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 |
3,691.0 |
3,570.0 |
-121.0 |
-3.3% |
3,790.0 |
High |
3,705.0 |
3,570.0 |
-135.0 |
-3.6% |
3,857.0 |
Low |
3,590.0 |
3,492.0 |
-98.0 |
-2.7% |
3,590.0 |
Close |
3,595.0 |
3,505.0 |
-90.0 |
-2.5% |
3,595.0 |
Range |
115.0 |
78.0 |
-37.0 |
-32.2% |
267.0 |
ATR |
86.9 |
88.1 |
1.1 |
1.3% |
0.0 |
Volume |
1,798,842 |
2,794,215 |
995,373 |
55.3% |
6,079,974 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.3 |
3,708.7 |
3,547.9 |
|
R3 |
3,678.3 |
3,630.7 |
3,526.5 |
|
R2 |
3,600.3 |
3,600.3 |
3,519.3 |
|
R1 |
3,552.7 |
3,552.7 |
3,512.2 |
3,537.5 |
PP |
3,522.3 |
3,522.3 |
3,522.3 |
3,514.8 |
S1 |
3,474.7 |
3,474.7 |
3,497.9 |
3,459.5 |
S2 |
3,444.3 |
3,444.3 |
3,490.7 |
|
S3 |
3,366.3 |
3,396.7 |
3,483.6 |
|
S4 |
3,288.3 |
3,318.7 |
3,462.1 |
|
|
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 |
3,829.0 |
3,492.0 |
337.0 |
9.6% |
81.8 |
2.3% |
4% |
False |
True |
1,623,922 |
10 |
3,857.0 |
3,492.0 |
365.0 |
10.4% |
75.6 |
2.2% |
4% |
False |
True |
1,191,017 |
20 |
3,857.0 |
3,492.0 |
365.0 |
10.4% |
76.9 |
2.2% |
4% |
False |
True |
1,014,692 |
40 |
3,883.0 |
3,466.0 |
417.0 |
11.9% |
83.6 |
2.4% |
9% |
False |
False |
987,866 |
60 |
3,944.0 |
3,466.0 |
478.0 |
13.6% |
82.3 |
2.3% |
8% |
False |
False |
921,609 |
80 |
4,061.5 |
3,309.0 |
752.5 |
21.5% |
101.4 |
2.9% |
26% |
False |
False |
776,310 |
100 |
4,211.0 |
3,309.0 |
902.0 |
25.7% |
97.6 |
2.8% |
22% |
False |
False |
623,718 |
120 |
4,302.0 |
3,309.0 |
993.0 |
28.3% |
87.6 |
2.5% |
20% |
False |
False |
520,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,901.5 |
2.618 |
3,774.2 |
1.618 |
3,696.2 |
1.000 |
3,648.0 |
0.618 |
3,618.2 |
HIGH |
3,570.0 |
0.618 |
3,540.2 |
0.500 |
3,531.0 |
0.382 |
3,521.8 |
LOW |
3,492.0 |
0.618 |
3,443.8 |
1.000 |
3,414.0 |
1.618 |
3,365.8 |
2.618 |
3,287.8 |
4.250 |
3,160.5 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,531.0 |
3,641.5 |
PP |
3,522.3 |
3,596.0 |
S1 |
3,513.7 |
3,550.5 |
|