| 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 |
12,334.00 |
11,810.75 |
-523.25 |
-4.2% |
12,581.25 |
| High |
12,368.75 |
11,811.75 |
-557.00 |
-4.5% |
12,838.75 |
| Low |
11,849.25 |
11,285.25 |
-564.00 |
-4.8% |
11,849.25 |
| Close |
11,867.75 |
11,327.50 |
-540.25 |
-4.6% |
11,867.75 |
| Range |
519.50 |
526.50 |
7.00 |
1.3% |
989.50 |
| ATR |
424.87 |
436.13 |
11.26 |
2.6% |
0.00 |
| Volume |
381,026 |
737,529 |
356,503 |
93.6% |
465,816 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,054.25 |
12,717.50 |
11,617.00 |
|
| R3 |
12,527.75 |
12,191.00 |
11,472.25 |
|
| R2 |
12,001.25 |
12,001.25 |
11,424.00 |
|
| R1 |
11,664.50 |
11,664.50 |
11,375.75 |
11,569.50 |
| PP |
11,474.75 |
11,474.75 |
11,474.75 |
11,427.50 |
| S1 |
11,138.00 |
11,138.00 |
11,279.25 |
11,043.00 |
| S2 |
10,948.25 |
10,948.25 |
11,231.00 |
|
| S3 |
10,421.75 |
10,611.50 |
11,182.75 |
|
| S4 |
9,895.25 |
10,085.00 |
11,038.00 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,153.75 |
14,500.25 |
12,412.00 |
|
| R3 |
14,164.25 |
13,510.75 |
12,139.75 |
|
| R2 |
13,174.75 |
13,174.75 |
12,049.25 |
|
| R1 |
12,521.25 |
12,521.25 |
11,958.50 |
12,353.25 |
| PP |
12,185.25 |
12,185.25 |
12,185.25 |
12,101.25 |
| S1 |
11,531.75 |
11,531.75 |
11,777.00 |
11,363.75 |
| S2 |
11,195.75 |
11,195.75 |
11,686.25 |
|
| S3 |
10,206.25 |
10,542.25 |
11,595.75 |
|
| S4 |
9,216.75 |
9,552.75 |
11,323.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,811.75 |
11,285.25 |
1,526.50 |
13.5% |
409.25 |
3.6% |
3% |
False |
True |
239,736 |
| 10 |
12,973.75 |
11,285.25 |
1,688.50 |
14.9% |
398.75 |
3.5% |
3% |
False |
True |
121,358 |
| 20 |
12,973.75 |
11,285.25 |
1,688.50 |
14.9% |
416.00 |
3.7% |
3% |
False |
True |
61,680 |
| 40 |
14,329.25 |
11,285.25 |
3,044.00 |
26.9% |
451.25 |
4.0% |
1% |
False |
True |
31,523 |
| 60 |
15,305.00 |
11,285.25 |
4,019.75 |
35.5% |
414.50 |
3.7% |
1% |
False |
True |
21,246 |
| 80 |
15,305.00 |
11,285.25 |
4,019.75 |
35.5% |
433.00 |
3.8% |
1% |
False |
True |
15,959 |
| 100 |
15,338.50 |
11,285.25 |
4,053.25 |
35.8% |
436.25 |
3.9% |
1% |
False |
True |
12,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,049.50 |
|
2.618 |
13,190.25 |
|
1.618 |
12,663.75 |
|
1.000 |
12,338.25 |
|
0.618 |
12,137.25 |
|
HIGH |
11,811.75 |
|
0.618 |
11,610.75 |
|
0.500 |
11,548.50 |
|
0.382 |
11,486.25 |
|
LOW |
11,285.25 |
|
0.618 |
10,959.75 |
|
1.000 |
10,758.75 |
|
1.618 |
10,433.25 |
|
2.618 |
9,906.75 |
|
4.250 |
9,047.50 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,548.50 |
12,020.25 |
| PP |
11,474.75 |
11,789.25 |
| S1 |
11,401.25 |
11,558.50 |
|