| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,724.50 |
12,648.25 |
-76.25 |
-0.6% |
12,737.25 |
| High |
12,811.75 |
12,755.25 |
-56.50 |
-0.4% |
12,973.75 |
| Low |
12,610.00 |
12,285.00 |
-325.00 |
-2.6% |
12,477.75 |
| Close |
12,646.00 |
12,304.75 |
-341.25 |
-2.7% |
12,580.50 |
| Range |
201.75 |
470.25 |
268.50 |
133.1% |
496.00 |
| ATR |
413.55 |
417.60 |
4.05 |
1.0% |
0.00 |
| Volume |
11,654 |
60,982 |
49,328 |
423.3% |
10,243 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,859.00 |
13,552.25 |
12,563.50 |
|
| R3 |
13,388.75 |
13,082.00 |
12,434.00 |
|
| R2 |
12,918.50 |
12,918.50 |
12,391.00 |
|
| R1 |
12,611.75 |
12,611.75 |
12,347.75 |
12,530.00 |
| PP |
12,448.25 |
12,448.25 |
12,448.25 |
12,407.50 |
| S1 |
12,141.50 |
12,141.50 |
12,261.75 |
12,059.75 |
| S2 |
11,978.00 |
11,978.00 |
12,218.50 |
|
| S3 |
11,507.75 |
11,671.25 |
12,175.50 |
|
| S4 |
11,037.50 |
11,201.00 |
12,046.00 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,165.25 |
13,869.00 |
12,853.25 |
|
| R3 |
13,669.25 |
13,373.00 |
12,717.00 |
|
| R2 |
13,173.25 |
13,173.25 |
12,671.50 |
|
| R1 |
12,877.00 |
12,877.00 |
12,626.00 |
12,777.00 |
| PP |
12,677.25 |
12,677.25 |
12,677.25 |
12,627.50 |
| S1 |
12,381.00 |
12,381.00 |
12,535.00 |
12,281.00 |
| S2 |
12,181.25 |
12,181.25 |
12,489.50 |
|
| S3 |
11,685.25 |
11,885.00 |
12,444.00 |
|
| S4 |
11,189.25 |
11,389.00 |
12,307.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,973.75 |
12,285.00 |
688.75 |
5.6% |
344.00 |
2.8% |
3% |
False |
True |
17,462 |
| 10 |
12,973.75 |
11,881.25 |
1,092.50 |
8.9% |
392.50 |
3.2% |
39% |
False |
False |
10,270 |
| 20 |
12,973.75 |
11,521.25 |
1,452.50 |
11.8% |
413.25 |
3.4% |
54% |
False |
False |
5,920 |
| 40 |
14,331.25 |
11,521.25 |
2,810.00 |
22.8% |
444.00 |
3.6% |
28% |
False |
False |
3,598 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
30.8% |
412.00 |
3.3% |
21% |
False |
False |
2,616 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
30.8% |
427.75 |
3.5% |
21% |
False |
False |
1,978 |
| 100 |
15,639.50 |
11,521.25 |
4,118.25 |
33.5% |
433.75 |
3.5% |
19% |
False |
False |
1,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,753.75 |
|
2.618 |
13,986.25 |
|
1.618 |
13,516.00 |
|
1.000 |
13,225.50 |
|
0.618 |
13,045.75 |
|
HIGH |
12,755.25 |
|
0.618 |
12,575.50 |
|
0.500 |
12,520.00 |
|
0.382 |
12,464.75 |
|
LOW |
12,285.00 |
|
0.618 |
11,994.50 |
|
1.000 |
11,814.75 |
|
1.618 |
11,524.25 |
|
2.618 |
11,054.00 |
|
4.250 |
10,286.50 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,520.00 |
12,548.50 |
| PP |
12,448.25 |
12,467.25 |
| S1 |
12,376.50 |
12,386.00 |
|