |
16% |
False |
False |
843 |
| 80 |
4,646.25 |
3,654.50 |
991.75 |
26.1% |
91.50 |
2.4% |
15% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,194.00 |
|
2.618 |
4,057.75 |
|
1.618 |
3,974.25 |
|
1.000 |
3,922.75 |
|
0.618 |
3,890.75 |
|
HIGH |
3,839.25 |
|
0.618 |
3,807.25 |
|
0.500 |
3,797.50 |
|
0.382 |
3,787.75 |
|
LOW |
3,755.75 |
|
0.618 |
3,704.25 |
|
1.000 |
3,672.25 |
|
1.618 |
3,620.75 |
|
2.618 |
3,537.25 |
|
4.250 |
3,401.00 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,801.75 |
3,860.50 |
| PP |
3,799.75 |
3,841.50 |
| S1 |
3,797.50 |
3,822.75 |
|