Trading Metrics calculated at close of trading on 14-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,570.0 |
3,521.0 |
-49.0 |
-1.4% |
3,790.0 |
High |
3,570.0 |
3,549.0 |
-21.0 |
-0.6% |
3,857.0 |
Low |
3,492.0 |
3,447.0 |
-45.0 |
-1.3% |
3,590.0 |
Close |
3,505.0 |
3,476.0 |
-29.0 |
-0.8% |
3,595.0 |
Range |
78.0 |
102.0 |
24.0 |
30.8% |
267.0 |
ATR |
88.1 |
89.1 |
1.0 |
1.1% |
0.0 |
Volume |
2,794,215 |
3,147,225 |
353,010 |
12.6% |
6,079,974 |
|
Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,796.7 |
3,738.3 |
3,532.1 |
|
R3 |
3,694.7 |
3,636.3 |
3,504.1 |
|
R2 |
3,592.7 |
3,592.7 |
3,494.7 |
|
R1 |
3,534.3 |
3,534.3 |
3,485.4 |
3,512.5 |
PP |
3,490.7 |
3,490.7 |
3,490.7 |
3,479.8 |
S1 |
3,432.3 |
3,432.3 |
3,466.7 |
3,410.5 |
S2 |
3,388.7 |
3,388.7 |
3,457.3 |
|
S3 |
3,286.7 |
3,330.3 |
3,448.0 |
|
S4 |
3,184.7 |
3,228.3 |
3,419.9 |
|
|
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 |
3,447.0 |
382.0 |
11.0% |
93.4 |
2.7% |
8% |
False |
True |
2,061,628 |
10 |
3,857.0 |
3,447.0 |
410.0 |
11.8% |
78.8 |
2.3% |
7% |
False |
True |
1,388,489 |
20 |
3,857.0 |
3,447.0 |
410.0 |
11.8% |
78.8 |
2.3% |
7% |
False |
True |
1,129,099 |
40 |
3,883.0 |
3,447.0 |
436.0 |
12.5% |
85.2 |
2.4% |
7% |
False |
True |
1,047,673 |
60 |
3,944.0 |
3,447.0 |
497.0 |
14.3% |
82.7 |
2.4% |
6% |
False |
True |
955,591 |
80 |
4,044.5 |
3,309.0 |
735.5 |
21.2% |
101.9 |
2.9% |
23% |
False |
False |
815,558 |
100 |
4,189.0 |
3,309.0 |
880.0 |
25.3% |
98.1 |
2.8% |
19% |
False |
False |
655,185 |
120 |
4,302.0 |
3,309.0 |
993.0 |
28.6% |
88.1 |
2.5% |
17% |
False |
False |
547,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,982.5 |
2.618 |
3,816.0 |
1.618 |
3,714.0 |
1.000 |
3,651.0 |
0.618 |
3,612.0 |
HIGH |
3,549.0 |
0.618 |
3,510.0 |
0.500 |
3,498.0 |
0.382 |
3,486.0 |
LOW |
3,447.0 |
0.618 |
3,384.0 |
1.000 |
3,345.0 |
1.618 |
3,282.0 |
2.618 |
3,180.0 |
4.250 |
3,013.5 |
|
|
Fisher Pivots for day following 14-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,498.0 |
3,576.0 |
PP |
3,490.7 |
3,542.7 |
S1 |
3,483.3 |
3,509.3 |
|