| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
23,239.77 |
21,980.01 |
-1,259.76 |
-5.4% |
29,658.61 |
| High |
23,346.73 |
22,240.72 |
-1,106.01 |
-4.7% |
31,724.20 |
| Low |
20,885.96 |
20,114.36 |
-771.60 |
-3.7% |
28,883.46 |
| Close |
21,980.01 |
21,680.41 |
-299.60 |
-1.4% |
29,186.63 |
| Range |
2,460.77 |
2,126.36 |
-334.41 |
-13.6% |
2,840.74 |
| ATR |
2,272.31 |
2,261.89 |
-10.43 |
-0.5% |
0.00 |
| Volume |
143,467 |
164,853 |
21,386 |
14.9% |
123,203 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,724.24 |
26,828.69 |
22,849.91 |
|
| R3 |
25,597.88 |
24,702.33 |
22,265.16 |
|
| R2 |
23,471.52 |
23,471.52 |
22,070.24 |
|
| R1 |
22,575.97 |
22,575.97 |
21,875.33 |
21,960.57 |
| PP |
21,345.16 |
21,345.16 |
21,345.16 |
21,037.46 |
| S1 |
20,449.61 |
20,449.61 |
21,485.49 |
19,834.21 |
| S2 |
19,218.80 |
19,218.80 |
21,290.58 |
|
| S3 |
17,092.44 |
18,323.25 |
21,095.66 |
|
| S4 |
14,966.08 |
16,196.89 |
20,510.91 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,453.65 |
36,660.88 |
30,749.04 |
|
| R3 |
35,612.91 |
33,820.14 |
29,967.83 |
|
| R2 |
32,772.17 |
32,772.17 |
29,707.43 |
|
| R1 |
30,979.40 |
30,979.40 |
29,447.03 |
30,455.42 |
| PP |
29,931.43 |
29,931.43 |
29,931.43 |
29,669.44 |
| S1 |
28,138.66 |
28,138.66 |
28,926.23 |
27,614.68 |
| S2 |
27,090.69 |
27,090.69 |
28,665.83 |
|
| S3 |
24,249.95 |
25,297.92 |
28,405.43 |
|
| S4 |
21,409.21 |
22,457.18 |
27,624.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,655.74 |
20,114.36 |
10,541.38 |
48.6% |
2,699.74 |
12.5% |
15% |
False |
True |
62,226 |
| 10 |
31,724.20 |
20,114.36 |
11,609.84 |
53.5% |
2,196.23 |
10.1% |
13% |
False |
True |
45,865 |
| 20 |
32,329.54 |
20,114.36 |
12,215.18 |
56.3% |
1,895.13 |
8.7% |
13% |
False |
True |
36,120 |
| 40 |
42,946.95 |
20,114.36 |
22,832.59 |
105.3% |
2,171.98 |
10.0% |
7% |
False |
True |
34,683 |
| 60 |
48,187.21 |
20,114.36 |
28,072.85 |
129.5% |
2,093.34 |
9.7% |
6% |
False |
True |
28,352 |
| 80 |
48,187.21 |
20,114.36 |
28,072.85 |
129.5% |
2,192.46 |
10.1% |
6% |
False |
True |
32,339 |
| 100 |
48,187.21 |
20,114.36 |
28,072.85 |
129.5% |
2,210.11 |
10.2% |
6% |
False |
True |
32,998 |
| 120 |
52,007.04 |
20,114.36 |
31,892.68 |
147.1% |
2,231.44 |
10.3% |
5% |
False |
True |
34,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,277.75 |
|
2.618 |
27,807.53 |
|
1.618 |
25,681.17 |
|
1.000 |
24,367.08 |
|
0.618 |
23,554.81 |
|
HIGH |
22,240.72 |
|
0.618 |
21,428.45 |
|
0.500 |
21,177.54 |
|
0.382 |
20,926.63 |
|
LOW |
20,114.36 |
|
0.618 |
18,800.27 |
|
1.000 |
17,988.00 |
|
1.618 |
16,673.91 |
|
2.618 |
14,547.55 |
|
4.250 |
11,077.33 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,512.79 |
24,762.65 |
| PP |
21,345.16 |
23,735.24 |
| S1 |
21,177.54 |
22,707.82 |
|