| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,799.00 |
3,680.50 |
-118.50 |
-3.1% |
3,877.25 |
| High |
3,833.25 |
3,713.50 |
-119.75 |
-3.1% |
3,878.50 |
| Low |
3,642.00 |
3,639.00 |
-3.00 |
-0.1% |
3,639.00 |
| Close |
3,671.25 |
3,675.75 |
4.50 |
0.1% |
3,675.75 |
| Range |
191.25 |
74.50 |
-116.75 |
-61.0% |
239.50 |
| ATR |
114.29 |
111.45 |
-2.84 |
-2.5% |
0.00 |
| Volume |
2,476,785 |
2,207,570 |
-269,215 |
-10.9% |
12,795,803 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,899.50 |
3,862.25 |
3,716.75 |
|
| R3 |
3,825.00 |
3,787.75 |
3,696.25 |
|
| R2 |
3,750.50 |
3,750.50 |
3,689.50 |
|
| R1 |
3,713.25 |
3,713.25 |
3,682.50 |
3,694.50 |
| PP |
3,676.00 |
3,676.00 |
3,676.00 |
3,666.75 |
| S1 |
3,638.75 |
3,638.75 |
3,669.00 |
3,620.00 |
| S2 |
3,601.50 |
3,601.50 |
3,662.00 |
|
| S3 |
3,527.00 |
3,564.25 |
3,655.25 |
|
| S4 |
3,452.50 |
3,489.75 |
3,634.75 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,449.50 |
4,302.25 |
3,807.50 |
|
| R3 |
4,210.00 |
4,062.75 |
3,741.50 |
|
| R2 |
3,970.50 |
3,970.50 |
3,719.75 |
|
| R1 |
3,823.25 |
3,823.25 |
3,697.75 |
3,777.00 |
| PP |
3,731.00 |
3,731.00 |
3,731.00 |
3,708.00 |
| S1 |
3,583.75 |
3,583.75 |
3,653.75 |
3,537.50 |
| S2 |
3,491.50 |
3,491.50 |
3,631.75 |
|
| S3 |
3,252.00 |
3,344.25 |
3,610.00 |
|
| S4 |
3,012.50 |
3,104.75 |
3,544.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,878.50 |
3,639.00 |
239.50 |
6.5% |
125.50 |
3.4% |
15% |
False |
True |
2,559,160 |
| 10 |
4,170.75 |
3,639.00 |
531.75 |
14.5% |
109.75 |
3.0% |
7% |
False |
True |
1,535,809 |
| 20 |
4,204.75 |
3,639.00 |
565.75 |
15.4% |
106.25 |
2.9% |
6% |
False |
True |
774,424 |
| 40 |
4,397.50 |
3,639.00 |
758.50 |
20.6% |
113.75 |
3.1% |
5% |
False |
True |
389,350 |
| 60 |
4,634.00 |
3,639.00 |
995.00 |
27.1% |
99.25 |
2.7% |
4% |
False |
True |
260,268 |
| 80 |
4,634.00 |
3,639.00 |
995.00 |
27.1% |
102.50 |
2.8% |
4% |
False |
True |
195,444 |
| 100 |
4,634.00 |
3,639.00 |
995.00 |
27.1% |
101.25 |
2.8% |
4% |
False |
True |
156,391 |
| 120 |
4,792.00 |
3,639.00 |
1,153.00 |
31.4% |
95.75 |
2.6% |
3% |
False |
True |
130,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,030.00 |
|
2.618 |
3,908.50 |
|
1.618 |
3,834.00 |
|
1.000 |
3,788.00 |
|
0.618 |
3,759.50 |
|
HIGH |
3,713.50 |
|
0.618 |
3,685.00 |
|
0.500 |
3,676.25 |
|
0.382 |
3,667.50 |
|
LOW |
3,639.00 |
|
0.618 |
3,593.00 |
|
1.000 |
3,564.50 |
|
1.618 |
3,518.50 |
|
2.618 |
3,444.00 |
|
4.250 |
3,322.50 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,676.25 |
3,741.00 |
| PP |
3,676.00 |
3,719.25 |
| S1 |
3,676.00 |
3,697.50 |
|