| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
21,980.01 |
21,681.82 |
-298.19 |
-1.4% |
29,658.61 |
| High |
22,240.72 |
22,913.74 |
673.02 |
3.0% |
31,724.20 |
| Low |
20,114.36 |
20,523.16 |
408.80 |
2.0% |
28,883.46 |
| Close |
21,680.41 |
20,679.40 |
-1,001.01 |
-4.6% |
29,186.63 |
| Range |
2,126.36 |
2,390.58 |
264.22 |
12.4% |
2,840.74 |
| ATR |
2,261.89 |
2,271.08 |
9.19 |
0.4% |
0.00 |
| Volume |
164,853 |
104,535 |
-60,318 |
-36.6% |
123,203 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,543.84 |
27,002.20 |
21,994.22 |
|
| R3 |
26,153.26 |
24,611.62 |
21,336.81 |
|
| R2 |
23,762.68 |
23,762.68 |
21,117.67 |
|
| R1 |
22,221.04 |
22,221.04 |
20,898.54 |
21,796.57 |
| PP |
21,372.10 |
21,372.10 |
21,372.10 |
21,159.87 |
| S1 |
19,830.46 |
19,830.46 |
20,460.26 |
19,405.99 |
| S2 |
18,981.52 |
18,981.52 |
20,241.13 |
|
| S3 |
16,590.94 |
17,439.88 |
20,021.99 |
|
| S4 |
14,200.36 |
15,049.30 |
19,364.58 |
|
|
| 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 |
30,323.87 |
20,114.36 |
10,209.51 |
49.4% |
3,036.94 |
14.7% |
6% |
False |
False |
83,057 |
| 10 |
31,724.20 |
20,114.36 |
11,609.84 |
56.1% |
2,348.23 |
11.4% |
5% |
False |
False |
53,792 |
| 20 |
32,329.54 |
20,114.36 |
12,215.18 |
59.1% |
1,917.40 |
9.3% |
5% |
False |
False |
39,751 |
| 40 |
42,946.95 |
20,114.36 |
22,832.59 |
110.4% |
2,199.91 |
10.6% |
2% |
False |
False |
36,429 |
| 60 |
48,187.21 |
20,114.36 |
28,072.85 |
135.8% |
2,094.20 |
10.1% |
2% |
False |
False |
30,090 |
| 80 |
48,187.21 |
20,114.36 |
28,072.85 |
135.8% |
2,199.02 |
10.6% |
2% |
False |
False |
32,890 |
| 100 |
48,187.21 |
20,114.36 |
28,072.85 |
135.8% |
2,190.70 |
10.6% |
2% |
False |
False |
34,032 |
| 120 |
52,007.04 |
20,114.36 |
31,892.68 |
154.2% |
2,224.10 |
10.8% |
2% |
False |
False |
35,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
33,073.71 |
|
2.618 |
29,172.28 |
|
1.618 |
26,781.70 |
|
1.000 |
25,304.32 |
|
0.618 |
24,391.12 |
|
HIGH |
22,913.74 |
|
0.618 |
22,000.54 |
|
0.500 |
21,718.45 |
|
0.382 |
21,436.36 |
|
LOW |
20,523.16 |
|
0.618 |
19,045.78 |
|
1.000 |
18,132.58 |
|
1.618 |
16,655.20 |
|
2.618 |
14,264.62 |
|
4.250 |
10,363.20 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,718.45 |
21,730.55 |
| PP |
21,372.10 |
21,380.16 |
| S1 |
21,025.75 |
21,029.78 |
|