Trading Metrics calculated at close of trading on 13-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
12,052.59 |
11,472.19 |
-580.40 |
-4.8% |
12,753.14 |
High |
12,075.38 |
11,568.65 |
-506.73 |
-4.2% |
12,804.46 |
Low |
11,825.35 |
11,257.34 |
-568.01 |
-4.8% |
11,825.35 |
Close |
11,832.82 |
11,288.32 |
-544.50 |
-4.6% |
11,832.82 |
Range |
250.03 |
311.31 |
61.28 |
24.5% |
979.11 |
ATR |
378.91 |
392.95 |
14.04 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,305.37 |
12,108.15 |
11,459.54 |
|
R3 |
11,994.06 |
11,796.84 |
11,373.93 |
|
R2 |
11,682.75 |
11,682.75 |
11,345.39 |
|
R1 |
11,485.53 |
11,485.53 |
11,316.86 |
11,428.49 |
PP |
11,371.44 |
11,371.44 |
11,371.44 |
11,342.91 |
S1 |
11,174.22 |
11,174.22 |
11,259.78 |
11,117.18 |
S2 |
11,060.13 |
11,060.13 |
11,231.25 |
|
S3 |
10,748.82 |
10,862.91 |
11,202.71 |
|
S4 |
10,437.51 |
10,551.60 |
11,117.10 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,091.54 |
14,441.29 |
12,371.33 |
|
R3 |
14,112.43 |
13,462.18 |
12,102.08 |
|
R2 |
13,133.32 |
13,133.32 |
12,012.32 |
|
R1 |
12,483.07 |
12,483.07 |
11,922.57 |
12,318.64 |
PP |
12,154.21 |
12,154.21 |
12,154.21 |
12,072.00 |
S1 |
11,503.96 |
11,503.96 |
11,743.07 |
11,339.53 |
S2 |
11,175.10 |
11,175.10 |
11,653.32 |
|
S3 |
10,195.99 |
10,524.85 |
11,563.56 |
|
S4 |
9,216.88 |
9,545.74 |
11,294.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,776.65 |
11,257.34 |
1,519.31 |
13.5% |
296.75 |
2.6% |
2% |
False |
True |
|
10 |
12,863.91 |
11,257.34 |
1,606.57 |
14.2% |
303.19 |
2.7% |
2% |
False |
True |
|
20 |
12,863.91 |
11,257.34 |
1,606.57 |
14.2% |
317.11 |
2.8% |
2% |
False |
True |
|
40 |
14,277.21 |
11,257.34 |
3,019.87 |
26.8% |
368.79 |
3.3% |
1% |
False |
True |
|
60 |
15,265.42 |
11,257.34 |
4,008.08 |
35.5% |
338.88 |
3.0% |
1% |
False |
True |
|
80 |
15,265.42 |
11,257.34 |
4,008.08 |
35.5% |
354.44 |
3.1% |
1% |
False |
True |
|
100 |
15,347.62 |
11,257.34 |
4,090.28 |
36.2% |
363.55 |
3.2% |
1% |
False |
True |
|
120 |
16,607.19 |
11,257.34 |
5,349.85 |
47.4% |
349.32 |
3.1% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,891.72 |
2.618 |
12,383.66 |
1.618 |
12,072.35 |
1.000 |
11,879.96 |
0.618 |
11,761.04 |
HIGH |
11,568.65 |
0.618 |
11,449.73 |
0.500 |
11,413.00 |
0.382 |
11,376.26 |
LOW |
11,257.34 |
0.618 |
11,064.95 |
1.000 |
10,946.03 |
1.618 |
10,753.64 |
2.618 |
10,442.33 |
4.250 |
9,934.27 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
11,413.00 |
11,961.88 |
PP |
11,371.44 |
11,737.36 |
S1 |
11,329.88 |
11,512.84 |
|