| 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 |
1,718.5 |
1,708.7 |
-9.8 |
-0.6% |
1,883.0 |
| High |
1,741.0 |
1,755.0 |
14.0 |
0.8% |
1,920.4 |
| Low |
1,690.4 |
1,699.7 |
9.3 |
0.6% |
1,790.3 |
| Close |
1,708.3 |
1,732.4 |
24.1 |
1.4% |
1,800.6 |
| Range |
50.6 |
55.3 |
4.7 |
9.3% |
130.1 |
| ATR |
56.1 |
56.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
369,547 |
290,815 |
-78,732 |
-21.3% |
404,141 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.9 |
1,869.0 |
1,762.8 |
|
| R3 |
1,839.6 |
1,813.7 |
1,747.6 |
|
| R2 |
1,784.3 |
1,784.3 |
1,742.5 |
|
| R1 |
1,758.4 |
1,758.4 |
1,737.5 |
1,771.4 |
| PP |
1,729.0 |
1,729.0 |
1,729.0 |
1,735.5 |
| S1 |
1,703.1 |
1,703.1 |
1,727.3 |
1,716.1 |
| S2 |
1,673.7 |
1,673.7 |
1,722.3 |
|
| S3 |
1,618.4 |
1,647.8 |
1,717.2 |
|
| S4 |
1,563.1 |
1,592.5 |
1,702.0 |
|
|
| 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 |
1,905.6 |
1,690.4 |
215.2 |
12.4% |
63.8 |
3.7% |
20% |
False |
False |
309,943 |
| 10 |
1,920.4 |
1,690.4 |
230.0 |
13.3% |
52.2 |
3.0% |
18% |
False |
False |
158,610 |
| 20 |
1,920.4 |
1,690.4 |
230.0 |
13.3% |
54.4 |
3.1% |
18% |
False |
False |
79,468 |
| 40 |
2,062.0 |
1,690.4 |
371.6 |
21.5% |
58.2 |
3.4% |
11% |
False |
False |
39,802 |
| 60 |
2,137.9 |
1,690.4 |
447.5 |
25.8% |
52.2 |
3.0% |
9% |
False |
False |
26,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,990.0 |
|
2.618 |
1,899.8 |
|
1.618 |
1,844.5 |
|
1.000 |
1,810.3 |
|
0.618 |
1,789.2 |
|
HIGH |
1,755.0 |
|
0.618 |
1,733.9 |
|
0.500 |
1,727.4 |
|
0.382 |
1,720.8 |
|
LOW |
1,699.7 |
|
0.618 |
1,665.5 |
|
1.000 |
1,644.4 |
|
1.618 |
1,610.2 |
|
2.618 |
1,554.9 |
|
4.250 |
1,464.7 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,730.7 |
1,743.0 |
| PP |
1,729.0 |
1,739.5 |
| S1 |
1,727.4 |
1,735.9 |
|