Trading Metrics calculated at close of trading on 16-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,814.1 |
1,819.2 |
5.1 |
0.3% |
1,849.0 |
High |
1,839.0 |
1,853.0 |
14.0 |
0.8% |
1,875.6 |
Low |
1,810.5 |
1,813.2 |
2.7 |
0.1% |
1,823.9 |
Close |
1,815.3 |
1,845.7 |
30.4 |
1.7% |
1,871.5 |
Range |
28.5 |
39.8 |
11.3 |
39.6% |
51.7 |
ATR |
27.6 |
28.5 |
0.9 |
3.1% |
0.0 |
Volume |
108 |
136 |
28 |
25.9% |
3,177 |
|
Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.7 |
1,941.0 |
1,867.6 |
|
R3 |
1,916.9 |
1,901.2 |
1,856.6 |
|
R2 |
1,877.1 |
1,877.1 |
1,853.0 |
|
R1 |
1,861.4 |
1,861.4 |
1,849.3 |
1,869.3 |
PP |
1,837.3 |
1,837.3 |
1,837.3 |
1,841.2 |
S1 |
1,821.6 |
1,821.6 |
1,842.1 |
1,829.5 |
S2 |
1,797.5 |
1,797.5 |
1,838.4 |
|
S3 |
1,757.7 |
1,781.8 |
1,834.8 |
|
S4 |
1,717.9 |
1,742.0 |
1,823.8 |
|
|
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 |
3.8% |
39.1 |
2.1% |
58% |
False |
False |
479 |
10 |
1,875.6 |
1,805.2 |
70.4 |
3.8% |
27.7 |
1.5% |
58% |
False |
False |
413 |
20 |
1,875.6 |
1,805.2 |
70.4 |
3.8% |
25.7 |
1.4% |
58% |
False |
False |
50,148 |
40 |
1,960.1 |
1,785.0 |
175.1 |
9.5% |
28.1 |
1.5% |
35% |
False |
False |
119,983 |
60 |
2,003.0 |
1,785.0 |
218.0 |
11.8% |
28.0 |
1.5% |
28% |
False |
False |
125,065 |
80 |
2,082.0 |
1,785.0 |
297.0 |
16.1% |
32.0 |
1.7% |
20% |
False |
False |
103,436 |
100 |
2,082.0 |
1,783.8 |
298.2 |
16.2% |
30.2 |
1.6% |
21% |
False |
False |
84,233 |
120 |
2,082.0 |
1,783.8 |
298.2 |
16.2% |
28.2 |
1.5% |
21% |
False |
False |
71,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,022.2 |
2.618 |
1,957.2 |
1.618 |
1,917.4 |
1.000 |
1,892.8 |
0.618 |
1,877.6 |
HIGH |
1,853.0 |
0.618 |
1,837.8 |
0.500 |
1,833.1 |
0.382 |
1,828.4 |
LOW |
1,813.2 |
0.618 |
1,788.6 |
1.000 |
1,773.4 |
1.618 |
1,748.8 |
2.618 |
1,709.0 |
4.250 |
1,644.1 |
|
|
Fisher Pivots for day following 16-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,841.5 |
1,840.2 |
PP |
1,837.3 |
1,834.6 |
S1 |
1,833.1 |
1,829.1 |
|