| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,646.25 |
11,206.75 |
-439.50 |
-3.8% |
11,810.75 |
| High |
11,774.25 |
11,396.00 |
-378.25 |
-3.2% |
11,811.75 |
| Low |
11,068.50 |
11,119.00 |
50.50 |
0.5% |
11,068.50 |
| Close |
11,157.25 |
11,296.75 |
139.50 |
1.3% |
11,296.75 |
| Range |
705.75 |
277.00 |
-428.75 |
-60.8% |
743.25 |
| ATR |
447.69 |
435.49 |
-12.19 |
-2.7% |
0.00 |
| Volume |
831,750 |
731,831 |
-99,919 |
-12.0% |
3,737,242 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,101.50 |
11,976.25 |
11,449.00 |
|
| R3 |
11,824.50 |
11,699.25 |
11,373.00 |
|
| R2 |
11,547.50 |
11,547.50 |
11,347.50 |
|
| R1 |
11,422.25 |
11,422.25 |
11,322.25 |
11,485.00 |
| PP |
11,270.50 |
11,270.50 |
11,270.50 |
11,302.00 |
| S1 |
11,145.25 |
11,145.25 |
11,271.25 |
11,208.00 |
| S2 |
10,993.50 |
10,993.50 |
11,246.00 |
|
| S3 |
10,716.50 |
10,868.25 |
11,220.50 |
|
| S4 |
10,439.50 |
10,591.25 |
11,144.50 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,622.00 |
13,202.75 |
11,705.50 |
|
| R3 |
12,878.75 |
12,459.50 |
11,501.25 |
|
| R2 |
12,135.50 |
12,135.50 |
11,433.00 |
|
| R1 |
11,716.25 |
11,716.25 |
11,365.00 |
11,554.25 |
| PP |
11,392.25 |
11,392.25 |
11,392.25 |
11,311.50 |
| S1 |
10,973.00 |
10,973.00 |
11,228.50 |
10,811.00 |
| S2 |
10,649.00 |
10,649.00 |
11,160.50 |
|
| S3 |
9,905.75 |
10,229.75 |
11,092.25 |
|
| S4 |
9,162.50 |
9,486.50 |
10,888.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,811.75 |
11,068.50 |
743.25 |
6.6% |
448.75 |
4.0% |
31% |
False |
False |
747,448 |
| 10 |
12,838.75 |
11,068.50 |
1,770.25 |
15.7% |
404.25 |
3.6% |
13% |
False |
False |
420,305 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.9% |
415.00 |
3.7% |
12% |
False |
False |
211,378 |
| 40 |
13,814.00 |
11,068.50 |
2,745.50 |
24.3% |
453.50 |
4.0% |
8% |
False |
False |
106,436 |
| 60 |
15,305.00 |
11,068.50 |
4,236.50 |
37.5% |
420.25 |
3.7% |
5% |
False |
False |
71,221 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
37.5% |
430.25 |
3.8% |
5% |
False |
False |
53,452 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
37.5% |
430.50 |
3.8% |
5% |
False |
False |
42,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,573.25 |
|
2.618 |
12,121.25 |
|
1.618 |
11,844.25 |
|
1.000 |
11,673.00 |
|
0.618 |
11,567.25 |
|
HIGH |
11,396.00 |
|
0.618 |
11,290.25 |
|
0.500 |
11,257.50 |
|
0.382 |
11,224.75 |
|
LOW |
11,119.00 |
|
0.618 |
10,947.75 |
|
1.000 |
10,842.00 |
|
1.618 |
10,670.75 |
|
2.618 |
10,393.75 |
|
4.250 |
9,941.75 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,283.75 |
11,431.50 |
| PP |
11,270.50 |
11,386.50 |
| S1 |
11,257.50 |
11,341.50 |
|