Trading Metrics calculated at close of trading on 21-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
13,151.0 |
13,236.0 |
85.0 |
0.6% |
13,588.0 |
High |
13,270.0 |
13,420.0 |
150.0 |
1.1% |
13,646.0 |
Low |
13,035.0 |
13,208.0 |
173.0 |
1.3% |
12,917.0 |
Close |
13,231.0 |
13,268.0 |
37.0 |
0.3% |
13,096.0 |
Range |
235.0 |
212.0 |
-23.0 |
-9.8% |
729.0 |
ATR |
304.4 |
297.8 |
-6.6 |
-2.2% |
0.0 |
Volume |
33,520 |
56,313 |
22,793 |
68.0% |
255,256 |
|
Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,934.7 |
13,813.3 |
13,384.6 |
|
R3 |
13,722.7 |
13,601.3 |
13,326.3 |
|
R2 |
13,510.7 |
13,510.7 |
13,306.9 |
|
R1 |
13,389.3 |
13,389.3 |
13,287.4 |
13,450.0 |
PP |
13,298.7 |
13,298.7 |
13,298.7 |
13,329.0 |
S1 |
13,177.3 |
13,177.3 |
13,248.6 |
13,238.0 |
S2 |
13,086.7 |
13,086.7 |
13,229.1 |
|
S3 |
12,874.7 |
12,965.3 |
13,209.7 |
|
S4 |
12,662.7 |
12,753.3 |
13,151.4 |
|
|
Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,406.7 |
14,980.3 |
13,497.0 |
|
R3 |
14,677.7 |
14,251.3 |
13,296.5 |
|
R2 |
13,948.7 |
13,948.7 |
13,229.7 |
|
R1 |
13,522.3 |
13,522.3 |
13,162.8 |
13,371.0 |
PP |
13,219.7 |
13,219.7 |
13,219.7 |
13,144.0 |
S1 |
12,793.3 |
12,793.3 |
13,029.2 |
12,642.0 |
S2 |
12,490.7 |
12,490.7 |
12,962.4 |
|
S3 |
11,761.7 |
12,064.3 |
12,895.5 |
|
S4 |
11,032.7 |
11,335.3 |
12,695.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,646.0 |
12,917.0 |
729.0 |
5.5% |
344.0 |
2.6% |
48% |
False |
False |
54,034 |
10 |
14,600.0 |
12,917.0 |
1,683.0 |
12.7% |
335.9 |
2.5% |
21% |
False |
False |
36,083 |
20 |
14,670.0 |
12,917.0 |
1,753.0 |
13.2% |
265.2 |
2.0% |
20% |
False |
False |
18,146 |
40 |
14,670.0 |
12,917.0 |
1,753.0 |
13.2% |
235.3 |
1.8% |
20% |
False |
False |
9,083 |
60 |
14,921.0 |
12,917.0 |
2,004.0 |
15.1% |
222.4 |
1.7% |
18% |
False |
False |
6,064 |
80 |
14,921.0 |
12,863.0 |
2,058.0 |
15.5% |
230.1 |
1.7% |
20% |
False |
False |
4,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,321.0 |
2.618 |
13,975.0 |
1.618 |
13,763.0 |
1.000 |
13,632.0 |
0.618 |
13,551.0 |
HIGH |
13,420.0 |
0.618 |
13,339.0 |
0.500 |
13,314.0 |
0.382 |
13,289.0 |
LOW |
13,208.0 |
0.618 |
13,077.0 |
1.000 |
12,996.0 |
1.618 |
12,865.0 |
2.618 |
12,653.0 |
4.250 |
12,307.0 |
|
|
Fisher Pivots for day following 21-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
13,314.0 |
13,245.0 |
PP |
13,298.7 |
13,222.0 |
S1 |
13,283.3 |
13,199.0 |
|