| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,367.50 |
11,364.75 |
-2.75 |
0.0% |
12,581.25 |
| High |
11,534.50 |
11,794.25 |
259.75 |
2.3% |
12,838.75 |
| Low |
11,236.00 |
11,358.50 |
122.50 |
1.1% |
11,849.25 |
| Close |
11,346.50 |
11,629.00 |
282.50 |
2.5% |
11,867.75 |
| Range |
298.50 |
435.75 |
137.25 |
46.0% |
989.50 |
| ATR |
426.30 |
427.83 |
1.53 |
0.4% |
0.00 |
| Volume |
690,212 |
745,920 |
55,708 |
8.1% |
465,816 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,901.25 |
12,700.75 |
11,868.75 |
|
| R3 |
12,465.50 |
12,265.00 |
11,748.75 |
|
| R2 |
12,029.75 |
12,029.75 |
11,709.00 |
|
| R1 |
11,829.25 |
11,829.25 |
11,669.00 |
11,929.50 |
| PP |
11,594.00 |
11,594.00 |
11,594.00 |
11,644.00 |
| S1 |
11,393.50 |
11,393.50 |
11,589.00 |
11,493.75 |
| S2 |
11,158.25 |
11,158.25 |
11,549.00 |
|
| S3 |
10,722.50 |
10,957.75 |
11,509.25 |
|
| S4 |
10,286.75 |
10,522.00 |
11,389.25 |
|
|
| 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 |
12,755.25 |
11,236.00 |
1,519.25 |
13.1% |
450.00 |
3.9% |
26% |
False |
False |
523,133 |
| 10 |
12,973.75 |
11,236.00 |
1,737.75 |
14.9% |
395.75 |
3.4% |
23% |
False |
False |
264,416 |
| 20 |
12,973.75 |
11,236.00 |
1,737.75 |
14.9% |
420.50 |
3.6% |
23% |
False |
False |
133,362 |
| 40 |
14,329.25 |
11,236.00 |
3,093.25 |
26.6% |
452.75 |
3.9% |
13% |
False |
False |
67,394 |
| 60 |
15,305.00 |
11,236.00 |
4,069.00 |
35.0% |
414.25 |
3.6% |
10% |
False |
False |
45,171 |
| 80 |
15,305.00 |
11,236.00 |
4,069.00 |
35.0% |
432.00 |
3.7% |
10% |
False |
False |
33,909 |
| 100 |
15,305.00 |
11,236.00 |
4,069.00 |
35.0% |
432.75 |
3.7% |
10% |
False |
False |
27,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,646.25 |
|
2.618 |
12,935.00 |
|
1.618 |
12,499.25 |
|
1.000 |
12,230.00 |
|
0.618 |
12,063.50 |
|
HIGH |
11,794.25 |
|
0.618 |
11,627.75 |
|
0.500 |
11,576.50 |
|
0.382 |
11,525.00 |
|
LOW |
11,358.50 |
|
0.618 |
11,089.25 |
|
1.000 |
10,922.75 |
|
1.618 |
10,653.50 |
|
2.618 |
10,217.75 |
|
4.250 |
9,506.50 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,611.50 |
11,594.00 |
| PP |
11,594.00 |
11,559.00 |
| S1 |
11,576.50 |
11,524.00 |
|