Trading Metrics calculated at close of trading on 21-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,430.0 |
3,449.0 |
19.0 |
0.6% |
3,552.0 |
High |
3,459.0 |
3,511.0 |
52.0 |
1.5% |
3,567.0 |
Low |
3,399.0 |
3,446.0 |
47.0 |
1.4% |
3,384.0 |
Close |
3,450.0 |
3,478.0 |
28.0 |
0.8% |
3,423.0 |
Range |
60.0 |
65.0 |
5.0 |
8.3% |
183.0 |
ATR |
87.3 |
85.7 |
-1.6 |
-1.8% |
0.0 |
Volume |
486,095 |
832,374 |
346,279 |
71.2% |
7,935,724 |
|
Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.3 |
3,640.7 |
3,513.8 |
|
R3 |
3,608.3 |
3,575.7 |
3,495.9 |
|
R2 |
3,543.3 |
3,543.3 |
3,489.9 |
|
R1 |
3,510.7 |
3,510.7 |
3,484.0 |
3,527.0 |
PP |
3,478.3 |
3,478.3 |
3,478.3 |
3,486.5 |
S1 |
3,445.7 |
3,445.7 |
3,472.0 |
3,462.0 |
S2 |
3,413.3 |
3,413.3 |
3,466.1 |
|
S3 |
3,348.3 |
3,380.7 |
3,460.1 |
|
S4 |
3,283.3 |
3,315.7 |
3,442.3 |
|
|
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% |
95.0 |
2.7% |
51% |
False |
False |
1,041,610 |
10 |
3,811.0 |
3,384.0 |
427.0 |
12.3% |
93.9 |
2.7% |
22% |
False |
False |
1,069,335 |
20 |
3,840.0 |
3,384.0 |
456.0 |
13.1% |
76.9 |
2.2% |
21% |
False |
False |
562,528 |
40 |
3,840.0 |
3,384.0 |
456.0 |
13.1% |
76.8 |
2.2% |
21% |
False |
False |
283,321 |
60 |
3,902.0 |
3,384.0 |
518.0 |
14.9% |
69.5 |
2.0% |
18% |
False |
False |
189,311 |
80 |
3,902.0 |
3,384.0 |
518.0 |
14.9% |
61.0 |
1.8% |
18% |
False |
False |
142,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,787.3 |
2.618 |
3,681.2 |
1.618 |
3,616.2 |
1.000 |
3,576.0 |
0.618 |
3,551.2 |
HIGH |
3,511.0 |
0.618 |
3,486.2 |
0.500 |
3,478.5 |
0.382 |
3,470.8 |
LOW |
3,446.0 |
0.618 |
3,405.8 |
1.000 |
3,381.0 |
1.618 |
3,340.8 |
2.618 |
3,275.8 |
4.250 |
3,169.8 |
|
|
Fisher Pivots for day following 21-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,478.5 |
3,470.3 |
PP |
3,478.3 |
3,462.7 |
S1 |
3,478.2 |
3,455.0 |
|