Trading Metrics calculated at close of trading on 15-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,825.0 |
1,814.1 |
-10.9 |
-0.6% |
1,849.0 |
High |
1,825.5 |
1,839.0 |
13.5 |
0.7% |
1,875.6 |
Low |
1,805.2 |
1,810.5 |
5.3 |
0.3% |
1,823.9 |
Close |
1,809.5 |
1,815.3 |
5.8 |
0.3% |
1,871.5 |
Range |
20.3 |
28.5 |
8.2 |
40.4% |
51.7 |
ATR |
27.5 |
27.6 |
0.1 |
0.5% |
0.0 |
Volume |
536 |
108 |
-428 |
-79.9% |
3,177 |
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.1 |
1,889.7 |
1,831.0 |
|
R3 |
1,878.6 |
1,861.2 |
1,823.1 |
|
R2 |
1,850.1 |
1,850.1 |
1,820.5 |
|
R1 |
1,832.7 |
1,832.7 |
1,817.9 |
1,841.4 |
PP |
1,821.6 |
1,821.6 |
1,821.6 |
1,826.0 |
S1 |
1,804.2 |
1,804.2 |
1,812.7 |
1,812.9 |
S2 |
1,793.1 |
1,793.1 |
1,810.1 |
|
S3 |
1,764.6 |
1,775.7 |
1,807.5 |
|
S4 |
1,736.1 |
1,747.2 |
1,799.6 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.1 |
1,993.5 |
1,899.9 |
|
R3 |
1,960.4 |
1,941.8 |
1,885.7 |
|
R2 |
1,908.7 |
1,908.7 |
1,881.0 |
|
R1 |
1,890.1 |
1,890.1 |
1,876.2 |
1,899.4 |
PP |
1,857.0 |
1,857.0 |
1,857.0 |
1,861.7 |
S1 |
1,838.4 |
1,838.4 |
1,866.8 |
1,847.7 |
S2 |
1,805.3 |
1,805.3 |
1,862.0 |
|
S3 |
1,753.6 |
1,786.7 |
1,857.3 |
|
S4 |
1,701.9 |
1,735.0 |
1,843.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.6 |
1,805.2 |
70.4 |
3.9% |
33.6 |
1.8% |
14% |
False |
False |
484 |
10 |
1,875.6 |
1,805.2 |
70.4 |
3.9% |
26.4 |
1.5% |
14% |
False |
False |
455 |
20 |
1,875.6 |
1,805.0 |
70.6 |
3.9% |
24.6 |
1.4% |
15% |
False |
False |
57,659 |
40 |
1,960.9 |
1,785.0 |
175.9 |
9.7% |
27.6 |
1.5% |
17% |
False |
False |
123,467 |
60 |
2,003.0 |
1,785.0 |
218.0 |
12.0% |
27.8 |
1.5% |
14% |
False |
False |
125,862 |
80 |
2,082.0 |
1,785.0 |
297.0 |
16.4% |
31.9 |
1.8% |
10% |
False |
False |
103,623 |
100 |
2,082.0 |
1,783.8 |
298.2 |
16.4% |
30.0 |
1.7% |
11% |
False |
False |
84,269 |
120 |
2,082.0 |
1,783.8 |
298.2 |
16.4% |
28.0 |
1.5% |
11% |
False |
False |
71,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,960.1 |
2.618 |
1,913.6 |
1.618 |
1,885.1 |
1.000 |
1,867.5 |
0.618 |
1,856.6 |
HIGH |
1,839.0 |
0.618 |
1,828.1 |
0.500 |
1,824.8 |
0.382 |
1,821.4 |
LOW |
1,810.5 |
0.618 |
1,792.9 |
1.000 |
1,782.0 |
1.618 |
1,764.4 |
2.618 |
1,735.9 |
4.250 |
1,689.4 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,824.8 |
1,839.5 |
PP |
1,821.6 |
1,831.4 |
S1 |
1,818.5 |
1,823.4 |
|