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 |
3,676.0 |
3,552.0 |
-124.0 |
-3.4% |
3,799.0 |
High |
3,689.0 |
3,552.0 |
-137.0 |
-3.7% |
3,840.0 |
Low |
3,573.0 |
3,475.0 |
-98.0 |
-2.7% |
3,573.0 |
Close |
3,578.0 |
3,488.0 |
-90.0 |
-2.5% |
3,578.0 |
Range |
116.0 |
77.0 |
-39.0 |
-33.6% |
267.0 |
ATR |
79.6 |
81.2 |
1.7 |
2.1% |
0.0 |
Volume |
576,476 |
1,662,298 |
1,085,822 |
188.4% |
1,795,875 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,736.0 |
3,689.0 |
3,530.4 |
|
R3 |
3,659.0 |
3,612.0 |
3,509.2 |
|
R2 |
3,582.0 |
3,582.0 |
3,502.1 |
|
R1 |
3,535.0 |
3,535.0 |
3,495.1 |
3,520.0 |
PP |
3,505.0 |
3,505.0 |
3,505.0 |
3,497.5 |
S1 |
3,458.0 |
3,458.0 |
3,480.9 |
3,443.0 |
S2 |
3,428.0 |
3,428.0 |
3,473.9 |
|
S3 |
3,351.0 |
3,381.0 |
3,466.8 |
|
S4 |
3,274.0 |
3,304.0 |
3,445.7 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.7 |
4,288.3 |
3,724.9 |
|
R3 |
4,197.7 |
4,021.3 |
3,651.4 |
|
R2 |
3,930.7 |
3,930.7 |
3,627.0 |
|
R1 |
3,754.3 |
3,754.3 |
3,602.5 |
3,709.0 |
PP |
3,663.7 |
3,663.7 |
3,663.7 |
3,641.0 |
S1 |
3,487.3 |
3,487.3 |
3,553.5 |
3,442.0 |
S2 |
3,396.7 |
3,396.7 |
3,529.1 |
|
S3 |
3,129.7 |
3,220.3 |
3,504.6 |
|
S4 |
2,862.7 |
2,953.3 |
3,431.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,811.0 |
3,475.0 |
336.0 |
9.6% |
81.2 |
2.3% |
4% |
False |
True |
665,936 |
10 |
3,840.0 |
3,475.0 |
365.0 |
10.5% |
70.2 |
2.0% |
4% |
False |
True |
356,885 |
20 |
3,840.0 |
3,475.0 |
365.0 |
10.5% |
67.2 |
1.9% |
4% |
False |
True |
184,115 |
40 |
3,855.0 |
3,456.0 |
399.0 |
11.4% |
71.0 |
2.0% |
8% |
False |
False |
93,996 |
60 |
3,902.0 |
3,456.0 |
446.0 |
12.8% |
63.9 |
1.8% |
7% |
False |
False |
62,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,879.3 |
2.618 |
3,753.6 |
1.618 |
3,676.6 |
1.000 |
3,629.0 |
0.618 |
3,599.6 |
HIGH |
3,552.0 |
0.618 |
3,522.6 |
0.500 |
3,513.5 |
0.382 |
3,504.4 |
LOW |
3,475.0 |
0.618 |
3,427.4 |
1.000 |
3,398.0 |
1.618 |
3,350.4 |
2.618 |
3,273.4 |
4.250 |
3,147.8 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,513.5 |
3,624.5 |
PP |
3,505.0 |
3,579.0 |
S1 |
3,496.5 |
3,533.5 |
|