Trading Metrics calculated at close of trading on 10-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,116.00 |
4,025.25 |
-90.75 |
-2.2% |
4,110.50 |
High |
4,144.25 |
4,029.50 |
-114.75 |
-2.8% |
4,168.25 |
Low |
4,014.75 |
3,895.25 |
-119.50 |
-3.0% |
3,895.25 |
Close |
4,016.25 |
3,899.00 |
-117.25 |
-2.9% |
3,899.00 |
Range |
129.50 |
134.25 |
4.75 |
3.7% |
273.00 |
ATR |
101.68 |
104.01 |
2.33 |
2.3% |
0.00 |
Volume |
2,024,783 |
2,117,225 |
92,442 |
4.6% |
8,984,437 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,344.00 |
4,255.75 |
3,972.75 |
|
R3 |
4,209.75 |
4,121.50 |
3,936.00 |
|
R2 |
4,075.50 |
4,075.50 |
3,923.50 |
|
R1 |
3,987.25 |
3,987.25 |
3,911.25 |
3,964.25 |
PP |
3,941.25 |
3,941.25 |
3,941.25 |
3,929.75 |
S1 |
3,853.00 |
3,853.00 |
3,886.75 |
3,830.00 |
S2 |
3,807.00 |
3,807.00 |
3,874.50 |
|
S3 |
3,672.75 |
3,718.75 |
3,862.00 |
|
S4 |
3,538.50 |
3,584.50 |
3,825.25 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.50 |
4,625.75 |
4,049.25 |
|
R3 |
4,533.50 |
4,352.75 |
3,974.00 |
|
R2 |
4,260.50 |
4,260.50 |
3,949.00 |
|
R1 |
4,079.75 |
4,079.75 |
3,924.00 |
4,033.50 |
PP |
3,987.50 |
3,987.50 |
3,987.50 |
3,964.50 |
S1 |
3,806.75 |
3,806.75 |
3,874.00 |
3,760.50 |
S2 |
3,714.50 |
3,714.50 |
3,849.00 |
|
S3 |
3,441.50 |
3,533.75 |
3,824.00 |
|
S4 |
3,168.50 |
3,260.75 |
3,748.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,168.25 |
3,895.25 |
273.00 |
7.0% |
94.00 |
2.4% |
1% |
False |
True |
1,796,887 |
10 |
4,202.25 |
3,895.25 |
307.00 |
7.9% |
99.00 |
2.5% |
1% |
False |
True |
1,771,306 |
20 |
4,202.25 |
3,807.50 |
394.75 |
10.1% |
102.00 |
2.6% |
23% |
False |
False |
1,845,154 |
40 |
4,509.00 |
3,807.50 |
701.50 |
18.0% |
108.00 |
2.8% |
13% |
False |
False |
1,894,285 |
60 |
4,631.00 |
3,807.50 |
823.50 |
21.1% |
95.75 |
2.5% |
11% |
False |
False |
1,720,124 |
80 |
4,631.00 |
3,807.50 |
823.50 |
21.1% |
102.00 |
2.6% |
11% |
False |
False |
1,399,626 |
100 |
4,631.00 |
3,807.50 |
823.50 |
21.1% |
103.00 |
2.6% |
11% |
False |
False |
1,120,311 |
120 |
4,800.00 |
3,807.50 |
992.50 |
25.5% |
96.25 |
2.5% |
9% |
False |
False |
933,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,600.00 |
2.618 |
4,381.00 |
1.618 |
4,246.75 |
1.000 |
4,163.75 |
0.618 |
4,112.50 |
HIGH |
4,029.50 |
0.618 |
3,978.25 |
0.500 |
3,962.50 |
0.382 |
3,946.50 |
LOW |
3,895.25 |
0.618 |
3,812.25 |
1.000 |
3,761.00 |
1.618 |
3,678.00 |
2.618 |
3,543.75 |
4.250 |
3,324.75 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,962.50 |
4,027.50 |
PP |
3,941.25 |
3,984.75 |
S1 |
3,920.00 |
3,942.00 |
|