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 |
1,878.9 |
1,857.0 |
-21.9 |
-1.2% |
1,896.3 |
High |
1,878.9 |
1,867.5 |
-11.4 |
-0.6% |
1,900.8 |
Low |
1,856.2 |
1,850.8 |
-5.4 |
-0.3% |
1,826.0 |
Close |
1,860.6 |
1,859.0 |
-1.6 |
-0.1% |
1,860.6 |
Range |
22.7 |
16.7 |
-6.0 |
-26.4% |
74.8 |
ATR |
29.4 |
28.5 |
-0.9 |
-3.1% |
0.0 |
Volume |
3,449 |
6,361 |
2,912 |
84.4% |
34,483 |
|
Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.2 |
1,900.8 |
1,868.2 |
|
R3 |
1,892.5 |
1,884.1 |
1,863.6 |
|
R2 |
1,875.8 |
1,875.8 |
1,862.1 |
|
R1 |
1,867.4 |
1,867.4 |
1,860.5 |
1,871.6 |
PP |
1,859.1 |
1,859.1 |
1,859.1 |
1,861.2 |
S1 |
1,850.7 |
1,850.7 |
1,857.5 |
1,854.9 |
S2 |
1,842.4 |
1,842.4 |
1,855.9 |
|
S3 |
1,825.7 |
1,834.0 |
1,854.4 |
|
S4 |
1,809.0 |
1,817.3 |
1,849.8 |
|
|
Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.9 |
2,048.5 |
1,901.7 |
|
R3 |
2,012.1 |
1,973.7 |
1,881.2 |
|
R2 |
1,937.3 |
1,937.3 |
1,874.3 |
|
R1 |
1,898.9 |
1,898.9 |
1,867.5 |
1,880.7 |
PP |
1,862.5 |
1,862.5 |
1,862.5 |
1,853.4 |
S1 |
1,824.1 |
1,824.1 |
1,853.7 |
1,805.9 |
S2 |
1,787.7 |
1,787.7 |
1,846.9 |
|
S3 |
1,712.9 |
1,749.3 |
1,840.0 |
|
S4 |
1,638.1 |
1,674.5 |
1,819.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,880.0 |
1,826.0 |
54.0 |
2.9% |
29.2 |
1.6% |
61% |
False |
False |
5,507 |
10 |
1,900.8 |
1,826.0 |
74.8 |
4.0% |
31.0 |
1.7% |
44% |
False |
False |
7,900 |
20 |
1,900.8 |
1,826.0 |
74.8 |
4.0% |
26.4 |
1.4% |
44% |
False |
False |
5,775 |
40 |
1,957.2 |
1,808.0 |
149.2 |
8.0% |
27.8 |
1.5% |
34% |
False |
False |
4,056 |
60 |
2,024.3 |
1,808.0 |
216.3 |
11.6% |
27.0 |
1.4% |
24% |
False |
False |
3,406 |
80 |
2,091.4 |
1,808.0 |
283.4 |
15.2% |
30.0 |
1.6% |
18% |
False |
False |
2,918 |
100 |
2,091.4 |
1,793.5 |
297.9 |
16.0% |
28.9 |
1.6% |
22% |
False |
False |
2,568 |
120 |
2,091.4 |
1,793.5 |
297.9 |
16.0% |
27.0 |
1.5% |
22% |
False |
False |
2,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.5 |
2.618 |
1,911.2 |
1.618 |
1,894.5 |
1.000 |
1,884.2 |
0.618 |
1,877.8 |
HIGH |
1,867.5 |
0.618 |
1,861.1 |
0.500 |
1,859.2 |
0.382 |
1,857.2 |
LOW |
1,850.8 |
0.618 |
1,840.5 |
1.000 |
1,834.1 |
1.618 |
1,823.8 |
2.618 |
1,807.1 |
4.250 |
1,779.8 |
|
|
Fisher Pivots for day following 21-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,859.2 |
1,858.8 |
PP |
1,859.1 |
1,858.5 |
S1 |
1,859.1 |
1,858.3 |
|