Trading Metrics calculated at close of trading on 14-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,552.0 |
3,502.0 |
-50.0 |
-1.4% |
3,799.0 |
High |
3,552.0 |
3,532.0 |
-20.0 |
-0.6% |
3,840.0 |
Low |
3,475.0 |
3,430.0 |
-45.0 |
-1.3% |
3,573.0 |
Close |
3,488.0 |
3,460.0 |
-28.0 |
-0.8% |
3,578.0 |
Range |
77.0 |
102.0 |
25.0 |
32.5% |
267.0 |
ATR |
81.2 |
82.7 |
1.5 |
1.8% |
0.0 |
Volume |
1,662,298 |
2,383,843 |
721,545 |
43.4% |
1,795,875 |
|
Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,780.0 |
3,722.0 |
3,516.1 |
|
R3 |
3,678.0 |
3,620.0 |
3,488.1 |
|
R2 |
3,576.0 |
3,576.0 |
3,478.7 |
|
R1 |
3,518.0 |
3,518.0 |
3,469.4 |
3,496.0 |
PP |
3,474.0 |
3,474.0 |
3,474.0 |
3,463.0 |
S1 |
3,416.0 |
3,416.0 |
3,450.7 |
3,394.0 |
S2 |
3,372.0 |
3,372.0 |
3,441.3 |
|
S3 |
3,270.0 |
3,314.0 |
3,432.0 |
|
S4 |
3,168.0 |
3,212.0 |
3,403.9 |
|
|
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 |
3,430.0 |
381.0 |
11.0% |
92.8 |
2.7% |
8% |
False |
True |
1,097,061 |
10 |
3,840.0 |
3,430.0 |
410.0 |
11.8% |
74.4 |
2.2% |
7% |
False |
True |
591,076 |
20 |
3,840.0 |
3,430.0 |
410.0 |
11.8% |
70.2 |
2.0% |
7% |
False |
True |
303,148 |
40 |
3,855.0 |
3,430.0 |
425.0 |
12.3% |
72.8 |
2.1% |
7% |
False |
True |
153,434 |
60 |
3,902.0 |
3,430.0 |
472.0 |
13.6% |
64.7 |
1.9% |
6% |
False |
True |
102,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,965.5 |
2.618 |
3,799.0 |
1.618 |
3,697.0 |
1.000 |
3,634.0 |
0.618 |
3,595.0 |
HIGH |
3,532.0 |
0.618 |
3,493.0 |
0.500 |
3,481.0 |
0.382 |
3,469.0 |
LOW |
3,430.0 |
0.618 |
3,367.0 |
1.000 |
3,328.0 |
1.618 |
3,265.0 |
2.618 |
3,163.0 |
4.250 |
2,996.5 |
|
|
Fisher Pivots for day following 14-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,481.0 |
3,559.5 |
PP |
3,474.0 |
3,526.3 |
S1 |
3,467.0 |
3,493.2 |
|