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 |
23,045 |
21,505 |
-1,540 |
-6.7% |
29,995 |
High |
23,305 |
22,405 |
-900 |
-3.9% |
31,840 |
Low |
20,875 |
20,055 |
-820 |
-3.9% |
28,815 |
Close |
22,150 |
21,660 |
-490 |
-2.2% |
28,970 |
Range |
2,430 |
2,350 |
-80 |
-3.3% |
3,025 |
ATR |
2,283 |
2,288 |
5 |
0.2% |
0 |
Volume |
2,571 |
2,700 |
129 |
5.0% |
3,748 |
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,423 |
27,392 |
22,953 |
|
R3 |
26,073 |
25,042 |
22,306 |
|
R2 |
23,723 |
23,723 |
22,091 |
|
R1 |
22,692 |
22,692 |
21,875 |
23,208 |
PP |
21,373 |
21,373 |
21,373 |
21,631 |
S1 |
20,342 |
20,342 |
21,445 |
20,858 |
S2 |
19,023 |
19,023 |
21,229 |
|
S3 |
16,673 |
17,992 |
21,014 |
|
S4 |
14,323 |
15,642 |
20,368 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,950 |
36,985 |
30,634 |
|
R3 |
35,925 |
33,960 |
29,802 |
|
R2 |
32,900 |
32,900 |
29,525 |
|
R1 |
30,935 |
30,935 |
29,247 |
30,405 |
PP |
29,875 |
29,875 |
29,875 |
29,610 |
S1 |
27,910 |
27,910 |
28,693 |
27,380 |
S2 |
26,850 |
26,850 |
28,415 |
|
S3 |
23,825 |
24,885 |
28,138 |
|
S4 |
20,800 |
21,860 |
27,306 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,730 |
20,055 |
10,675 |
49.3% |
2,465 |
11.4% |
15% |
False |
True |
1,737 |
10 |
31,840 |
20,055 |
11,785 |
54.4% |
2,091 |
9.7% |
14% |
False |
True |
1,202 |
20 |
32,510 |
20,055 |
12,455 |
57.5% |
1,986 |
9.2% |
13% |
False |
True |
917 |
40 |
43,165 |
20,055 |
23,110 |
106.7% |
2,101 |
9.7% |
7% |
False |
True |
496 |
60 |
48,920 |
20,055 |
28,865 |
133.3% |
1,834 |
8.5% |
6% |
False |
True |
336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,393 |
2.618 |
28,557 |
1.618 |
26,207 |
1.000 |
24,755 |
0.618 |
23,857 |
HIGH |
22,405 |
0.618 |
21,507 |
0.500 |
21,230 |
0.382 |
20,953 |
LOW |
20,055 |
0.618 |
18,603 |
1.000 |
17,705 |
1.618 |
16,253 |
2.618 |
13,903 |
4.250 |
10,068 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
21,517 |
23,775 |
PP |
21,373 |
23,070 |
S1 |
21,230 |
22,365 |
|