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 |
3,766.0 |
3,691.0 |
-75.0 |
-2.0% |
3,790.0 |
High |
3,791.0 |
3,705.0 |
-86.0 |
-2.3% |
3,857.0 |
Low |
3,690.0 |
3,590.0 |
-100.0 |
-2.7% |
3,590.0 |
Close |
3,723.0 |
3,595.0 |
-128.0 |
-3.4% |
3,595.0 |
Range |
101.0 |
115.0 |
14.0 |
13.9% |
267.0 |
ATR |
83.4 |
86.9 |
3.5 |
4.3% |
0.0 |
Volume |
1,539,655 |
1,798,842 |
259,187 |
16.8% |
6,079,974 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,975.0 |
3,900.0 |
3,658.3 |
|
R3 |
3,860.0 |
3,785.0 |
3,626.6 |
|
R2 |
3,745.0 |
3,745.0 |
3,616.1 |
|
R1 |
3,670.0 |
3,670.0 |
3,605.5 |
3,650.0 |
PP |
3,630.0 |
3,630.0 |
3,630.0 |
3,620.0 |
S1 |
3,555.0 |
3,555.0 |
3,584.5 |
3,535.0 |
S2 |
3,515.0 |
3,515.0 |
3,573.9 |
|
S3 |
3,400.0 |
3,440.0 |
3,563.4 |
|
S4 |
3,285.0 |
3,325.0 |
3,531.8 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,481.7 |
4,305.3 |
3,741.9 |
|
R3 |
4,214.7 |
4,038.3 |
3,668.4 |
|
R2 |
3,947.7 |
3,947.7 |
3,644.0 |
|
R1 |
3,771.3 |
3,771.3 |
3,619.5 |
3,726.0 |
PP |
3,680.7 |
3,680.7 |
3,680.7 |
3,658.0 |
S1 |
3,504.3 |
3,504.3 |
3,570.5 |
3,459.0 |
S2 |
3,413.7 |
3,413.7 |
3,546.1 |
|
S3 |
3,146.7 |
3,237.3 |
3,521.6 |
|
S4 |
2,879.7 |
2,970.3 |
3,448.2 |
|
|
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 |
3,590.0 |
267.0 |
7.4% |
80.0 |
2.2% |
2% |
False |
True |
1,215,994 |
10 |
3,857.0 |
3,590.0 |
267.0 |
7.4% |
75.8 |
2.1% |
2% |
False |
True |
998,617 |
20 |
3,857.0 |
3,576.0 |
281.0 |
7.8% |
77.8 |
2.2% |
7% |
False |
False |
922,913 |
40 |
3,883.0 |
3,466.0 |
417.0 |
11.6% |
83.1 |
2.3% |
31% |
False |
False |
935,488 |
60 |
3,944.0 |
3,466.0 |
478.0 |
13.3% |
84.2 |
2.3% |
27% |
False |
False |
901,377 |
80 |
4,072.0 |
3,309.0 |
763.0 |
21.2% |
100.9 |
2.8% |
37% |
False |
False |
741,463 |
100 |
4,211.0 |
3,309.0 |
902.0 |
25.1% |
97.3 |
2.7% |
32% |
False |
False |
596,046 |
120 |
4,302.0 |
3,309.0 |
993.0 |
27.6% |
87.3 |
2.4% |
29% |
False |
False |
497,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,193.8 |
2.618 |
4,006.1 |
1.618 |
3,891.1 |
1.000 |
3,820.0 |
0.618 |
3,776.1 |
HIGH |
3,705.0 |
0.618 |
3,661.1 |
0.500 |
3,647.5 |
0.382 |
3,633.9 |
LOW |
3,590.0 |
0.618 |
3,518.9 |
1.000 |
3,475.0 |
1.618 |
3,403.9 |
2.618 |
3,288.9 |
4.250 |
3,101.3 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,647.5 |
3,709.5 |
PP |
3,630.0 |
3,671.3 |
S1 |
3,612.5 |
3,633.2 |
|