Trading Metrics calculated at close of trading on 14-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,877.25 |
3,760.75 |
-116.50 |
-3.0% |
4,117.00 |
High |
3,878.50 |
3,807.50 |
-71.00 |
-1.8% |
4,170.75 |
Low |
3,735.25 |
3,708.50 |
-26.75 |
-0.7% |
3,896.50 |
Close |
3,753.50 |
3,740.25 |
-13.25 |
-0.4% |
3,900.50 |
Range |
143.25 |
99.00 |
-44.25 |
-30.9% |
274.25 |
ATR |
108.17 |
107.51 |
-0.65 |
-0.6% |
0.00 |
Volume |
3,162,300 |
2,701,717 |
-460,583 |
-14.6% |
2,562,288 |
|
Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,049.00 |
3,993.75 |
3,794.75 |
|
R3 |
3,950.00 |
3,894.75 |
3,767.50 |
|
R2 |
3,851.00 |
3,851.00 |
3,758.50 |
|
R1 |
3,795.75 |
3,795.75 |
3,749.25 |
3,774.00 |
PP |
3,752.00 |
3,752.00 |
3,752.00 |
3,741.25 |
S1 |
3,696.75 |
3,696.75 |
3,731.25 |
3,675.00 |
S2 |
3,653.00 |
3,653.00 |
3,722.00 |
|
S3 |
3,554.00 |
3,597.75 |
3,713.00 |
|
S4 |
3,455.00 |
3,498.75 |
3,685.75 |
|
|
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 |
4,161.75 |
3,708.50 |
453.25 |
12.1% |
112.00 |
3.0% |
7% |
False |
True |
1,669,769 |
10 |
4,191.00 |
3,708.50 |
482.50 |
12.9% |
100.50 |
2.7% |
7% |
False |
True |
848,217 |
20 |
4,204.75 |
3,708.50 |
496.25 |
13.3% |
105.25 |
2.8% |
6% |
False |
True |
428,851 |
40 |
4,513.25 |
3,708.50 |
804.75 |
21.5% |
111.00 |
3.0% |
4% |
False |
True |
216,249 |
60 |
4,634.00 |
3,708.50 |
925.50 |
24.7% |
96.25 |
2.6% |
3% |
False |
True |
144,828 |
80 |
4,634.00 |
3,708.50 |
925.50 |
24.7% |
102.25 |
2.7% |
3% |
False |
True |
108,807 |
100 |
4,634.00 |
3,708.50 |
925.50 |
24.7% |
101.75 |
2.7% |
3% |
False |
True |
87,076 |
120 |
4,792.00 |
3,708.50 |
1,083.50 |
29.0% |
94.00 |
2.5% |
3% |
False |
True |
72,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,228.25 |
2.618 |
4,066.75 |
1.618 |
3,967.75 |
1.000 |
3,906.50 |
0.618 |
3,868.75 |
HIGH |
3,807.50 |
0.618 |
3,769.75 |
0.500 |
3,758.00 |
0.382 |
3,746.25 |
LOW |
3,708.50 |
0.618 |
3,647.25 |
1.000 |
3,609.50 |
1.618 |
3,548.25 |
2.618 |
3,449.25 |
4.250 |
3,287.75 |
|
|
Fisher Pivots for day following 14-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,758.00 |
3,869.50 |
PP |
3,752.00 |
3,826.50 |
S1 |
3,746.25 |
3,783.25 |
|