| 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 |
1,188.6040 |
1,180.6240 |
-7.9800 |
-0.7% |
1,759.8960 |
| High |
1,227.5840 |
1,254.0420 |
26.4580 |
2.2% |
1,918.0350 |
| Low |
1,014.2940 |
1,083.7550 |
69.4610 |
6.8% |
1,660.5240 |
| Close |
1,180.3740 |
1,097.9780 |
-82.3960 |
-7.0% |
1,678.1570 |
| Range |
213.2900 |
170.2870 |
-43.0030 |
-20.2% |
257.5110 |
| ATR |
185.8188 |
184.7094 |
-1.1094 |
-0.6% |
0.0000 |
| Volume |
1,957,389 |
1,101,945 |
-855,444 |
-43.7% |
1,043,073 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,656.1193 |
1,547.3357 |
1,191.6359 |
|
| R3 |
1,485.8323 |
1,377.0487 |
1,144.8069 |
|
| R2 |
1,315.5453 |
1,315.5453 |
1,129.1973 |
|
| R1 |
1,206.7617 |
1,206.7617 |
1,113.5876 |
1,176.0100 |
| PP |
1,145.2583 |
1,145.2583 |
1,145.2583 |
1,129.8825 |
| S1 |
1,036.4747 |
1,036.4747 |
1,082.3684 |
1,005.7230 |
| S2 |
974.9713 |
974.9713 |
1,066.7587 |
|
| S3 |
804.6843 |
866.1877 |
1,051.1491 |
|
| S4 |
634.3973 |
695.9007 |
1,004.3202 |
|
|
| 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 |
1,801.7370 |
1,014.2940 |
787.4430 |
71.7% |
243.3520 |
22.2% |
11% |
False |
False |
999,715 |
| 10 |
1,918.0350 |
1,014.2940 |
903.7410 |
82.3% |
177.8809 |
16.2% |
9% |
False |
False |
603,662 |
| 20 |
2,086.6460 |
1,014.2940 |
1,072.3520 |
97.7% |
153.6758 |
14.0% |
8% |
False |
False |
552,606 |
| 40 |
3,176.1690 |
1,014.2940 |
2,161.8750 |
196.9% |
186.6191 |
17.0% |
4% |
False |
False |
485,463 |
| 60 |
3,579.8660 |
1,014.2940 |
2,565.5720 |
233.7% |
182.0796 |
16.6% |
3% |
False |
False |
418,130 |
| 80 |
3,579.8660 |
1,014.2940 |
2,565.5720 |
233.7% |
184.4034 |
16.8% |
3% |
False |
False |
409,948 |
| 100 |
3,579.8660 |
1,014.2940 |
2,565.5720 |
233.7% |
189.0201 |
17.2% |
3% |
False |
False |
418,752 |
| 120 |
4,136.7400 |
1,014.2940 |
3,122.4460 |
284.4% |
196.6508 |
17.9% |
3% |
False |
False |
411,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.7618 |
|
2.618 |
1,699.8534 |
|
1.618 |
1,529.5664 |
|
1.000 |
1,424.3290 |
|
0.618 |
1,359.2794 |
|
HIGH |
1,254.0420 |
|
0.618 |
1,188.9924 |
|
0.500 |
1,168.8985 |
|
0.382 |
1,148.8046 |
|
LOW |
1,083.7550 |
|
0.618 |
978.5176 |
|
1.000 |
913.4680 |
|
1.618 |
808.2306 |
|
2.618 |
637.9436 |
|
4.250 |
360.0353 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,168.8985 |
1,136.5595 |
| PP |
1,145.2583 |
1,123.6990 |
| S1 |
1,121.6182 |
1,110.8385 |
|