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 |
1,850.4 |
1,879.0 |
28.6 |
1.5% |
1,853.7 |
High |
1,879.6 |
1,882.5 |
2.9 |
0.2% |
1,879.6 |
Low |
1,826.5 |
1,819.0 |
-7.5 |
-0.4% |
1,826.5 |
Close |
1,875.5 |
1,831.8 |
-43.7 |
-2.3% |
1,875.5 |
Range |
53.1 |
63.5 |
10.4 |
19.6% |
53.1 |
ATR |
26.6 |
29.3 |
2.6 |
9.9% |
0.0 |
Volume |
267,204 |
252,543 |
-14,661 |
-5.5% |
735,028 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.9 |
1,996.9 |
1,866.7 |
|
R3 |
1,971.4 |
1,933.4 |
1,849.3 |
|
R2 |
1,907.9 |
1,907.9 |
1,843.4 |
|
R1 |
1,869.9 |
1,869.9 |
1,837.6 |
1,857.2 |
PP |
1,844.4 |
1,844.4 |
1,844.4 |
1,838.1 |
S1 |
1,806.4 |
1,806.4 |
1,826.0 |
1,793.7 |
S2 |
1,780.9 |
1,780.9 |
1,820.2 |
|
S3 |
1,717.4 |
1,742.9 |
1,814.3 |
|
S4 |
1,653.9 |
1,679.4 |
1,796.9 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.8 |
2,000.8 |
1,904.7 |
|
R3 |
1,966.7 |
1,947.7 |
1,890.1 |
|
R2 |
1,913.6 |
1,913.6 |
1,885.2 |
|
R1 |
1,894.6 |
1,894.6 |
1,880.4 |
1,904.1 |
PP |
1,860.5 |
1,860.5 |
1,860.5 |
1,865.3 |
S1 |
1,841.5 |
1,841.5 |
1,870.6 |
1,851.0 |
S2 |
1,807.4 |
1,807.4 |
1,865.8 |
|
S3 |
1,754.3 |
1,788.4 |
1,860.9 |
|
S4 |
1,701.2 |
1,735.3 |
1,846.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,882.5 |
1,819.0 |
63.5 |
3.5% |
33.6 |
1.8% |
20% |
True |
True |
176,878 |
10 |
1,882.5 |
1,819.0 |
63.5 |
3.5% |
29.6 |
1.6% |
20% |
True |
True |
159,022 |
20 |
1,882.5 |
1,792.0 |
90.5 |
4.9% |
26.7 |
1.5% |
44% |
True |
False |
111,088 |
40 |
2,009.5 |
1,792.0 |
217.5 |
11.9% |
28.5 |
1.6% |
18% |
False |
False |
69,126 |
60 |
2,009.5 |
1,792.0 |
217.5 |
11.9% |
27.8 |
1.5% |
18% |
False |
False |
47,684 |
80 |
2,085.2 |
1,792.0 |
293.2 |
16.0% |
31.6 |
1.7% |
14% |
False |
False |
36,461 |
100 |
2,085.2 |
1,787.8 |
297.4 |
16.2% |
29.2 |
1.6% |
15% |
False |
False |
29,639 |
120 |
2,085.2 |
1,787.8 |
297.4 |
16.2% |
27.2 |
1.5% |
15% |
False |
False |
25,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,152.4 |
2.618 |
2,048.7 |
1.618 |
1,985.2 |
1.000 |
1,946.0 |
0.618 |
1,921.7 |
HIGH |
1,882.5 |
0.618 |
1,858.2 |
0.500 |
1,850.8 |
0.382 |
1,843.3 |
LOW |
1,819.0 |
0.618 |
1,779.8 |
1.000 |
1,755.5 |
1.618 |
1,716.3 |
2.618 |
1,652.8 |
4.250 |
1,549.1 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,850.8 |
1,850.8 |
PP |
1,844.4 |
1,844.4 |
S1 |
1,838.1 |
1,838.1 |
|