Trading Metrics calculated at close of trading on 09-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,803.0 |
3,744.0 |
-59.0 |
-1.6% |
3,823.0 |
High |
3,811.0 |
3,774.0 |
-37.0 |
-1.0% |
3,823.0 |
Low |
3,743.0 |
3,673.0 |
-70.0 |
-1.9% |
3,737.0 |
Close |
3,767.0 |
3,707.0 |
-60.0 |
-1.6% |
3,763.0 |
Range |
68.0 |
101.0 |
33.0 |
48.5% |
86.0 |
ATR |
73.4 |
75.4 |
2.0 |
2.7% |
0.0 |
Volume |
271,990 |
590,700 |
318,710 |
117.2% |
110,685 |
|
Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,021.0 |
3,965.0 |
3,762.6 |
|
R3 |
3,920.0 |
3,864.0 |
3,734.8 |
|
R2 |
3,819.0 |
3,819.0 |
3,725.5 |
|
R1 |
3,763.0 |
3,763.0 |
3,716.3 |
3,740.5 |
PP |
3,718.0 |
3,718.0 |
3,718.0 |
3,706.8 |
S1 |
3,662.0 |
3,662.0 |
3,697.7 |
3,639.5 |
S2 |
3,617.0 |
3,617.0 |
3,688.5 |
|
S3 |
3,516.0 |
3,561.0 |
3,679.2 |
|
S4 |
3,415.0 |
3,460.0 |
3,651.5 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,032.3 |
3,983.7 |
3,810.3 |
|
R3 |
3,946.3 |
3,897.7 |
3,786.7 |
|
R2 |
3,860.3 |
3,860.3 |
3,778.8 |
|
R1 |
3,811.7 |
3,811.7 |
3,770.9 |
3,793.0 |
PP |
3,774.3 |
3,774.3 |
3,774.3 |
3,765.0 |
S1 |
3,725.7 |
3,725.7 |
3,755.1 |
3,707.0 |
S2 |
3,688.3 |
3,688.3 |
3,747.2 |
|
S3 |
3,602.3 |
3,639.7 |
3,739.4 |
|
S4 |
3,516.3 |
3,553.7 |
3,715.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,840.0 |
3,673.0 |
167.0 |
4.5% |
65.0 |
1.8% |
20% |
False |
True |
245,782 |
10 |
3,840.0 |
3,652.0 |
188.0 |
5.1% |
65.9 |
1.8% |
29% |
False |
False |
135,896 |
20 |
3,840.0 |
3,509.0 |
331.0 |
8.9% |
65.3 |
1.8% |
60% |
False |
False |
73,804 |
40 |
3,855.0 |
3,456.0 |
399.0 |
10.8% |
69.5 |
1.9% |
63% |
False |
False |
38,034 |
60 |
3,902.0 |
3,456.0 |
446.0 |
12.0% |
63.0 |
1.7% |
56% |
False |
False |
25,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,203.3 |
2.618 |
4,038.4 |
1.618 |
3,937.4 |
1.000 |
3,875.0 |
0.618 |
3,836.4 |
HIGH |
3,774.0 |
0.618 |
3,735.4 |
0.500 |
3,723.5 |
0.382 |
3,711.6 |
LOW |
3,673.0 |
0.618 |
3,610.6 |
1.000 |
3,572.0 |
1.618 |
3,509.6 |
2.618 |
3,408.6 |
4.250 |
3,243.8 |
|
|
Fisher Pivots for day following 09-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,723.5 |
3,742.0 |
PP |
3,718.0 |
3,730.3 |
S1 |
3,712.5 |
3,718.7 |
|