| 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 |
12,021.65 |
11,644.13 |
-377.52 |
-3.1% |
11,448.89 |
| High |
12,133.72 |
11,710.21 |
-423.51 |
-3.5% |
12,112.82 |
| Low |
11,633.55 |
11,542.84 |
-90.71 |
-0.8% |
11,423.36 |
| Close |
11,637.77 |
11,658.26 |
20.49 |
0.2% |
12,105.85 |
| Range |
500.17 |
167.37 |
-332.80 |
-66.5% |
689.46 |
| ATR |
369.14 |
354.72 |
-14.41 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,139.21 |
12,066.11 |
11,750.31 |
|
| R3 |
11,971.84 |
11,898.74 |
11,704.29 |
|
| R2 |
11,804.47 |
11,804.47 |
11,688.94 |
|
| R1 |
11,731.37 |
11,731.37 |
11,673.60 |
11,767.92 |
| PP |
11,637.10 |
11,637.10 |
11,637.10 |
11,655.38 |
| S1 |
11,564.00 |
11,564.00 |
11,642.92 |
11,600.55 |
| S2 |
11,469.73 |
11,469.73 |
11,627.58 |
|
| S3 |
11,302.36 |
11,396.63 |
11,612.23 |
|
| S4 |
11,134.99 |
11,229.26 |
11,566.21 |
|
|
| 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 |
11,518.54 |
657.10 |
5.6% |
276.77 |
2.4% |
21% |
False |
False |
|
| 10 |
12,175.64 |
11,037.21 |
1,138.43 |
9.8% |
280.24 |
2.4% |
55% |
False |
False |
|
| 20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.7% |
288.30 |
2.5% |
34% |
False |
False |
|
| 40 |
13,556.67 |
11,037.21 |
2,519.46 |
21.6% |
333.64 |
2.9% |
25% |
False |
False |
|
| 60 |
15,161.89 |
11,037.21 |
4,124.68 |
35.4% |
339.80 |
2.9% |
15% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.3% |
336.77 |
2.9% |
15% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.3% |
342.06 |
2.9% |
15% |
False |
False |
|
| 120 |
16,017.39 |
11,037.21 |
4,980.18 |
42.7% |
352.52 |
3.0% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,421.53 |
|
2.618 |
12,148.38 |
|
1.618 |
11,981.01 |
|
1.000 |
11,877.58 |
|
0.618 |
11,813.64 |
|
HIGH |
11,710.21 |
|
0.618 |
11,646.27 |
|
0.500 |
11,626.53 |
|
0.382 |
11,606.78 |
|
LOW |
11,542.84 |
|
0.618 |
11,439.41 |
|
1.000 |
11,375.47 |
|
1.618 |
11,272.04 |
|
2.618 |
11,104.67 |
|
4.250 |
10,831.52 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,647.68 |
11,859.24 |
| PP |
11,637.10 |
11,792.25 |
| S1 |
11,626.53 |
11,725.25 |
|