| 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 |
1,708.7 |
1,733.5 |
24.8 |
1.5% |
1,883.0 |
| High |
1,755.0 |
1,752.8 |
-2.2 |
-0.1% |
1,920.4 |
| Low |
1,699.7 |
1,640.7 |
-59.0 |
-3.5% |
1,790.3 |
| Close |
1,732.4 |
1,651.9 |
-80.5 |
-4.6% |
1,800.6 |
| Range |
55.3 |
112.1 |
56.8 |
102.7% |
130.1 |
| ATR |
56.0 |
60.0 |
4.0 |
7.2% |
0.0 |
| Volume |
290,815 |
348,817 |
58,002 |
19.9% |
404,141 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.1 |
1,947.1 |
1,713.6 |
|
| R3 |
1,906.0 |
1,835.0 |
1,682.7 |
|
| R2 |
1,793.9 |
1,793.9 |
1,672.5 |
|
| R1 |
1,722.9 |
1,722.9 |
1,662.2 |
1,702.4 |
| PP |
1,681.8 |
1,681.8 |
1,681.8 |
1,671.5 |
| S1 |
1,610.8 |
1,610.8 |
1,641.6 |
1,590.3 |
| S2 |
1,569.7 |
1,569.7 |
1,631.3 |
|
| S3 |
1,457.6 |
1,498.7 |
1,621.1 |
|
| S4 |
1,345.5 |
1,386.6 |
1,590.2 |
|
|
| 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 |
1,856.8 |
1,640.7 |
216.1 |
13.1% |
74.8 |
4.5% |
5% |
False |
True |
366,605 |
| 10 |
1,920.4 |
1,640.7 |
279.7 |
16.9% |
58.1 |
3.5% |
4% |
False |
True |
193,419 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.9% |
56.0 |
3.4% |
4% |
False |
True |
96,900 |
| 40 |
2,062.0 |
1,640.7 |
421.3 |
25.5% |
60.3 |
3.6% |
3% |
False |
True |
48,519 |
| 60 |
2,137.9 |
1,640.7 |
497.2 |
30.1% |
53.4 |
3.2% |
2% |
False |
True |
32,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.2 |
|
2.618 |
2,046.3 |
|
1.618 |
1,934.2 |
|
1.000 |
1,864.9 |
|
0.618 |
1,822.1 |
|
HIGH |
1,752.8 |
|
0.618 |
1,710.0 |
|
0.500 |
1,696.8 |
|
0.382 |
1,683.5 |
|
LOW |
1,640.7 |
|
0.618 |
1,571.4 |
|
1.000 |
1,528.6 |
|
1.618 |
1,459.3 |
|
2.618 |
1,347.2 |
|
4.250 |
1,164.3 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,696.8 |
1,697.9 |
| PP |
1,681.8 |
1,682.5 |
| S1 |
1,666.9 |
1,667.2 |
|