| 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 |
12,153.29 |
12,021.65 |
-131.64 |
-1.1% |
11,448.89 |
| High |
12,175.64 |
12,133.72 |
-41.92 |
-0.3% |
12,112.82 |
| Low |
11,965.67 |
11,633.55 |
-332.12 |
-2.8% |
11,423.36 |
| Close |
12,008.24 |
11,637.77 |
-370.47 |
-3.1% |
12,105.85 |
| Range |
209.97 |
500.17 |
290.20 |
138.2% |
689.46 |
| ATR |
359.06 |
369.14 |
10.08 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,302.19 |
12,970.15 |
11,912.86 |
|
| R3 |
12,802.02 |
12,469.98 |
11,775.32 |
|
| R2 |
12,301.85 |
12,301.85 |
11,729.47 |
|
| R1 |
11,969.81 |
11,969.81 |
11,683.62 |
11,885.75 |
| PP |
11,801.68 |
11,801.68 |
11,801.68 |
11,759.65 |
| S1 |
11,469.64 |
11,469.64 |
11,591.92 |
11,385.58 |
| S2 |
11,301.51 |
11,301.51 |
11,546.07 |
|
| S3 |
10,801.34 |
10,969.47 |
11,500.22 |
|
| S4 |
10,301.17 |
10,469.30 |
11,362.68 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,949.06 |
13,716.91 |
12,485.05 |
|
| R3 |
13,259.60 |
13,027.45 |
12,295.45 |
|
| R2 |
12,570.14 |
12,570.14 |
12,232.25 |
|
| R1 |
12,337.99 |
12,337.99 |
12,169.05 |
12,454.07 |
| PP |
11,880.68 |
11,880.68 |
11,880.68 |
11,938.71 |
| S1 |
11,648.53 |
11,648.53 |
12,042.65 |
11,764.61 |
| S2 |
11,191.22 |
11,191.22 |
11,979.45 |
|
| S3 |
10,501.76 |
10,959.07 |
11,916.25 |
|
| S4 |
9,812.30 |
10,269.61 |
11,726.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,175.64 |
11,423.36 |
752.28 |
6.5% |
300.24 |
2.6% |
29% |
False |
False |
|
| 10 |
12,175.64 |
11,037.21 |
1,138.43 |
9.8% |
284.74 |
2.4% |
53% |
False |
False |
|
| 20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.7% |
293.96 |
2.5% |
33% |
False |
False |
|
| 40 |
13,556.67 |
11,037.21 |
2,519.46 |
21.6% |
338.63 |
2.9% |
24% |
False |
False |
|
| 60 |
15,161.89 |
11,037.21 |
4,124.68 |
35.4% |
340.38 |
2.9% |
15% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.3% |
337.85 |
2.9% |
14% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.3% |
344.10 |
3.0% |
14% |
False |
False |
|
| 120 |
16,249.23 |
11,037.21 |
5,212.02 |
44.8% |
355.17 |
3.1% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,259.44 |
|
2.618 |
13,443.17 |
|
1.618 |
12,943.00 |
|
1.000 |
12,633.89 |
|
0.618 |
12,442.83 |
|
HIGH |
12,133.72 |
|
0.618 |
11,942.66 |
|
0.500 |
11,883.64 |
|
0.382 |
11,824.61 |
|
LOW |
11,633.55 |
|
0.618 |
11,324.44 |
|
1.000 |
11,133.38 |
|
1.618 |
10,824.27 |
|
2.618 |
10,324.10 |
|
4.250 |
9,507.83 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,883.64 |
11,904.60 |
| PP |
11,801.68 |
11,815.65 |
| S1 |
11,719.73 |
11,726.71 |
|