| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,743.50 |
3,799.00 |
55.50 |
1.5% |
4,117.00 |
| High |
3,843.00 |
3,833.25 |
-9.75 |
-0.3% |
4,170.75 |
| Low |
3,723.50 |
3,642.00 |
-81.50 |
-2.2% |
3,896.50 |
| Close |
3,793.50 |
3,671.25 |
-122.25 |
-3.2% |
3,900.50 |
| Range |
119.50 |
191.25 |
71.75 |
60.0% |
274.25 |
| ATR |
108.37 |
114.29 |
5.92 |
5.5% |
0.00 |
| Volume |
2,247,431 |
2,476,785 |
229,354 |
10.2% |
2,562,288 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,289.25 |
4,171.50 |
3,776.50 |
|
| R3 |
4,098.00 |
3,980.25 |
3,723.75 |
|
| R2 |
3,906.75 |
3,906.75 |
3,706.25 |
|
| R1 |
3,789.00 |
3,789.00 |
3,688.75 |
3,752.25 |
| PP |
3,715.50 |
3,715.50 |
3,715.50 |
3,697.00 |
| S1 |
3,597.75 |
3,597.75 |
3,653.75 |
3,561.00 |
| S2 |
3,524.25 |
3,524.25 |
3,636.25 |
|
| S3 |
3,333.00 |
3,406.50 |
3,618.75 |
|
| S4 |
3,141.75 |
3,215.25 |
3,566.00 |
|
|
| 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 |
4,030.50 |
3,642.00 |
388.50 |
10.6% |
137.50 |
3.7% |
8% |
False |
True |
2,487,200 |
| 10 |
4,191.00 |
3,642.00 |
549.00 |
15.0% |
111.50 |
3.0% |
5% |
False |
True |
1,316,849 |
| 20 |
4,204.75 |
3,642.00 |
562.75 |
15.3% |
107.00 |
2.9% |
5% |
False |
True |
664,507 |
| 40 |
4,513.25 |
3,642.00 |
871.25 |
23.7% |
115.25 |
3.1% |
3% |
False |
True |
334,252 |
| 60 |
4,634.00 |
3,642.00 |
992.00 |
27.0% |
99.25 |
2.7% |
3% |
False |
True |
223,512 |
| 80 |
4,634.00 |
3,642.00 |
992.00 |
27.0% |
103.25 |
2.8% |
3% |
False |
True |
167,853 |
| 100 |
4,634.00 |
3,642.00 |
992.00 |
27.0% |
101.75 |
2.8% |
3% |
False |
True |
134,316 |
| 120 |
4,792.00 |
3,642.00 |
1,150.00 |
31.3% |
95.75 |
2.6% |
3% |
False |
True |
111,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,646.00 |
|
2.618 |
4,334.00 |
|
1.618 |
4,142.75 |
|
1.000 |
4,024.50 |
|
0.618 |
3,951.50 |
|
HIGH |
3,833.25 |
|
0.618 |
3,760.25 |
|
0.500 |
3,737.50 |
|
0.382 |
3,715.00 |
|
LOW |
3,642.00 |
|
0.618 |
3,523.75 |
|
1.000 |
3,450.75 |
|
1.618 |
3,332.50 |
|
2.618 |
3,141.25 |
|
4.250 |
2,829.25 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,737.50 |
3,742.50 |
| PP |
3,715.50 |
3,718.75 |
| S1 |
3,693.50 |
3,695.00 |
|