| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,206.75 |
11,332.50 |
125.75 |
1.1% |
11,810.75 |
| High |
11,396.00 |
11,678.25 |
282.25 |
2.5% |
11,811.75 |
| Low |
11,119.00 |
11,273.75 |
154.75 |
1.4% |
11,068.50 |
| Close |
11,296.75 |
11,577.25 |
280.50 |
2.5% |
11,296.75 |
| Range |
277.00 |
404.50 |
127.50 |
46.0% |
743.25 |
| ATR |
435.49 |
433.28 |
-2.21 |
-0.5% |
0.00 |
| Volume |
731,831 |
657,209 |
-74,622 |
-10.2% |
3,737,242 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,723.25 |
12,554.75 |
11,799.75 |
|
| R3 |
12,318.75 |
12,150.25 |
11,688.50 |
|
| R2 |
11,914.25 |
11,914.25 |
11,651.50 |
|
| R1 |
11,745.75 |
11,745.75 |
11,614.25 |
11,830.00 |
| PP |
11,509.75 |
11,509.75 |
11,509.75 |
11,552.00 |
| S1 |
11,341.25 |
11,341.25 |
11,540.25 |
11,425.50 |
| S2 |
11,105.25 |
11,105.25 |
11,503.00 |
|
| S3 |
10,700.75 |
10,936.75 |
11,466.00 |
|
| S4 |
10,296.25 |
10,532.25 |
11,354.75 |
|
|
| 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 |
11,794.25 |
11,068.50 |
725.75 |
6.3% |
424.25 |
3.7% |
70% |
False |
False |
731,384 |
| 10 |
12,811.75 |
11,068.50 |
1,743.25 |
15.1% |
416.75 |
3.6% |
29% |
False |
False |
485,560 |
| 20 |
12,973.75 |
11,068.50 |
1,905.25 |
16.5% |
405.00 |
3.5% |
27% |
False |
False |
244,126 |
| 40 |
13,620.00 |
11,068.50 |
2,551.50 |
22.0% |
451.75 |
3.9% |
20% |
False |
False |
122,834 |
| 60 |
15,305.00 |
11,068.50 |
4,236.50 |
36.6% |
421.50 |
3.6% |
12% |
False |
False |
82,164 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
36.6% |
423.50 |
3.7% |
12% |
False |
False |
61,666 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
36.6% |
427.75 |
3.7% |
12% |
False |
False |
49,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,397.50 |
|
2.618 |
12,737.25 |
|
1.618 |
12,332.75 |
|
1.000 |
12,082.75 |
|
0.618 |
11,928.25 |
|
HIGH |
11,678.25 |
|
0.618 |
11,523.75 |
|
0.500 |
11,476.00 |
|
0.382 |
11,428.25 |
|
LOW |
11,273.75 |
|
0.618 |
11,023.75 |
|
1.000 |
10,869.25 |
|
1.618 |
10,619.25 |
|
2.618 |
10,214.75 |
|
4.250 |
9,554.50 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,543.50 |
11,525.25 |
| PP |
11,509.75 |
11,473.25 |
| S1 |
11,476.00 |
11,421.50 |
|