Trading Metrics calculated at close of trading on 21-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,680.50 |
3,684.00 |
3.50 |
0.1% |
3,877.25 |
High |
3,713.50 |
3,783.75 |
70.25 |
1.9% |
3,878.50 |
Low |
3,639.00 |
3,661.50 |
22.50 |
0.6% |
3,639.00 |
Close |
3,675.75 |
3,767.75 |
92.00 |
2.5% |
3,675.75 |
Range |
74.50 |
122.25 |
47.75 |
64.1% |
239.50 |
ATR |
111.45 |
112.22 |
0.77 |
0.7% |
0.00 |
Volume |
2,207,570 |
1,566,039 |
-641,531 |
-29.1% |
12,795,803 |
|
Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,104.50 |
4,058.25 |
3,835.00 |
|
R3 |
3,982.25 |
3,936.00 |
3,801.25 |
|
R2 |
3,860.00 |
3,860.00 |
3,790.25 |
|
R1 |
3,813.75 |
3,813.75 |
3,779.00 |
3,837.00 |
PP |
3,737.75 |
3,737.75 |
3,737.75 |
3,749.25 |
S1 |
3,691.50 |
3,691.50 |
3,756.50 |
3,714.50 |
S2 |
3,615.50 |
3,615.50 |
3,745.25 |
|
S3 |
3,493.25 |
3,569.25 |
3,734.25 |
|
S4 |
3,371.00 |
3,447.00 |
3,700.50 |
|
|
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 |
3,843.00 |
3,639.00 |
204.00 |
5.4% |
121.25 |
3.2% |
63% |
False |
False |
2,239,908 |
10 |
4,166.25 |
3,639.00 |
527.25 |
14.0% |
115.50 |
3.1% |
24% |
False |
False |
1,690,186 |
20 |
4,204.75 |
3,639.00 |
565.75 |
15.0% |
105.25 |
2.8% |
23% |
False |
False |
852,188 |
40 |
4,308.50 |
3,639.00 |
669.50 |
17.8% |
113.25 |
3.0% |
19% |
False |
False |
428,398 |
60 |
4,634.00 |
3,639.00 |
995.00 |
26.4% |
100.25 |
2.7% |
13% |
False |
False |
286,320 |
80 |
4,634.00 |
3,639.00 |
995.00 |
26.4% |
101.75 |
2.7% |
13% |
False |
False |
215,012 |
100 |
4,634.00 |
3,639.00 |
995.00 |
26.4% |
101.00 |
2.7% |
13% |
False |
False |
172,051 |
120 |
4,792.00 |
3,639.00 |
1,153.00 |
30.6% |
96.75 |
2.6% |
11% |
False |
False |
143,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,303.25 |
2.618 |
4,103.75 |
1.618 |
3,981.50 |
1.000 |
3,906.00 |
0.618 |
3,859.25 |
HIGH |
3,783.75 |
0.618 |
3,737.00 |
0.500 |
3,722.50 |
0.382 |
3,708.25 |
LOW |
3,661.50 |
0.618 |
3,586.00 |
1.000 |
3,539.25 |
1.618 |
3,463.75 |
2.618 |
3,341.50 |
4.250 |
3,142.00 |
|
|
Fisher Pivots for day following 21-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,752.75 |
3,757.25 |
PP |
3,737.75 |
3,746.75 |
S1 |
3,722.50 |
3,736.00 |
|