| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,625.00 |
12,301.50 |
-323.50 |
-2.6% |
12,549.75 |
| High |
12,726.00 |
12,338.75 |
-387.25 |
-3.0% |
12,810.00 |
| Low |
12,255.25 |
11,823.00 |
-432.25 |
-3.5% |
11,823.00 |
| Close |
12,275.00 |
11,840.00 |
-435.00 |
-3.5% |
11,840.00 |
| Range |
470.75 |
515.75 |
45.00 |
9.6% |
987.00 |
| ATR |
420.95 |
427.72 |
6.77 |
1.6% |
0.00 |
| Volume |
690,155 |
617,395 |
-72,760 |
-10.5% |
3,006,108 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,547.75 |
13,209.75 |
12,123.75 |
|
| R3 |
13,032.00 |
12,694.00 |
11,981.75 |
|
| R2 |
12,516.25 |
12,516.25 |
11,934.50 |
|
| R1 |
12,178.25 |
12,178.25 |
11,887.25 |
12,089.50 |
| PP |
12,000.50 |
12,000.50 |
12,000.50 |
11,956.25 |
| S1 |
11,662.50 |
11,662.50 |
11,792.75 |
11,573.50 |
| S2 |
11,484.75 |
11,484.75 |
11,745.50 |
|
| S3 |
10,969.00 |
11,146.75 |
11,698.25 |
|
| S4 |
10,453.25 |
10,631.00 |
11,556.25 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,118.75 |
14,466.25 |
12,382.75 |
|
| R3 |
14,131.75 |
13,479.25 |
12,111.50 |
|
| R2 |
13,144.75 |
13,144.75 |
12,021.00 |
|
| R1 |
12,492.25 |
12,492.25 |
11,930.50 |
12,325.00 |
| PP |
12,157.75 |
12,157.75 |
12,157.75 |
12,074.00 |
| S1 |
11,505.25 |
11,505.25 |
11,749.50 |
11,338.00 |
| S2 |
11,170.75 |
11,170.75 |
11,659.00 |
|
| S3 |
10,183.75 |
10,518.25 |
11,568.50 |
|
| S4 |
9,196.75 |
9,531.25 |
11,297.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,810.00 |
11,823.00 |
987.00 |
8.3% |
360.25 |
3.0% |
2% |
False |
True |
601,221 |
| 10 |
12,945.25 |
11,823.00 |
1,122.25 |
9.5% |
397.50 |
3.4% |
2% |
False |
True |
640,966 |
| 20 |
12,945.25 |
11,491.25 |
1,454.00 |
12.3% |
418.50 |
3.5% |
24% |
False |
False |
669,032 |
| 40 |
14,298.00 |
11,491.25 |
2,806.75 |
23.7% |
451.75 |
3.8% |
12% |
False |
False |
701,877 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
31.9% |
415.00 |
3.5% |
9% |
False |
False |
658,078 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
31.9% |
438.50 |
3.7% |
9% |
False |
False |
522,243 |
| 100 |
15,369.25 |
11,491.25 |
3,878.00 |
32.8% |
448.25 |
3.8% |
9% |
False |
False |
418,167 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
43.6% |
426.25 |
3.6% |
7% |
False |
False |
348,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,530.75 |
|
2.618 |
13,689.00 |
|
1.618 |
13,173.25 |
|
1.000 |
12,854.50 |
|
0.618 |
12,657.50 |
|
HIGH |
12,338.75 |
|
0.618 |
12,141.75 |
|
0.500 |
12,081.00 |
|
0.382 |
12,020.00 |
|
LOW |
11,823.00 |
|
0.618 |
11,504.25 |
|
1.000 |
11,307.25 |
|
1.618 |
10,988.50 |
|
2.618 |
10,472.75 |
|
4.250 |
9,631.00 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,081.00 |
12,303.00 |
| PP |
12,000.50 |
12,148.75 |
| S1 |
11,920.25 |
11,994.25 |
|