Trading Metrics calculated at close of trading on 15-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,758.25 |
3,740.00 |
-18.25 |
-0.5% |
4,110.50 |
High |
3,805.00 |
3,839.00 |
34.00 |
0.9% |
4,168.25 |
Low |
3,705.25 |
3,720.25 |
15.00 |
0.4% |
3,895.25 |
Close |
3,736.75 |
3,789.25 |
52.50 |
1.4% |
3,899.00 |
Range |
99.75 |
118.75 |
19.00 |
19.0% |
273.00 |
ATR |
107.85 |
108.63 |
0.78 |
0.7% |
0.00 |
Volume |
1,341,257 |
777,545 |
-563,712 |
-42.0% |
8,984,437 |
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,139.00 |
4,083.00 |
3,854.50 |
|
R3 |
4,020.25 |
3,964.25 |
3,822.00 |
|
R2 |
3,901.50 |
3,901.50 |
3,811.00 |
|
R1 |
3,845.50 |
3,845.50 |
3,800.25 |
3,873.50 |
PP |
3,782.75 |
3,782.75 |
3,782.75 |
3,797.00 |
S1 |
3,726.75 |
3,726.75 |
3,778.25 |
3,754.75 |
S2 |
3,664.00 |
3,664.00 |
3,767.50 |
|
S3 |
3,545.25 |
3,608.00 |
3,756.50 |
|
S4 |
3,426.50 |
3,489.25 |
3,724.00 |
|
|
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 |
4,144.25 |
3,705.25 |
439.00 |
11.6% |
125.25 |
3.3% |
19% |
False |
False |
1,683,193 |
10 |
4,189.00 |
3,705.25 |
483.75 |
12.8% |
103.25 |
2.7% |
17% |
False |
False |
1,630,491 |
20 |
4,202.25 |
3,705.25 |
497.00 |
13.1% |
106.25 |
2.8% |
17% |
False |
False |
1,795,314 |
40 |
4,509.00 |
3,705.25 |
803.75 |
21.2% |
111.75 |
2.9% |
10% |
False |
False |
1,900,844 |
60 |
4,631.00 |
3,705.25 |
925.75 |
24.4% |
97.75 |
2.6% |
9% |
False |
False |
1,720,972 |
80 |
4,631.00 |
3,705.25 |
925.75 |
24.4% |
103.25 |
2.7% |
9% |
False |
False |
1,452,873 |
100 |
4,631.00 |
3,705.25 |
925.75 |
24.4% |
103.25 |
2.7% |
9% |
False |
False |
1,162,973 |
120 |
4,800.00 |
3,705.25 |
1,094.75 |
28.9% |
97.25 |
2.6% |
8% |
False |
False |
969,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,343.75 |
2.618 |
4,150.00 |
1.618 |
4,031.25 |
1.000 |
3,957.75 |
0.618 |
3,912.50 |
HIGH |
3,839.00 |
0.618 |
3,793.75 |
0.500 |
3,779.50 |
0.382 |
3,765.50 |
LOW |
3,720.25 |
0.618 |
3,646.75 |
1.000 |
3,601.50 |
1.618 |
3,528.00 |
2.618 |
3,409.25 |
4.250 |
3,215.50 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,786.00 |
3,791.00 |
PP |
3,782.75 |
3,790.25 |
S1 |
3,779.50 |
3,789.75 |
|