| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,468.0 |
3,547.0 |
79.0 |
2.3% |
3,799.0 |
| High |
3,554.0 |
3,567.0 |
13.0 |
0.4% |
3,840.0 |
| Low |
3,457.0 |
3,384.0 |
-73.0 |
-2.1% |
3,573.0 |
| Close |
3,515.0 |
3,422.0 |
-93.0 |
-2.6% |
3,578.0 |
| Range |
97.0 |
183.0 |
86.0 |
88.7% |
267.0 |
| ATR |
83.8 |
90.8 |
7.1 |
8.5% |
0.0 |
| Volume |
1,209,872 |
1,274,350 |
64,478 |
5.3% |
1,795,875 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,006.7 |
3,897.3 |
3,522.7 |
|
| R3 |
3,823.7 |
3,714.3 |
3,472.3 |
|
| R2 |
3,640.7 |
3,640.7 |
3,455.6 |
|
| R1 |
3,531.3 |
3,531.3 |
3,438.8 |
3,494.5 |
| PP |
3,457.7 |
3,457.7 |
3,457.7 |
3,439.3 |
| S1 |
3,348.3 |
3,348.3 |
3,405.2 |
3,311.5 |
| S2 |
3,274.7 |
3,274.7 |
3,388.5 |
|
| S3 |
3,091.7 |
3,165.3 |
3,371.7 |
|
| S4 |
2,908.7 |
2,982.3 |
3,321.4 |
|
|
| 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 |
3,689.0 |
3,384.0 |
305.0 |
8.9% |
115.0 |
3.4% |
12% |
False |
True |
1,421,367 |
| 10 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
90.0 |
2.6% |
8% |
False |
True |
833,574 |
| 20 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
77.2 |
2.3% |
8% |
False |
True |
426,626 |
| 40 |
3,855.0 |
3,384.0 |
471.0 |
13.8% |
77.0 |
2.2% |
8% |
False |
True |
215,361 |
| 60 |
3,902.0 |
3,384.0 |
518.0 |
15.1% |
67.5 |
2.0% |
7% |
False |
True |
143,922 |
| 80 |
3,909.5 |
3,384.0 |
525.5 |
15.4% |
60.8 |
1.8% |
7% |
False |
True |
108,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,344.8 |
|
2.618 |
4,046.1 |
|
1.618 |
3,863.1 |
|
1.000 |
3,750.0 |
|
0.618 |
3,680.1 |
|
HIGH |
3,567.0 |
|
0.618 |
3,497.1 |
|
0.500 |
3,475.5 |
|
0.382 |
3,453.9 |
|
LOW |
3,384.0 |
|
0.618 |
3,270.9 |
|
1.000 |
3,201.0 |
|
1.618 |
3,087.9 |
|
2.618 |
2,904.9 |
|
4.250 |
2,606.3 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,475.5 |
3,475.5 |
| PP |
3,457.7 |
3,457.7 |
| S1 |
3,439.8 |
3,439.8 |
|