Trading Metrics calculated at close of trading on 22-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
11,448.89 |
11,427.74 |
-21.15 |
-0.2% |
11,472.19 |
High |
11,638.47 |
11,708.08 |
69.61 |
0.6% |
11,751.29 |
Low |
11,447.29 |
11,423.36 |
-23.93 |
-0.2% |
11,037.21 |
Close |
11,546.76 |
11,527.71 |
-19.05 |
-0.2% |
11,265.99 |
Range |
191.18 |
284.72 |
93.54 |
48.9% |
714.08 |
ATR |
386.35 |
379.09 |
-7.26 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,407.21 |
12,252.18 |
11,684.31 |
|
R3 |
12,122.49 |
11,967.46 |
11,606.01 |
|
R2 |
11,837.77 |
11,837.77 |
11,579.91 |
|
R1 |
11,682.74 |
11,682.74 |
11,553.81 |
11,760.26 |
PP |
11,553.05 |
11,553.05 |
11,553.05 |
11,591.81 |
S1 |
11,398.02 |
11,398.02 |
11,501.61 |
11,475.54 |
S2 |
11,268.33 |
11,268.33 |
11,475.51 |
|
S3 |
10,983.61 |
11,113.30 |
11,449.41 |
|
S4 |
10,698.89 |
10,828.58 |
11,371.11 |
|
|
Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,493.74 |
13,093.94 |
11,658.73 |
|
R3 |
12,779.66 |
12,379.86 |
11,462.36 |
|
R2 |
12,065.58 |
12,065.58 |
11,396.90 |
|
R1 |
11,665.78 |
11,665.78 |
11,331.45 |
11,508.64 |
PP |
11,351.50 |
11,351.50 |
11,351.50 |
11,272.93 |
S1 |
10,951.70 |
10,951.70 |
11,200.53 |
10,794.56 |
S2 |
10,637.42 |
10,637.42 |
11,135.08 |
|
S3 |
9,923.34 |
10,237.62 |
11,069.62 |
|
S4 |
9,209.26 |
9,523.54 |
10,873.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,751.29 |
11,037.21 |
714.08 |
6.2% |
283.72 |
2.5% |
69% |
False |
False |
|
10 |
12,776.65 |
11,037.21 |
1,739.44 |
15.1% |
279.09 |
2.4% |
28% |
False |
False |
|
20 |
12,863.91 |
11,037.21 |
1,826.70 |
15.8% |
297.73 |
2.6% |
27% |
False |
False |
|
40 |
13,556.67 |
11,037.21 |
2,519.46 |
21.9% |
354.06 |
3.1% |
19% |
False |
False |
|
60 |
15,265.42 |
11,037.21 |
4,228.21 |
36.7% |
336.45 |
2.9% |
12% |
False |
False |
|
80 |
15,265.42 |
11,037.21 |
4,228.21 |
36.7% |
339.58 |
2.9% |
12% |
False |
False |
|
100 |
15,265.42 |
11,037.21 |
4,228.21 |
36.7% |
347.83 |
3.0% |
12% |
False |
False |
|
120 |
16,569.62 |
11,037.21 |
5,532.41 |
48.0% |
352.16 |
3.1% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,918.14 |
2.618 |
12,453.48 |
1.618 |
12,168.76 |
1.000 |
11,992.80 |
0.618 |
11,884.04 |
HIGH |
11,708.08 |
0.618 |
11,599.32 |
0.500 |
11,565.72 |
0.382 |
11,532.12 |
LOW |
11,423.36 |
0.618 |
11,247.40 |
1.000 |
11,138.64 |
1.618 |
10,962.68 |
2.618 |
10,677.96 |
4.250 |
10,213.30 |
|
|
Fisher Pivots for day following 22-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
11,565.72 |
11,484.81 |
PP |
11,553.05 |
11,441.91 |
S1 |
11,540.38 |
11,399.01 |
|