Trading Metrics calculated at close of trading on 13-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,026.00 |
3,877.25 |
-148.75 |
-3.7% |
4,117.00 |
High |
4,030.50 |
3,878.50 |
-152.00 |
-3.8% |
4,170.75 |
Low |
3,896.50 |
3,735.25 |
-161.25 |
-4.1% |
3,896.50 |
Close |
3,900.50 |
3,753.50 |
-147.00 |
-3.8% |
3,900.50 |
Range |
134.00 |
143.25 |
9.25 |
6.9% |
274.25 |
ATR |
103.78 |
108.17 |
4.39 |
4.2% |
0.00 |
Volume |
1,847,767 |
3,162,300 |
1,314,533 |
71.1% |
2,562,288 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,218.75 |
4,129.50 |
3,832.25 |
|
R3 |
4,075.50 |
3,986.25 |
3,793.00 |
|
R2 |
3,932.25 |
3,932.25 |
3,779.75 |
|
R1 |
3,843.00 |
3,843.00 |
3,766.75 |
3,816.00 |
PP |
3,789.00 |
3,789.00 |
3,789.00 |
3,775.50 |
S1 |
3,699.75 |
3,699.75 |
3,740.25 |
3,672.75 |
S2 |
3,645.75 |
3,645.75 |
3,727.25 |
|
S3 |
3,502.50 |
3,556.50 |
3,714.00 |
|
S4 |
3,359.25 |
3,413.25 |
3,674.75 |
|
|
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 |
4,166.25 |
3,735.25 |
431.00 |
11.5% |
110.00 |
2.9% |
4% |
False |
True |
1,140,465 |
10 |
4,204.75 |
3,735.25 |
469.50 |
12.5% |
100.50 |
2.7% |
4% |
False |
True |
580,626 |
20 |
4,204.75 |
3,735.25 |
469.50 |
12.5% |
103.50 |
2.8% |
4% |
False |
True |
293,929 |
40 |
4,513.25 |
3,735.25 |
778.00 |
20.7% |
109.75 |
2.9% |
2% |
False |
True |
148,738 |
60 |
4,634.00 |
3,735.25 |
898.75 |
23.9% |
96.50 |
2.6% |
2% |
False |
True |
99,850 |
80 |
4,634.00 |
3,735.25 |
898.75 |
23.9% |
102.25 |
2.7% |
2% |
False |
True |
75,043 |
100 |
4,634.00 |
3,735.25 |
898.75 |
23.9% |
102.50 |
2.7% |
2% |
False |
True |
60,060 |
120 |
4,792.00 |
3,735.25 |
1,056.75 |
28.2% |
93.50 |
2.5% |
2% |
False |
True |
50,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,487.25 |
2.618 |
4,253.50 |
1.618 |
4,110.25 |
1.000 |
4,021.75 |
0.618 |
3,967.00 |
HIGH |
3,878.50 |
0.618 |
3,823.75 |
0.500 |
3,807.00 |
0.382 |
3,790.00 |
LOW |
3,735.25 |
0.618 |
3,646.75 |
1.000 |
3,592.00 |
1.618 |
3,503.50 |
2.618 |
3,360.25 |
4.250 |
3,126.50 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,807.00 |
3,940.50 |
PP |
3,789.00 |
3,878.25 |
S1 |
3,771.25 |
3,815.75 |
|