Trading Metrics calculated at close of trading on 16-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,740.00 |
3,794.25 |
54.25 |
1.5% |
4,110.50 |
High |
3,839.00 |
3,828.75 |
-10.25 |
-0.3% |
4,168.25 |
Low |
3,720.25 |
3,639.00 |
-81.25 |
-2.2% |
3,895.25 |
Close |
3,789.25 |
3,668.25 |
-121.00 |
-3.2% |
3,899.00 |
Range |
118.75 |
189.75 |
71.00 |
59.8% |
273.00 |
ATR |
108.63 |
114.42 |
5.79 |
5.3% |
0.00 |
Volume |
777,545 |
544,027 |
-233,518 |
-30.0% |
8,984,437 |
|
Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,281.25 |
4,164.50 |
3,772.50 |
|
R3 |
4,091.50 |
3,974.75 |
3,720.50 |
|
R2 |
3,901.75 |
3,901.75 |
3,703.00 |
|
R1 |
3,785.00 |
3,785.00 |
3,685.75 |
3,748.50 |
PP |
3,712.00 |
3,712.00 |
3,712.00 |
3,693.75 |
S1 |
3,595.25 |
3,595.25 |
3,650.75 |
3,558.75 |
S2 |
3,522.25 |
3,522.25 |
3,633.50 |
|
S3 |
3,332.50 |
3,405.50 |
3,616.00 |
|
S4 |
3,142.75 |
3,215.75 |
3,564.00 |
|
|
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 |
4,029.50 |
3,639.00 |
390.50 |
10.6% |
137.25 |
3.7% |
7% |
False |
True |
1,387,042 |
10 |
4,189.00 |
3,639.00 |
550.00 |
15.0% |
111.50 |
3.0% |
5% |
False |
True |
1,533,519 |
20 |
4,202.25 |
3,639.00 |
563.25 |
15.4% |
106.25 |
2.9% |
5% |
False |
True |
1,712,395 |
40 |
4,509.00 |
3,639.00 |
870.00 |
23.7% |
115.25 |
3.1% |
3% |
False |
True |
1,878,860 |
60 |
4,631.00 |
3,639.00 |
992.00 |
27.0% |
99.50 |
2.7% |
3% |
False |
True |
1,709,942 |
80 |
4,631.00 |
3,639.00 |
992.00 |
27.0% |
103.75 |
2.8% |
3% |
False |
True |
1,459,515 |
100 |
4,631.00 |
3,639.00 |
992.00 |
27.0% |
103.00 |
2.8% |
3% |
False |
True |
1,168,371 |
120 |
4,800.00 |
3,639.00 |
1,161.00 |
31.6% |
98.50 |
2.7% |
3% |
False |
True |
973,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,635.25 |
2.618 |
4,325.50 |
1.618 |
4,135.75 |
1.000 |
4,018.50 |
0.618 |
3,946.00 |
HIGH |
3,828.75 |
0.618 |
3,756.25 |
0.500 |
3,734.00 |
0.382 |
3,711.50 |
LOW |
3,639.00 |
0.618 |
3,521.75 |
1.000 |
3,449.25 |
1.618 |
3,332.00 |
2.618 |
3,142.25 |
4.250 |
2,832.50 |
|
|
Fisher Pivots for day following 16-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,734.00 |
3,739.00 |
PP |
3,712.00 |
3,715.50 |
S1 |
3,690.00 |
3,691.75 |
|