| 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 |
11,644.13 |
11,537.83 |
-106.30 |
-0.9% |
11,448.89 |
| High |
11,710.21 |
11,650.96 |
-59.25 |
-0.5% |
12,112.82 |
| Low |
11,542.84 |
11,326.18 |
-216.66 |
-1.9% |
11,423.36 |
| Close |
11,658.26 |
11,503.72 |
-154.54 |
-1.3% |
12,105.85 |
| Range |
167.37 |
324.78 |
157.41 |
94.0% |
689.46 |
| ATR |
354.72 |
353.11 |
-1.62 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,467.96 |
12,310.62 |
11,682.35 |
|
| R3 |
12,143.18 |
11,985.84 |
11,593.03 |
|
| R2 |
11,818.40 |
11,818.40 |
11,563.26 |
|
| R1 |
11,661.06 |
11,661.06 |
11,533.49 |
11,577.34 |
| PP |
11,493.62 |
11,493.62 |
11,493.62 |
11,451.76 |
| S1 |
11,336.28 |
11,336.28 |
11,473.95 |
11,252.56 |
| S2 |
11,168.84 |
11,168.84 |
11,444.18 |
|
| S3 |
10,844.06 |
11,011.50 |
11,414.41 |
|
| S4 |
10,519.28 |
10,686.72 |
11,325.09 |
|
|
| 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 |
11,326.18 |
849.46 |
7.4% |
299.51 |
2.6% |
21% |
False |
True |
|
| 10 |
12,175.64 |
11,037.21 |
1,138.43 |
9.9% |
272.64 |
2.4% |
41% |
False |
False |
|
| 20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.9% |
286.42 |
2.5% |
26% |
False |
False |
|
| 40 |
13,556.67 |
11,037.21 |
2,519.46 |
21.9% |
336.88 |
2.9% |
19% |
False |
False |
|
| 60 |
15,118.97 |
11,037.21 |
4,081.76 |
35.5% |
340.67 |
3.0% |
11% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.8% |
333.77 |
2.9% |
11% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.8% |
341.51 |
3.0% |
11% |
False |
False |
|
| 120 |
16,017.39 |
11,037.21 |
4,980.18 |
43.3% |
352.80 |
3.1% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,031.28 |
|
2.618 |
12,501.23 |
|
1.618 |
12,176.45 |
|
1.000 |
11,975.74 |
|
0.618 |
11,851.67 |
|
HIGH |
11,650.96 |
|
0.618 |
11,526.89 |
|
0.500 |
11,488.57 |
|
0.382 |
11,450.25 |
|
LOW |
11,326.18 |
|
0.618 |
11,125.47 |
|
1.000 |
11,001.40 |
|
1.618 |
10,800.69 |
|
2.618 |
10,475.91 |
|
4.250 |
9,945.87 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,498.67 |
11,729.95 |
| PP |
11,493.62 |
11,654.54 |
| S1 |
11,488.57 |
11,579.13 |
|