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 |
13,319.0 |
13,582.0 |
263.0 |
2.0% |
14,500.0 |
High |
13,594.0 |
13,646.0 |
52.0 |
0.4% |
14,670.0 |
Low |
13,286.0 |
12,917.0 |
-369.0 |
-2.8% |
13,720.0 |
Close |
13,465.0 |
13,039.0 |
-426.0 |
-3.2% |
13,722.0 |
Range |
308.0 |
729.0 |
421.0 |
136.7% |
950.0 |
ATR |
283.6 |
315.4 |
31.8 |
11.2% |
0.0 |
Volume |
42,425 |
56,305 |
13,880 |
32.7% |
17,075 |
|
Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,387.7 |
14,942.3 |
13,440.0 |
|
R3 |
14,658.7 |
14,213.3 |
13,239.5 |
|
R2 |
13,929.7 |
13,929.7 |
13,172.7 |
|
R1 |
13,484.3 |
13,484.3 |
13,105.8 |
13,342.5 |
PP |
13,200.7 |
13,200.7 |
13,200.7 |
13,129.8 |
S1 |
12,755.3 |
12,755.3 |
12,972.2 |
12,613.5 |
S2 |
12,471.7 |
12,471.7 |
12,905.4 |
|
S3 |
11,742.7 |
12,026.3 |
12,838.5 |
|
S4 |
11,013.7 |
11,297.3 |
12,638.1 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,887.3 |
16,254.7 |
14,244.5 |
|
R3 |
15,937.3 |
15,304.7 |
13,983.3 |
|
R2 |
14,987.3 |
14,987.3 |
13,896.2 |
|
R1 |
14,354.7 |
14,354.7 |
13,809.1 |
14,196.0 |
PP |
14,037.3 |
14,037.3 |
14,037.3 |
13,958.0 |
S1 |
13,404.7 |
13,404.7 |
13,634.9 |
13,246.0 |
S2 |
13,087.3 |
13,087.3 |
13,547.8 |
|
S3 |
12,137.3 |
12,454.7 |
13,460.8 |
|
S4 |
11,187.3 |
11,504.7 |
13,199.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,098.0 |
12,917.0 |
1,181.0 |
9.1% |
416.8 |
3.2% |
10% |
False |
True |
35,987 |
10 |
14,670.0 |
12,917.0 |
1,753.0 |
13.4% |
317.3 |
2.4% |
7% |
False |
True |
19,081 |
20 |
14,670.0 |
12,917.0 |
1,753.0 |
13.4% |
260.4 |
2.0% |
7% |
False |
True |
9,578 |
40 |
14,670.0 |
12,917.0 |
1,753.0 |
13.4% |
234.1 |
1.8% |
7% |
False |
True |
4,800 |
60 |
14,921.0 |
12,917.0 |
2,004.0 |
15.4% |
222.4 |
1.7% |
6% |
False |
True |
3,208 |
80 |
14,921.0 |
12,863.0 |
2,058.0 |
15.8% |
230.2 |
1.8% |
9% |
False |
False |
2,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,744.3 |
2.618 |
15,554.5 |
1.618 |
14,825.5 |
1.000 |
14,375.0 |
0.618 |
14,096.5 |
HIGH |
13,646.0 |
0.618 |
13,367.5 |
0.500 |
13,281.5 |
0.382 |
13,195.5 |
LOW |
12,917.0 |
0.618 |
12,466.5 |
1.000 |
12,188.0 |
1.618 |
11,737.5 |
2.618 |
11,008.5 |
4.250 |
9,818.8 |
|
|
Fisher Pivots for day following 16-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
13,281.5 |
13,281.5 |
PP |
13,200.7 |
13,200.7 |
S1 |
13,119.8 |
13,119.8 |
|