| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,680.50 |
12,625.00 |
-55.50 |
-0.4% |
12,705.25 |
| High |
12,783.00 |
12,726.00 |
-57.00 |
-0.4% |
12,945.25 |
| Low |
12,579.25 |
12,255.25 |
-324.00 |
-2.6% |
12,442.50 |
| Close |
12,615.75 |
12,275.00 |
-340.75 |
-2.7% |
12,551.00 |
| Range |
203.75 |
470.75 |
267.00 |
131.0% |
502.75 |
| ATR |
417.12 |
420.95 |
3.83 |
0.9% |
0.00 |
| Volume |
583,652 |
690,155 |
106,503 |
18.2% |
2,787,562 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,831.00 |
13,523.75 |
12,534.00 |
|
| R3 |
13,360.25 |
13,053.00 |
12,404.50 |
|
| R2 |
12,889.50 |
12,889.50 |
12,361.25 |
|
| R1 |
12,582.25 |
12,582.25 |
12,318.25 |
12,500.50 |
| PP |
12,418.75 |
12,418.75 |
12,418.75 |
12,378.00 |
| S1 |
12,111.50 |
12,111.50 |
12,231.75 |
12,029.75 |
| S2 |
11,948.00 |
11,948.00 |
12,188.75 |
|
| S3 |
11,477.25 |
11,640.75 |
12,145.50 |
|
| S4 |
11,006.50 |
11,170.00 |
12,016.00 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,154.50 |
13,855.50 |
12,827.50 |
|
| R3 |
13,651.75 |
13,352.75 |
12,689.25 |
|
| R2 |
13,149.00 |
13,149.00 |
12,643.25 |
|
| R1 |
12,850.00 |
12,850.00 |
12,597.00 |
12,748.00 |
| PP |
12,646.25 |
12,646.25 |
12,646.25 |
12,595.25 |
| S1 |
12,347.25 |
12,347.25 |
12,505.00 |
12,245.50 |
| S2 |
12,143.50 |
12,143.50 |
12,458.75 |
|
| S3 |
11,640.75 |
11,844.50 |
12,412.75 |
|
| S4 |
11,138.00 |
11,341.75 |
12,274.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,945.25 |
12,255.25 |
690.00 |
5.6% |
345.50 |
2.8% |
3% |
False |
True |
608,333 |
| 10 |
12,945.25 |
11,848.25 |
1,097.00 |
8.9% |
395.25 |
3.2% |
39% |
False |
False |
640,415 |
| 20 |
12,945.25 |
11,491.25 |
1,454.00 |
11.8% |
414.75 |
3.4% |
54% |
False |
False |
682,074 |
| 40 |
14,298.00 |
11,491.25 |
2,806.75 |
22.9% |
447.50 |
3.6% |
28% |
False |
False |
699,696 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
30.8% |
416.50 |
3.4% |
21% |
False |
False |
658,639 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
30.8% |
436.75 |
3.6% |
21% |
False |
False |
514,541 |
| 100 |
15,646.75 |
11,491.25 |
4,155.50 |
33.9% |
447.75 |
3.6% |
19% |
False |
False |
412,014 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
42.1% |
424.50 |
3.5% |
15% |
False |
False |
343,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,726.75 |
|
2.618 |
13,958.50 |
|
1.618 |
13,487.75 |
|
1.000 |
13,196.75 |
|
0.618 |
13,017.00 |
|
HIGH |
12,726.00 |
|
0.618 |
12,546.25 |
|
0.500 |
12,490.50 |
|
0.382 |
12,435.00 |
|
LOW |
12,255.25 |
|
0.618 |
11,964.25 |
|
1.000 |
11,784.50 |
|
1.618 |
11,493.50 |
|
2.618 |
11,022.75 |
|
4.250 |
10,254.50 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,490.50 |
12,519.00 |
| PP |
12,418.75 |
12,437.75 |
| S1 |
12,347.00 |
12,356.50 |
|