| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,301.50 |
11,768.00 |
-533.50 |
-4.3% |
12,549.75 |
| High |
12,338.75 |
11,772.50 |
-566.25 |
-4.6% |
12,810.00 |
| Low |
11,823.00 |
11,254.50 |
-568.50 |
-4.8% |
11,823.00 |
| Close |
11,840.00 |
11,296.50 |
-543.50 |
-4.6% |
11,840.00 |
| Range |
515.75 |
518.00 |
2.25 |
0.4% |
987.00 |
| ATR |
427.72 |
438.99 |
11.27 |
2.6% |
0.00 |
| Volume |
617,395 |
530,220 |
-87,175 |
-14.1% |
3,006,108 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,995.25 |
12,663.75 |
11,581.50 |
|
| R3 |
12,477.25 |
12,145.75 |
11,439.00 |
|
| R2 |
11,959.25 |
11,959.25 |
11,391.50 |
|
| R1 |
11,627.75 |
11,627.75 |
11,344.00 |
11,534.50 |
| PP |
11,441.25 |
11,441.25 |
11,441.25 |
11,394.50 |
| S1 |
11,109.75 |
11,109.75 |
11,249.00 |
11,016.50 |
| S2 |
10,923.25 |
10,923.25 |
11,201.50 |
|
| S3 |
10,405.25 |
10,591.75 |
11,154.00 |
|
| S4 |
9,887.25 |
10,073.75 |
11,011.50 |
|
|
| 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 |
12,783.00 |
11,254.50 |
1,528.50 |
13.5% |
407.25 |
3.6% |
3% |
False |
True |
599,878 |
| 10 |
12,945.25 |
11,254.50 |
1,690.75 |
15.0% |
399.50 |
3.5% |
2% |
False |
True |
632,389 |
| 20 |
12,945.25 |
11,254.50 |
1,690.75 |
15.0% |
417.25 |
3.7% |
2% |
False |
True |
662,367 |
| 40 |
14,298.00 |
11,254.50 |
3,043.50 |
26.9% |
454.25 |
4.0% |
1% |
False |
True |
701,422 |
| 60 |
15,268.75 |
11,254.50 |
4,014.25 |
35.5% |
418.50 |
3.7% |
1% |
False |
True |
658,130 |
| 80 |
15,268.75 |
11,254.50 |
4,014.25 |
35.5% |
441.50 |
3.9% |
1% |
False |
True |
528,857 |
| 100 |
15,337.00 |
11,254.50 |
4,082.50 |
36.1% |
449.75 |
4.0% |
1% |
False |
True |
423,457 |
| 120 |
16,654.00 |
11,254.50 |
5,399.50 |
47.8% |
427.75 |
3.8% |
1% |
False |
True |
353,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,974.00 |
|
2.618 |
13,128.50 |
|
1.618 |
12,610.50 |
|
1.000 |
12,290.50 |
|
0.618 |
12,092.50 |
|
HIGH |
11,772.50 |
|
0.618 |
11,574.50 |
|
0.500 |
11,513.50 |
|
0.382 |
11,452.50 |
|
LOW |
11,254.50 |
|
0.618 |
10,934.50 |
|
1.000 |
10,736.50 |
|
1.618 |
10,416.50 |
|
2.618 |
9,898.50 |
|
4.250 |
9,053.00 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,513.50 |
11,990.25 |
| PP |
11,441.25 |
11,759.00 |
| S1 |
11,368.75 |
11,527.75 |
|