| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,733.5 |
1,656.5 |
-77.0 |
-4.4% |
1,795.6 |
| High |
1,752.8 |
1,688.2 |
-64.6 |
-3.7% |
1,795.6 |
| Low |
1,640.7 |
1,649.8 |
9.1 |
0.6% |
1,640.7 |
| Close |
1,651.9 |
1,665.1 |
13.2 |
0.8% |
1,665.1 |
| Range |
112.1 |
38.4 |
-73.7 |
-65.7% |
154.9 |
| ATR |
60.0 |
58.5 |
-1.5 |
-2.6% |
0.0 |
| Volume |
348,817 |
265,413 |
-83,404 |
-23.9% |
1,792,118 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.9 |
1,762.4 |
1,686.2 |
|
| R3 |
1,744.5 |
1,724.0 |
1,675.7 |
|
| R2 |
1,706.1 |
1,706.1 |
1,672.1 |
|
| R1 |
1,685.6 |
1,685.6 |
1,668.6 |
1,695.9 |
| PP |
1,667.7 |
1,667.7 |
1,667.7 |
1,672.8 |
| S1 |
1,647.2 |
1,647.2 |
1,661.6 |
1,657.5 |
| S2 |
1,629.3 |
1,629.3 |
1,658.1 |
|
| S3 |
1,590.9 |
1,608.8 |
1,654.5 |
|
| S4 |
1,552.5 |
1,570.4 |
1,644.0 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.2 |
2,070.0 |
1,750.3 |
|
| R3 |
2,010.3 |
1,915.1 |
1,707.7 |
|
| R2 |
1,855.4 |
1,855.4 |
1,693.5 |
|
| R1 |
1,760.2 |
1,760.2 |
1,679.3 |
1,730.4 |
| PP |
1,700.5 |
1,700.5 |
1,700.5 |
1,685.5 |
| S1 |
1,605.3 |
1,605.3 |
1,650.9 |
1,575.5 |
| S2 |
1,545.6 |
1,545.6 |
1,636.7 |
|
| S3 |
1,390.7 |
1,450.4 |
1,622.5 |
|
| S4 |
1,235.8 |
1,295.5 |
1,579.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.6 |
1,640.7 |
154.9 |
9.3% |
69.2 |
4.2% |
16% |
False |
False |
358,423 |
| 10 |
1,920.4 |
1,640.7 |
279.7 |
16.8% |
58.6 |
3.5% |
9% |
False |
False |
219,625 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.8% |
55.4 |
3.3% |
9% |
False |
False |
110,165 |
| 40 |
1,993.4 |
1,640.7 |
352.7 |
21.2% |
59.3 |
3.6% |
7% |
False |
False |
55,147 |
| 60 |
2,137.9 |
1,640.7 |
497.2 |
29.9% |
53.3 |
3.2% |
5% |
False |
False |
36,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,851.4 |
|
2.618 |
1,788.7 |
|
1.618 |
1,750.3 |
|
1.000 |
1,726.6 |
|
0.618 |
1,711.9 |
|
HIGH |
1,688.2 |
|
0.618 |
1,673.5 |
|
0.500 |
1,669.0 |
|
0.382 |
1,664.5 |
|
LOW |
1,649.8 |
|
0.618 |
1,626.1 |
|
1.000 |
1,611.4 |
|
1.618 |
1,587.7 |
|
2.618 |
1,549.3 |
|
4.250 |
1,486.6 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,669.0 |
1,697.9 |
| PP |
1,667.7 |
1,686.9 |
| S1 |
1,666.4 |
1,676.0 |
|