| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,852.2 |
1,795.6 |
-56.6 |
-3.1% |
1,883.0 |
| High |
1,856.8 |
1,795.6 |
-61.2 |
-3.3% |
1,920.4 |
| Low |
1,790.3 |
1,706.0 |
-84.3 |
-4.7% |
1,790.3 |
| Close |
1,800.6 |
1,715.7 |
-84.9 |
-4.7% |
1,800.6 |
| Range |
66.5 |
89.6 |
23.1 |
34.7% |
130.1 |
| ATR |
53.5 |
56.5 |
2.9 |
5.5% |
0.0 |
| Volume |
306,323 |
517,526 |
211,203 |
68.9% |
404,141 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.9 |
1,951.4 |
1,765.0 |
|
| R3 |
1,918.3 |
1,861.8 |
1,740.3 |
|
| R2 |
1,828.7 |
1,828.7 |
1,732.1 |
|
| R1 |
1,772.2 |
1,772.2 |
1,723.9 |
1,755.7 |
| PP |
1,739.1 |
1,739.1 |
1,739.1 |
1,730.8 |
| S1 |
1,682.6 |
1,682.6 |
1,707.5 |
1,666.1 |
| S2 |
1,649.5 |
1,649.5 |
1,699.3 |
|
| S3 |
1,559.9 |
1,593.0 |
1,691.1 |
|
| S4 |
1,470.3 |
1,503.4 |
1,666.4 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.4 |
2,144.1 |
1,872.2 |
|
| R3 |
2,097.3 |
2,014.0 |
1,836.4 |
|
| R2 |
1,967.2 |
1,967.2 |
1,824.5 |
|
| R1 |
1,883.9 |
1,883.9 |
1,812.5 |
1,860.5 |
| PP |
1,837.1 |
1,837.1 |
1,837.1 |
1,825.4 |
| S1 |
1,753.8 |
1,753.8 |
1,788.7 |
1,730.4 |
| S2 |
1,707.0 |
1,707.0 |
1,776.7 |
|
| S3 |
1,576.9 |
1,623.7 |
1,764.8 |
|
| S4 |
1,446.8 |
1,493.6 |
1,729.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,920.4 |
1,706.0 |
214.4 |
12.5% |
60.5 |
3.5% |
5% |
False |
True |
183,308 |
| 10 |
1,920.4 |
1,706.0 |
214.4 |
12.5% |
52.3 |
3.0% |
5% |
False |
True |
92,750 |
| 20 |
1,920.4 |
1,706.0 |
214.4 |
12.5% |
53.8 |
3.1% |
5% |
False |
True |
46,458 |
| 40 |
2,062.0 |
1,700.0 |
362.0 |
21.1% |
57.4 |
3.3% |
4% |
False |
False |
23,295 |
| 60 |
2,137.9 |
1,700.0 |
437.9 |
25.5% |
51.8 |
3.0% |
4% |
False |
False |
15,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.4 |
|
2.618 |
2,030.2 |
|
1.618 |
1,940.6 |
|
1.000 |
1,885.2 |
|
0.618 |
1,851.0 |
|
HIGH |
1,795.6 |
|
0.618 |
1,761.4 |
|
0.500 |
1,750.8 |
|
0.382 |
1,740.2 |
|
LOW |
1,706.0 |
|
0.618 |
1,650.6 |
|
1.000 |
1,616.4 |
|
1.618 |
1,561.0 |
|
2.618 |
1,471.4 |
|
4.250 |
1,325.2 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,750.8 |
1,805.8 |
| PP |
1,739.1 |
1,775.8 |
| S1 |
1,727.4 |
1,745.7 |
|