Trading Metrics calculated at close of trading on 13-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,025.25 |
3,870.75 |
-154.50 |
-3.8% |
4,110.50 |
High |
4,029.50 |
3,876.50 |
-153.00 |
-3.8% |
4,168.25 |
Low |
3,895.25 |
3,732.50 |
-162.75 |
-4.2% |
3,895.25 |
Close |
3,899.00 |
3,750.50 |
-148.50 |
-3.8% |
3,899.00 |
Range |
134.25 |
144.00 |
9.75 |
7.3% |
273.00 |
ATR |
104.01 |
108.47 |
4.46 |
4.3% |
0.00 |
Volume |
2,117,225 |
2,155,159 |
37,934 |
1.8% |
8,984,437 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,218.50 |
4,128.50 |
3,829.75 |
|
R3 |
4,074.50 |
3,984.50 |
3,790.00 |
|
R2 |
3,930.50 |
3,930.50 |
3,777.00 |
|
R1 |
3,840.50 |
3,840.50 |
3,763.75 |
3,813.50 |
PP |
3,786.50 |
3,786.50 |
3,786.50 |
3,773.00 |
S1 |
3,696.50 |
3,696.50 |
3,737.25 |
3,669.50 |
S2 |
3,642.50 |
3,642.50 |
3,724.00 |
|
S3 |
3,498.50 |
3,552.50 |
3,711.00 |
|
S4 |
3,354.50 |
3,408.50 |
3,671.25 |
|
|
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 |
4,164.00 |
3,732.50 |
431.50 |
11.5% |
110.00 |
2.9% |
4% |
False |
True |
1,936,335 |
10 |
4,202.25 |
3,732.50 |
469.75 |
12.5% |
100.50 |
2.7% |
4% |
False |
True |
1,832,071 |
20 |
4,202.25 |
3,732.50 |
469.75 |
12.5% |
103.25 |
2.7% |
4% |
False |
True |
1,859,958 |
40 |
4,509.00 |
3,732.50 |
776.50 |
20.7% |
110.00 |
2.9% |
2% |
False |
True |
1,913,262 |
60 |
4,631.00 |
3,732.50 |
898.50 |
24.0% |
96.75 |
2.6% |
2% |
False |
True |
1,731,999 |
80 |
4,631.00 |
3,732.50 |
898.50 |
24.0% |
103.00 |
2.7% |
2% |
False |
True |
1,426,512 |
100 |
4,631.00 |
3,732.50 |
898.50 |
24.0% |
103.50 |
2.8% |
2% |
False |
True |
1,141,828 |
120 |
4,800.00 |
3,732.50 |
1,067.50 |
28.5% |
96.75 |
2.6% |
2% |
False |
True |
951,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.50 |
2.618 |
4,253.50 |
1.618 |
4,109.50 |
1.000 |
4,020.50 |
0.618 |
3,965.50 |
HIGH |
3,876.50 |
0.618 |
3,821.50 |
0.500 |
3,804.50 |
0.382 |
3,787.50 |
LOW |
3,732.50 |
0.618 |
3,643.50 |
1.000 |
3,588.50 |
1.618 |
3,499.50 |
2.618 |
3,355.50 |
4.250 |
3,120.50 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,804.50 |
3,938.50 |
PP |
3,786.50 |
3,875.75 |
S1 |
3,768.50 |
3,813.00 |
|