| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,810.75 |
11,367.50 |
-443.25 |
-3.8% |
12,581.25 |
| High |
11,811.75 |
11,534.50 |
-277.25 |
-2.3% |
12,838.75 |
| Low |
11,285.25 |
11,236.00 |
-49.25 |
-0.4% |
11,849.25 |
| Close |
11,327.50 |
11,346.50 |
19.00 |
0.2% |
11,867.75 |
| Range |
526.50 |
298.50 |
-228.00 |
-43.3% |
989.50 |
| ATR |
436.13 |
426.30 |
-9.83 |
-2.3% |
0.00 |
| Volume |
737,529 |
690,212 |
-47,317 |
-6.4% |
465,816 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,267.75 |
12,105.75 |
11,510.75 |
|
| R3 |
11,969.25 |
11,807.25 |
11,428.50 |
|
| R2 |
11,670.75 |
11,670.75 |
11,401.25 |
|
| R1 |
11,508.75 |
11,508.75 |
11,373.75 |
11,440.50 |
| PP |
11,372.25 |
11,372.25 |
11,372.25 |
11,338.25 |
| S1 |
11,210.25 |
11,210.25 |
11,319.25 |
11,142.00 |
| S2 |
11,073.75 |
11,073.75 |
11,291.75 |
|
| S3 |
10,775.25 |
10,911.75 |
11,264.50 |
|
| S4 |
10,476.75 |
10,613.25 |
11,182.25 |
|
|
| 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 |
11,236.00 |
1,575.75 |
13.9% |
403.25 |
3.6% |
7% |
False |
True |
376,280 |
| 10 |
12,973.75 |
11,236.00 |
1,737.75 |
15.3% |
388.75 |
3.4% |
6% |
False |
True |
190,138 |
| 20 |
12,973.75 |
11,236.00 |
1,737.75 |
15.3% |
415.50 |
3.7% |
6% |
False |
True |
96,120 |
| 40 |
14,329.25 |
11,236.00 |
3,093.25 |
27.3% |
452.00 |
4.0% |
4% |
False |
True |
48,761 |
| 60 |
15,305.00 |
11,236.00 |
4,069.00 |
35.9% |
411.75 |
3.6% |
3% |
False |
True |
32,745 |
| 80 |
15,305.00 |
11,236.00 |
4,069.00 |
35.9% |
431.00 |
3.8% |
3% |
False |
True |
24,587 |
| 100 |
15,305.00 |
11,236.00 |
4,069.00 |
35.9% |
432.75 |
3.8% |
3% |
False |
True |
19,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,803.00 |
|
2.618 |
12,316.00 |
|
1.618 |
12,017.50 |
|
1.000 |
11,833.00 |
|
0.618 |
11,719.00 |
|
HIGH |
11,534.50 |
|
0.618 |
11,420.50 |
|
0.500 |
11,385.25 |
|
0.382 |
11,350.00 |
|
LOW |
11,236.00 |
|
0.618 |
11,051.50 |
|
1.000 |
10,937.50 |
|
1.618 |
10,753.00 |
|
2.618 |
10,454.50 |
|
4.250 |
9,967.50 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,385.25 |
11,802.50 |
| PP |
11,372.25 |
11,650.50 |
| S1 |
11,359.50 |
11,498.50 |
|