| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,364.75 |
11,646.25 |
281.50 |
2.5% |
12,581.25 |
| High |
11,794.25 |
11,774.25 |
-20.00 |
-0.2% |
12,838.75 |
| Low |
11,358.50 |
11,068.50 |
-290.00 |
-2.6% |
11,849.25 |
| Close |
11,629.00 |
11,157.25 |
-471.75 |
-4.1% |
11,867.75 |
| Range |
435.75 |
705.75 |
270.00 |
62.0% |
989.50 |
| ATR |
427.83 |
447.69 |
19.85 |
4.6% |
0.00 |
| Volume |
745,920 |
831,750 |
85,830 |
11.5% |
465,816 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,450.50 |
13,009.75 |
11,545.50 |
|
| R3 |
12,744.75 |
12,304.00 |
11,351.25 |
|
| R2 |
12,039.00 |
12,039.00 |
11,286.75 |
|
| R1 |
11,598.25 |
11,598.25 |
11,222.00 |
11,465.75 |
| PP |
11,333.25 |
11,333.25 |
11,333.25 |
11,267.00 |
| S1 |
10,892.50 |
10,892.50 |
11,092.50 |
10,760.00 |
| S2 |
10,627.50 |
10,627.50 |
11,027.75 |
|
| S3 |
9,921.75 |
10,186.75 |
10,963.25 |
|
| S4 |
9,216.00 |
9,481.00 |
10,769.00 |
|
|
| 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 |
12,368.75 |
11,068.50 |
1,300.25 |
11.7% |
497.25 |
4.5% |
7% |
False |
True |
677,287 |
| 10 |
12,973.75 |
11,068.50 |
1,905.25 |
17.1% |
420.75 |
3.8% |
5% |
False |
True |
347,374 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
17.1% |
419.50 |
3.8% |
5% |
False |
True |
174,887 |
| 40 |
14,316.75 |
11,068.50 |
3,248.25 |
29.1% |
462.00 |
4.1% |
3% |
False |
True |
88,170 |
| 60 |
15,305.00 |
11,068.50 |
4,236.50 |
38.0% |
419.50 |
3.8% |
2% |
False |
True |
59,029 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
38.0% |
434.00 |
3.9% |
2% |
False |
True |
44,305 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
38.0% |
431.25 |
3.9% |
2% |
False |
True |
35,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,773.75 |
|
2.618 |
13,622.00 |
|
1.618 |
12,916.25 |
|
1.000 |
12,480.00 |
|
0.618 |
12,210.50 |
|
HIGH |
11,774.25 |
|
0.618 |
11,504.75 |
|
0.500 |
11,421.50 |
|
0.382 |
11,338.00 |
|
LOW |
11,068.50 |
|
0.618 |
10,632.25 |
|
1.000 |
10,362.75 |
|
1.618 |
9,926.50 |
|
2.618 |
9,220.75 |
|
4.250 |
8,069.00 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,421.50 |
11,431.50 |
| PP |
11,333.25 |
11,340.00 |
| S1 |
11,245.25 |
11,248.50 |
|