| 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 |
1,914.1 |
1,892.1 |
-22.0 |
-1.1% |
1,891.1 |
| High |
1,919.1 |
1,905.2 |
-13.9 |
-0.7% |
1,908.3 |
| Low |
1,880.2 |
1,848.8 |
-31.4 |
-1.7% |
1,827.5 |
| Close |
1,889.5 |
1,850.7 |
-38.8 |
-2.1% |
1,881.3 |
| Range |
38.9 |
56.4 |
17.5 |
45.0% |
80.8 |
| ATR |
53.7 |
53.9 |
0.2 |
0.4% |
0.0 |
| Volume |
182,645 |
237,034 |
54,389 |
29.8% |
867,053 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.4 |
2,000.5 |
1,881.7 |
|
| R3 |
1,981.0 |
1,944.1 |
1,866.2 |
|
| R2 |
1,924.6 |
1,924.6 |
1,861.0 |
|
| R1 |
1,887.7 |
1,887.7 |
1,855.9 |
1,878.0 |
| PP |
1,868.2 |
1,868.2 |
1,868.2 |
1,863.4 |
| S1 |
1,831.3 |
1,831.3 |
1,845.5 |
1,821.6 |
| S2 |
1,811.8 |
1,811.8 |
1,840.4 |
|
| S3 |
1,755.4 |
1,774.9 |
1,835.2 |
|
| S4 |
1,699.0 |
1,718.5 |
1,819.7 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.8 |
2,078.8 |
1,925.7 |
|
| R3 |
2,034.0 |
1,998.0 |
1,903.5 |
|
| R2 |
1,953.2 |
1,953.2 |
1,896.1 |
|
| R1 |
1,917.2 |
1,917.2 |
1,888.7 |
1,894.8 |
| PP |
1,872.4 |
1,872.4 |
1,872.4 |
1,861.2 |
| S1 |
1,836.4 |
1,836.4 |
1,873.9 |
1,814.0 |
| S2 |
1,791.6 |
1,791.6 |
1,866.5 |
|
| S3 |
1,710.8 |
1,755.6 |
1,859.1 |
|
| S4 |
1,630.0 |
1,674.8 |
1,836.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,919.6 |
1,848.8 |
70.8 |
3.8% |
41.9 |
2.3% |
3% |
False |
True |
187,177 |
| 10 |
1,919.6 |
1,792.5 |
127.1 |
6.9% |
49.1 |
2.7% |
46% |
False |
False |
197,614 |
| 20 |
1,919.6 |
1,698.3 |
221.3 |
12.0% |
53.7 |
2.9% |
69% |
False |
False |
210,134 |
| 40 |
2,060.9 |
1,698.3 |
362.6 |
19.6% |
57.3 |
3.1% |
42% |
False |
False |
222,440 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.7% |
53.2 |
2.9% |
35% |
False |
False |
213,364 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.7% |
56.5 |
3.1% |
35% |
False |
False |
173,837 |
| 100 |
2,164.8 |
1,698.3 |
466.5 |
25.2% |
58.3 |
3.2% |
33% |
False |
False |
139,142 |
| 120 |
2,285.0 |
1,698.3 |
586.7 |
31.7% |
55.9 |
3.0% |
26% |
False |
False |
115,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.9 |
|
2.618 |
2,052.9 |
|
1.618 |
1,996.5 |
|
1.000 |
1,961.6 |
|
0.618 |
1,940.1 |
|
HIGH |
1,905.2 |
|
0.618 |
1,883.7 |
|
0.500 |
1,877.0 |
|
0.382 |
1,870.3 |
|
LOW |
1,848.8 |
|
0.618 |
1,813.9 |
|
1.000 |
1,792.4 |
|
1.618 |
1,757.5 |
|
2.618 |
1,701.1 |
|
4.250 |
1,609.1 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,877.0 |
1,884.2 |
| PP |
1,868.2 |
1,873.0 |
| S1 |
1,859.5 |
1,861.9 |
|