Trading Metrics calculated at close of trading on 10-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,117.75 |
4,026.00 |
-91.75 |
-2.2% |
4,117.00 |
High |
4,145.75 |
4,030.50 |
-115.25 |
-2.8% |
4,170.75 |
Low |
4,016.00 |
3,896.50 |
-119.50 |
-3.0% |
3,896.50 |
Close |
4,017.50 |
3,900.50 |
-117.00 |
-2.9% |
3,900.50 |
Range |
129.75 |
134.00 |
4.25 |
3.3% |
274.25 |
ATR |
101.45 |
103.78 |
2.32 |
2.3% |
0.00 |
Volume |
525,193 |
1,847,767 |
1,322,574 |
251.8% |
2,562,288 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,344.50 |
4,256.50 |
3,974.25 |
|
R3 |
4,210.50 |
4,122.50 |
3,937.25 |
|
R2 |
4,076.50 |
4,076.50 |
3,925.00 |
|
R1 |
3,988.50 |
3,988.50 |
3,912.75 |
3,965.50 |
PP |
3,942.50 |
3,942.50 |
3,942.50 |
3,931.00 |
S1 |
3,854.50 |
3,854.50 |
3,888.25 |
3,831.50 |
S2 |
3,808.50 |
3,808.50 |
3,876.00 |
|
S3 |
3,674.50 |
3,720.50 |
3,863.75 |
|
S4 |
3,540.50 |
3,586.50 |
3,826.75 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,812.00 |
4,630.50 |
4,051.25 |
|
R3 |
4,537.75 |
4,356.25 |
3,976.00 |
|
R2 |
4,263.50 |
4,263.50 |
3,950.75 |
|
R1 |
4,082.00 |
4,082.00 |
3,925.75 |
4,035.50 |
PP |
3,989.25 |
3,989.25 |
3,989.25 |
3,966.00 |
S1 |
3,807.75 |
3,807.75 |
3,875.25 |
3,761.50 |
S2 |
3,715.00 |
3,715.00 |
3,850.25 |
|
S3 |
3,440.75 |
3,533.50 |
3,825.00 |
|
S4 |
3,166.50 |
3,259.25 |
3,749.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,170.75 |
3,896.50 |
274.25 |
7.0% |
94.00 |
2.4% |
1% |
False |
True |
512,457 |
10 |
4,204.75 |
3,896.50 |
308.25 |
7.9% |
99.00 |
2.5% |
1% |
False |
True |
265,126 |
20 |
4,204.75 |
3,810.00 |
394.75 |
10.1% |
102.50 |
2.6% |
23% |
False |
False |
136,010 |
40 |
4,513.25 |
3,810.00 |
703.25 |
18.0% |
108.00 |
2.8% |
13% |
False |
False |
69,713 |
60 |
4,634.00 |
3,810.00 |
824.00 |
21.1% |
95.50 |
2.4% |
11% |
False |
False |
47,161 |
80 |
4,634.00 |
3,810.00 |
824.00 |
21.1% |
101.25 |
2.6% |
11% |
False |
False |
35,514 |
100 |
4,634.00 |
3,810.00 |
824.00 |
21.1% |
101.75 |
2.6% |
11% |
False |
False |
28,437 |
120 |
4,792.00 |
3,810.00 |
982.00 |
25.2% |
92.75 |
2.4% |
9% |
False |
False |
23,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,600.00 |
2.618 |
4,381.25 |
1.618 |
4,247.25 |
1.000 |
4,164.50 |
0.618 |
4,113.25 |
HIGH |
4,030.50 |
0.618 |
3,979.25 |
0.500 |
3,963.50 |
0.382 |
3,947.75 |
LOW |
3,896.50 |
0.618 |
3,813.75 |
1.000 |
3,762.50 |
1.618 |
3,679.75 |
2.618 |
3,545.75 |
4.250 |
3,327.00 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,963.50 |
4,029.00 |
PP |
3,942.50 |
3,986.25 |
S1 |
3,921.50 |
3,943.50 |
|