Trading Metrics calculated at close of trading on 15-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,760.75 |
3,743.50 |
-17.25 |
-0.5% |
4,117.00 |
High |
3,807.50 |
3,843.00 |
35.50 |
0.9% |
4,170.75 |
Low |
3,708.50 |
3,723.50 |
15.00 |
0.4% |
3,896.50 |
Close |
3,740.25 |
3,793.50 |
53.25 |
1.4% |
3,900.50 |
Range |
99.00 |
119.50 |
20.50 |
20.7% |
274.25 |
ATR |
107.51 |
108.37 |
0.86 |
0.8% |
0.00 |
Volume |
2,701,717 |
2,247,431 |
-454,286 |
-16.8% |
2,562,288 |
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,145.25 |
4,088.75 |
3,859.25 |
|
R3 |
4,025.75 |
3,969.25 |
3,826.25 |
|
R2 |
3,906.25 |
3,906.25 |
3,815.50 |
|
R1 |
3,849.75 |
3,849.75 |
3,804.50 |
3,878.00 |
PP |
3,786.75 |
3,786.75 |
3,786.75 |
3,800.75 |
S1 |
3,730.25 |
3,730.25 |
3,782.50 |
3,758.50 |
S2 |
3,667.25 |
3,667.25 |
3,771.50 |
|
S3 |
3,547.75 |
3,610.75 |
3,760.75 |
|
S4 |
3,428.25 |
3,491.25 |
3,727.75 |
|
|
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 |
4,145.75 |
3,708.50 |
437.25 |
11.5% |
125.00 |
3.3% |
19% |
False |
False |
2,096,881 |
10 |
4,191.00 |
3,708.50 |
482.50 |
12.7% |
103.25 |
2.7% |
18% |
False |
False |
1,071,153 |
20 |
4,204.75 |
3,708.50 |
496.25 |
13.1% |
106.75 |
2.8% |
17% |
False |
False |
541,000 |
40 |
4,513.25 |
3,708.50 |
804.75 |
21.2% |
111.75 |
2.9% |
11% |
False |
False |
272,393 |
60 |
4,634.00 |
3,708.50 |
925.50 |
24.4% |
97.50 |
2.6% |
9% |
False |
False |
182,256 |
80 |
4,634.00 |
3,708.50 |
925.50 |
24.4% |
102.50 |
2.7% |
9% |
False |
False |
136,896 |
100 |
4,634.00 |
3,708.50 |
925.50 |
24.4% |
102.00 |
2.7% |
9% |
False |
False |
109,549 |
120 |
4,792.00 |
3,708.50 |
1,083.50 |
28.6% |
94.50 |
2.5% |
8% |
False |
False |
91,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,351.00 |
2.618 |
4,155.75 |
1.618 |
4,036.25 |
1.000 |
3,962.50 |
0.618 |
3,916.75 |
HIGH |
3,843.00 |
0.618 |
3,797.25 |
0.500 |
3,783.25 |
0.382 |
3,769.25 |
LOW |
3,723.50 |
0.618 |
3,649.75 |
1.000 |
3,604.00 |
1.618 |
3,530.25 |
2.618 |
3,410.75 |
4.250 |
3,215.50 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,790.00 |
3,793.50 |
PP |
3,786.75 |
3,793.50 |
S1 |
3,783.25 |
3,793.50 |
|