Trading Metrics calculated at close of trading on 14-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,870.75 |
3,758.25 |
-112.50 |
-2.9% |
4,110.50 |
High |
3,876.50 |
3,805.00 |
-71.50 |
-1.8% |
4,168.25 |
Low |
3,732.50 |
3,705.25 |
-27.25 |
-0.7% |
3,895.25 |
Close |
3,750.50 |
3,736.75 |
-13.75 |
-0.4% |
3,899.00 |
Range |
144.00 |
99.75 |
-44.25 |
-30.7% |
273.00 |
ATR |
108.47 |
107.85 |
-0.62 |
-0.6% |
0.00 |
Volume |
2,155,159 |
1,341,257 |
-813,902 |
-37.8% |
8,984,437 |
|
Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.25 |
3,992.25 |
3,791.50 |
|
R3 |
3,948.50 |
3,892.50 |
3,764.25 |
|
R2 |
3,848.75 |
3,848.75 |
3,755.00 |
|
R1 |
3,792.75 |
3,792.75 |
3,746.00 |
3,771.00 |
PP |
3,749.00 |
3,749.00 |
3,749.00 |
3,738.00 |
S1 |
3,693.00 |
3,693.00 |
3,727.50 |
3,671.00 |
S2 |
3,649.25 |
3,649.25 |
3,718.50 |
|
S3 |
3,549.50 |
3,593.25 |
3,709.25 |
|
S4 |
3,449.75 |
3,493.50 |
3,682.00 |
|
|
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 |
4,160.00 |
3,705.25 |
454.75 |
12.2% |
112.50 |
3.0% |
7% |
False |
True |
1,869,010 |
10 |
4,189.00 |
3,705.25 |
483.75 |
12.9% |
100.75 |
2.7% |
7% |
False |
True |
1,743,939 |
20 |
4,202.25 |
3,705.25 |
497.00 |
13.3% |
105.00 |
2.8% |
6% |
False |
True |
1,842,261 |
40 |
4,509.00 |
3,705.25 |
803.75 |
21.5% |
111.25 |
3.0% |
4% |
False |
True |
1,918,050 |
60 |
4,631.00 |
3,705.25 |
925.75 |
24.8% |
96.75 |
2.6% |
3% |
False |
True |
1,730,932 |
80 |
4,631.00 |
3,705.25 |
925.75 |
24.8% |
102.75 |
2.8% |
3% |
False |
True |
1,443,213 |
100 |
4,631.00 |
3,705.25 |
925.75 |
24.8% |
103.00 |
2.8% |
3% |
False |
True |
1,155,222 |
120 |
4,800.00 |
3,705.25 |
1,094.75 |
29.3% |
97.00 |
2.6% |
3% |
False |
True |
962,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,229.00 |
2.618 |
4,066.25 |
1.618 |
3,966.50 |
1.000 |
3,904.75 |
0.618 |
3,866.75 |
HIGH |
3,805.00 |
0.618 |
3,767.00 |
0.500 |
3,755.00 |
0.382 |
3,743.25 |
LOW |
3,705.25 |
0.618 |
3,643.50 |
1.000 |
3,605.50 |
1.618 |
3,543.75 |
2.618 |
3,444.00 |
4.250 |
3,281.25 |
|
|
Fisher Pivots for day following 14-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,755.00 |
3,867.50 |
PP |
3,749.00 |
3,823.75 |
S1 |
3,743.00 |
3,780.25 |
|