Trading Metrics calculated at close of trading on 15-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
11,374.96 |
11,475.80 |
100.84 |
0.9% |
12,753.14 |
High |
11,418.22 |
11,751.29 |
333.07 |
2.9% |
12,804.46 |
Low |
11,205.92 |
11,350.49 |
144.57 |
1.3% |
11,825.35 |
Close |
11,311.69 |
11,593.77 |
282.08 |
2.5% |
11,832.82 |
Range |
212.30 |
400.80 |
188.50 |
88.8% |
979.11 |
ATR |
380.05 |
384.30 |
4.25 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,767.58 |
12,581.48 |
11,814.21 |
|
R3 |
12,366.78 |
12,180.68 |
11,703.99 |
|
R2 |
11,965.98 |
11,965.98 |
11,667.25 |
|
R1 |
11,779.88 |
11,779.88 |
11,630.51 |
11,872.93 |
PP |
11,565.18 |
11,565.18 |
11,565.18 |
11,611.71 |
S1 |
11,379.08 |
11,379.08 |
11,557.03 |
11,472.13 |
S2 |
11,164.38 |
11,164.38 |
11,520.29 |
|
S3 |
10,763.58 |
10,978.28 |
11,483.55 |
|
S4 |
10,362.78 |
10,577.48 |
11,373.33 |
|
|
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 |
12,666.41 |
11,205.92 |
1,460.49 |
12.6% |
315.00 |
2.7% |
27% |
False |
False |
|
10 |
12,863.91 |
11,205.92 |
1,657.99 |
14.3% |
300.19 |
2.6% |
23% |
False |
False |
|
20 |
12,863.91 |
11,205.92 |
1,657.99 |
14.3% |
325.85 |
2.8% |
23% |
False |
False |
|
40 |
14,277.21 |
11,205.92 |
3,071.29 |
26.5% |
369.10 |
3.2% |
13% |
False |
False |
|
60 |
15,265.42 |
11,205.92 |
4,059.50 |
35.0% |
337.57 |
2.9% |
10% |
False |
False |
|
80 |
15,265.42 |
11,205.92 |
4,059.50 |
35.0% |
354.00 |
3.1% |
10% |
False |
False |
|
100 |
15,265.42 |
11,205.92 |
4,059.50 |
35.0% |
360.17 |
3.1% |
10% |
False |
False |
|
120 |
16,607.19 |
11,205.92 |
5,401.27 |
46.6% |
349.32 |
3.0% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,454.69 |
2.618 |
12,800.58 |
1.618 |
12,399.78 |
1.000 |
12,152.09 |
0.618 |
11,998.98 |
HIGH |
11,751.29 |
0.618 |
11,598.18 |
0.500 |
11,550.89 |
0.382 |
11,503.60 |
LOW |
11,350.49 |
0.618 |
11,102.80 |
1.000 |
10,949.69 |
1.618 |
10,702.00 |
2.618 |
10,301.20 |
4.250 |
9,647.09 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
11,579.48 |
11,555.38 |
PP |
11,565.18 |
11,516.99 |
S1 |
11,550.89 |
11,478.61 |
|