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 |
3,825.0 |
3,766.0 |
-59.0 |
-1.5% |
3,840.0 |
High |
3,829.0 |
3,791.0 |
-38.0 |
-1.0% |
3,845.0 |
Low |
3,758.0 |
3,690.0 |
-68.0 |
-1.8% |
3,745.0 |
Close |
3,783.0 |
3,723.0 |
-60.0 |
-1.6% |
3,778.0 |
Range |
71.0 |
101.0 |
30.0 |
42.3% |
100.0 |
ATR |
82.0 |
83.4 |
1.4 |
1.7% |
0.0 |
Volume |
1,028,203 |
1,539,655 |
511,452 |
49.7% |
3,035,988 |
|
Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,037.7 |
3,981.3 |
3,778.6 |
|
R3 |
3,936.7 |
3,880.3 |
3,750.8 |
|
R2 |
3,835.7 |
3,835.7 |
3,741.5 |
|
R1 |
3,779.3 |
3,779.3 |
3,732.3 |
3,757.0 |
PP |
3,734.7 |
3,734.7 |
3,734.7 |
3,723.5 |
S1 |
3,678.3 |
3,678.3 |
3,713.7 |
3,656.0 |
S2 |
3,633.7 |
3,633.7 |
3,704.5 |
|
S3 |
3,532.7 |
3,577.3 |
3,695.2 |
|
S4 |
3,431.7 |
3,476.3 |
3,667.5 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,089.3 |
4,033.7 |
3,833.0 |
|
R3 |
3,989.3 |
3,933.7 |
3,805.5 |
|
R2 |
3,889.3 |
3,889.3 |
3,796.3 |
|
R1 |
3,833.7 |
3,833.7 |
3,787.2 |
3,811.5 |
PP |
3,789.3 |
3,789.3 |
3,789.3 |
3,778.3 |
S1 |
3,733.7 |
3,733.7 |
3,768.8 |
3,711.5 |
S2 |
3,689.3 |
3,689.3 |
3,759.7 |
|
S3 |
3,589.3 |
3,633.7 |
3,750.5 |
|
S4 |
3,489.3 |
3,533.7 |
3,723.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,857.0 |
3,690.0 |
167.0 |
4.5% |
69.0 |
1.9% |
20% |
False |
True |
960,702 |
10 |
3,857.0 |
3,664.0 |
193.0 |
5.2% |
73.5 |
2.0% |
31% |
False |
False |
888,792 |
20 |
3,857.0 |
3,520.0 |
337.0 |
9.1% |
76.8 |
2.1% |
60% |
False |
False |
898,796 |
40 |
3,883.0 |
3,466.0 |
417.0 |
11.2% |
82.5 |
2.2% |
62% |
False |
False |
913,634 |
60 |
3,944.0 |
3,466.0 |
478.0 |
12.8% |
84.4 |
2.3% |
54% |
False |
False |
904,615 |
80 |
4,072.0 |
3,309.0 |
763.0 |
20.5% |
100.7 |
2.7% |
54% |
False |
False |
719,099 |
100 |
4,211.0 |
3,309.0 |
902.0 |
24.2% |
96.5 |
2.6% |
46% |
False |
False |
578,204 |
120 |
4,302.0 |
3,309.0 |
993.0 |
26.7% |
87.5 |
2.4% |
42% |
False |
False |
482,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,220.3 |
2.618 |
4,055.4 |
1.618 |
3,954.4 |
1.000 |
3,892.0 |
0.618 |
3,853.4 |
HIGH |
3,791.0 |
0.618 |
3,752.4 |
0.500 |
3,740.5 |
0.382 |
3,728.6 |
LOW |
3,690.0 |
0.618 |
3,627.6 |
1.000 |
3,589.0 |
1.618 |
3,526.6 |
2.618 |
3,425.6 |
4.250 |
3,260.8 |
|
|
Fisher Pivots for day following 09-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,740.5 |
3,759.5 |
PP |
3,734.7 |
3,747.3 |
S1 |
3,728.8 |
3,735.2 |
|