| 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 |
3,502.0 |
3,468.0 |
-34.0 |
-1.0% |
3,799.0 |
| High |
3,532.0 |
3,554.0 |
22.0 |
0.6% |
3,840.0 |
| Low |
3,430.0 |
3,457.0 |
27.0 |
0.8% |
3,573.0 |
| Close |
3,460.0 |
3,515.0 |
55.0 |
1.6% |
3,578.0 |
| Range |
102.0 |
97.0 |
-5.0 |
-4.9% |
267.0 |
| ATR |
82.7 |
83.8 |
1.0 |
1.2% |
0.0 |
| Volume |
2,383,843 |
1,209,872 |
-1,173,971 |
-49.2% |
1,795,875 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,799.7 |
3,754.3 |
3,568.4 |
|
| R3 |
3,702.7 |
3,657.3 |
3,541.7 |
|
| R2 |
3,605.7 |
3,605.7 |
3,532.8 |
|
| R1 |
3,560.3 |
3,560.3 |
3,523.9 |
3,583.0 |
| PP |
3,508.7 |
3,508.7 |
3,508.7 |
3,520.0 |
| S1 |
3,463.3 |
3,463.3 |
3,506.1 |
3,486.0 |
| S2 |
3,411.7 |
3,411.7 |
3,497.2 |
|
| S3 |
3,314.7 |
3,366.3 |
3,488.3 |
|
| S4 |
3,217.7 |
3,269.3 |
3,461.7 |
|
|
| 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 |
3,774.0 |
3,430.0 |
344.0 |
9.8% |
98.6 |
2.8% |
25% |
False |
False |
1,284,637 |
| 10 |
3,840.0 |
3,430.0 |
410.0 |
11.7% |
78.3 |
2.2% |
21% |
False |
False |
710,955 |
| 20 |
3,840.0 |
3,430.0 |
410.0 |
11.7% |
73.0 |
2.1% |
21% |
False |
False |
362,927 |
| 40 |
3,855.0 |
3,430.0 |
425.0 |
12.1% |
73.8 |
2.1% |
20% |
False |
False |
183,681 |
| 60 |
3,902.0 |
3,430.0 |
472.0 |
13.4% |
65.1 |
1.9% |
18% |
False |
False |
122,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,966.3 |
|
2.618 |
3,807.9 |
|
1.618 |
3,710.9 |
|
1.000 |
3,651.0 |
|
0.618 |
3,613.9 |
|
HIGH |
3,554.0 |
|
0.618 |
3,516.9 |
|
0.500 |
3,505.5 |
|
0.382 |
3,494.1 |
|
LOW |
3,457.0 |
|
0.618 |
3,397.1 |
|
1.000 |
3,360.0 |
|
1.618 |
3,300.1 |
|
2.618 |
3,203.1 |
|
4.250 |
3,044.8 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,511.8 |
3,507.3 |
| PP |
3,508.7 |
3,499.7 |
| S1 |
3,505.5 |
3,492.0 |
|