Trading Metrics calculated at close of trading on 09-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,150.75 |
4,116.00 |
-34.75 |
-0.8% |
4,164.50 |
High |
4,160.00 |
4,144.25 |
-15.75 |
-0.4% |
4,202.25 |
Low |
4,105.25 |
4,014.75 |
-90.50 |
-2.2% |
4,071.50 |
Close |
4,114.00 |
4,016.25 |
-97.75 |
-2.4% |
4,107.00 |
Range |
54.75 |
129.50 |
74.75 |
136.5% |
130.75 |
ATR |
99.54 |
101.68 |
2.14 |
2.1% |
0.00 |
Volume |
1,706,628 |
2,024,783 |
318,155 |
18.6% |
7,181,118 |
|
Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,447.00 |
4,361.00 |
4,087.50 |
|
R3 |
4,317.50 |
4,231.50 |
4,051.75 |
|
R2 |
4,188.00 |
4,188.00 |
4,040.00 |
|
R1 |
4,102.00 |
4,102.00 |
4,028.00 |
4,080.25 |
PP |
4,058.50 |
4,058.50 |
4,058.50 |
4,047.50 |
S1 |
3,972.50 |
3,972.50 |
4,004.50 |
3,950.75 |
S2 |
3,929.00 |
3,929.00 |
3,992.50 |
|
S3 |
3,799.50 |
3,843.00 |
3,980.75 |
|
S4 |
3,670.00 |
3,713.50 |
3,945.00 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.25 |
4,443.75 |
4,179.00 |
|
R3 |
4,388.50 |
4,313.00 |
4,143.00 |
|
R2 |
4,257.75 |
4,257.75 |
4,131.00 |
|
R1 |
4,182.25 |
4,182.25 |
4,119.00 |
4,154.50 |
PP |
4,127.00 |
4,127.00 |
4,127.00 |
4,113.00 |
S1 |
4,051.50 |
4,051.50 |
4,095.00 |
4,024.00 |
S2 |
3,996.25 |
3,996.25 |
4,083.00 |
|
S3 |
3,865.50 |
3,920.75 |
4,071.00 |
|
S4 |
3,734.75 |
3,790.00 |
4,035.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,189.00 |
4,014.75 |
174.25 |
4.3% |
85.75 |
2.1% |
1% |
False |
True |
1,679,995 |
10 |
4,202.25 |
3,960.50 |
241.75 |
6.0% |
96.75 |
2.4% |
23% |
False |
False |
1,708,896 |
20 |
4,202.25 |
3,807.50 |
394.75 |
9.8% |
100.50 |
2.5% |
53% |
False |
False |
1,858,321 |
40 |
4,509.00 |
3,807.50 |
701.50 |
17.5% |
106.50 |
2.6% |
30% |
False |
False |
1,872,713 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.5% |
95.75 |
2.4% |
25% |
False |
False |
1,717,847 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.5% |
101.25 |
2.5% |
25% |
False |
False |
1,373,228 |
100 |
4,663.50 |
3,807.50 |
856.00 |
21.3% |
102.75 |
2.6% |
24% |
False |
False |
1,099,158 |
120 |
4,800.00 |
3,807.50 |
992.50 |
24.7% |
95.75 |
2.4% |
21% |
False |
False |
916,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.50 |
2.618 |
4,483.25 |
1.618 |
4,353.75 |
1.000 |
4,273.75 |
0.618 |
4,224.25 |
HIGH |
4,144.25 |
0.618 |
4,094.75 |
0.500 |
4,079.50 |
0.382 |
4,064.25 |
LOW |
4,014.75 |
0.618 |
3,934.75 |
1.000 |
3,885.25 |
1.618 |
3,805.25 |
2.618 |
3,675.75 |
4.250 |
3,464.50 |
|
|
Fisher Pivots for day following 09-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,079.50 |
4,089.50 |
PP |
4,058.50 |
4,065.00 |
S1 |
4,037.25 |
4,040.50 |
|