| 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 |
1,241.8710 |
1,188.6040 |
-53.2670 |
-4.3% |
1,759.8960 |
| High |
1,258.8250 |
1,227.5840 |
-31.2410 |
-2.5% |
1,918.0350 |
| Low |
1,077.6940 |
1,014.2940 |
-63.4000 |
-5.9% |
1,660.5240 |
| Close |
1,188.5890 |
1,180.3740 |
-8.2150 |
-0.7% |
1,678.1570 |
| Range |
181.1310 |
213.2900 |
32.1590 |
17.8% |
257.5110 |
| ATR |
183.7057 |
185.8188 |
2.1132 |
1.2% |
0.0000 |
| Volume |
1,914,847 |
1,957,389 |
42,542 |
2.2% |
1,043,073 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.6207 |
1,693.7873 |
1,297.6835 |
|
| R3 |
1,567.3307 |
1,480.4973 |
1,239.0288 |
|
| R2 |
1,354.0407 |
1,354.0407 |
1,219.4772 |
|
| R1 |
1,267.2073 |
1,267.2073 |
1,199.9256 |
1,203.9790 |
| PP |
1,140.7507 |
1,140.7507 |
1,140.7507 |
1,109.1365 |
| S1 |
1,053.9173 |
1,053.9173 |
1,160.8224 |
990.6890 |
| S2 |
927.4607 |
927.4607 |
1,141.2708 |
|
| S3 |
714.1707 |
840.6273 |
1,121.7193 |
|
| S4 |
500.8807 |
627.3373 |
1,063.0645 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.7717 |
2,358.9753 |
1,819.7881 |
|
| R3 |
2,267.2607 |
2,101.4643 |
1,748.9725 |
|
| R2 |
2,009.7497 |
2,009.7497 |
1,725.3674 |
|
| R1 |
1,843.9533 |
1,843.9533 |
1,701.7622 |
1,798.0960 |
| PP |
1,752.2387 |
1,752.2387 |
1,752.2387 |
1,729.3100 |
| S1 |
1,586.4423 |
1,586.4423 |
1,654.5518 |
1,540.5850 |
| S2 |
1,494.7277 |
1,494.7277 |
1,630.9467 |
|
| S3 |
1,237.2167 |
1,328.9313 |
1,607.3415 |
|
| S4 |
979.7057 |
1,071.4203 |
1,536.5260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,831.3080 |
1,014.2940 |
817.0140 |
69.2% |
220.0730 |
18.6% |
20% |
False |
True |
779,932 |
| 10 |
1,918.0350 |
1,014.2940 |
903.7410 |
76.6% |
166.6170 |
14.1% |
18% |
False |
True |
547,354 |
| 20 |
2,108.8960 |
1,014.2940 |
1,094.6020 |
92.7% |
153.7673 |
13.0% |
15% |
False |
True |
519,874 |
| 40 |
3,176.1690 |
1,014.2940 |
2,161.8750 |
183.2% |
185.5031 |
15.7% |
8% |
False |
True |
464,145 |
| 60 |
3,579.8660 |
1,014.2940 |
2,565.5720 |
217.4% |
181.8937 |
15.4% |
6% |
False |
True |
399,839 |
| 80 |
3,579.8660 |
1,014.2940 |
2,565.5720 |
217.4% |
184.1867 |
15.6% |
6% |
False |
True |
404,290 |
| 100 |
3,579.8660 |
1,014.2940 |
2,565.5720 |
217.4% |
192.0603 |
16.3% |
6% |
False |
True |
407,875 |
| 120 |
4,149.8130 |
1,014.2940 |
3,135.5190 |
265.6% |
197.3526 |
16.7% |
5% |
False |
True |
405,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.0665 |
|
2.618 |
1,785.9772 |
|
1.618 |
1,572.6872 |
|
1.000 |
1,440.8740 |
|
0.618 |
1,359.3972 |
|
HIGH |
1,227.5840 |
|
0.618 |
1,146.1072 |
|
0.500 |
1,120.9390 |
|
0.382 |
1,095.7708 |
|
LOW |
1,014.2940 |
|
0.618 |
882.4808 |
|
1.000 |
801.0040 |
|
1.618 |
669.1908 |
|
2.618 |
455.9008 |
|
4.250 |
107.8115 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.5623 |
1,349.0660 |
| PP |
1,140.7507 |
1,292.8353 |
| S1 |
1,120.9390 |
1,236.6047 |
|