Trading Metrics calculated at close of trading on 20-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
20-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,408.0 |
3,430.0 |
22.0 |
0.6% |
3,552.0 |
High |
3,471.0 |
3,459.0 |
-12.0 |
-0.3% |
3,567.0 |
Low |
3,401.0 |
3,399.0 |
-2.0 |
-0.1% |
3,384.0 |
Close |
3,423.0 |
3,450.0 |
27.0 |
0.8% |
3,423.0 |
Range |
70.0 |
60.0 |
-10.0 |
-14.3% |
183.0 |
ATR |
89.4 |
87.3 |
-2.1 |
-2.3% |
0.0 |
Volume |
1,405,361 |
486,095 |
-919,266 |
-65.4% |
7,935,724 |
|
Daily Pivots for day following 20-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,616.0 |
3,593.0 |
3,483.0 |
|
R3 |
3,556.0 |
3,533.0 |
3,466.5 |
|
R2 |
3,496.0 |
3,496.0 |
3,461.0 |
|
R1 |
3,473.0 |
3,473.0 |
3,455.5 |
3,484.5 |
PP |
3,436.0 |
3,436.0 |
3,436.0 |
3,441.8 |
S1 |
3,413.0 |
3,413.0 |
3,444.5 |
3,424.5 |
S2 |
3,376.0 |
3,376.0 |
3,439.0 |
|
S3 |
3,316.0 |
3,353.0 |
3,433.5 |
|
S4 |
3,256.0 |
3,293.0 |
3,417.0 |
|
|
Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,007.0 |
3,898.0 |
3,523.7 |
|
R3 |
3,824.0 |
3,715.0 |
3,473.3 |
|
R2 |
3,641.0 |
3,641.0 |
3,456.6 |
|
R1 |
3,532.0 |
3,532.0 |
3,439.8 |
3,495.0 |
PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,439.5 |
S1 |
3,349.0 |
3,349.0 |
3,406.2 |
3,312.0 |
S2 |
3,275.0 |
3,275.0 |
3,389.5 |
|
S3 |
3,092.0 |
3,166.0 |
3,372.7 |
|
S4 |
2,909.0 |
2,983.0 |
3,322.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,567.0 |
3,384.0 |
183.0 |
5.3% |
102.4 |
3.0% |
36% |
False |
False |
1,351,904 |
10 |
3,811.0 |
3,384.0 |
427.0 |
12.4% |
91.8 |
2.7% |
15% |
False |
False |
1,008,920 |
20 |
3,840.0 |
3,384.0 |
456.0 |
13.2% |
76.5 |
2.2% |
14% |
False |
False |
521,179 |
40 |
3,840.0 |
3,384.0 |
456.0 |
13.2% |
76.6 |
2.2% |
14% |
False |
False |
262,643 |
60 |
3,902.0 |
3,384.0 |
518.0 |
15.0% |
69.0 |
2.0% |
13% |
False |
False |
175,439 |
80 |
3,902.0 |
3,384.0 |
518.0 |
15.0% |
61.5 |
1.8% |
13% |
False |
False |
131,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,714.0 |
2.618 |
3,616.1 |
1.618 |
3,556.1 |
1.000 |
3,519.0 |
0.618 |
3,496.1 |
HIGH |
3,459.0 |
0.618 |
3,436.1 |
0.500 |
3,429.0 |
0.382 |
3,421.9 |
LOW |
3,399.0 |
0.618 |
3,361.9 |
1.000 |
3,339.0 |
1.618 |
3,301.9 |
2.618 |
3,241.9 |
4.250 |
3,144.0 |
|
|
Fisher Pivots for day following 20-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,443.0 |
3,475.5 |
PP |
3,436.0 |
3,467.0 |
S1 |
3,429.0 |
3,458.5 |
|