| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,728.18 |
3,665.90 |
-62.28 |
-1.7% |
3,838.15 |
| High |
3,728.18 |
3,707.71 |
-20.47 |
-0.5% |
3,838.15 |
| Low |
3,639.77 |
3,636.94 |
-2.83 |
-0.1% |
3,636.94 |
| Close |
3,666.77 |
3,674.84 |
8.07 |
0.2% |
3,674.84 |
| Range |
88.41 |
70.77 |
-17.64 |
-20.0% |
201.21 |
| ATR |
101.49 |
99.29 |
-2.19 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,885.47 |
3,850.93 |
3,713.76 |
|
| R3 |
3,814.70 |
3,780.16 |
3,694.30 |
|
| R2 |
3,743.93 |
3,743.93 |
3,687.81 |
|
| R1 |
3,709.39 |
3,709.39 |
3,681.33 |
3,726.66 |
| PP |
3,673.16 |
3,673.16 |
3,673.16 |
3,681.80 |
| S1 |
3,638.62 |
3,638.62 |
3,668.35 |
3,655.89 |
| S2 |
3,602.39 |
3,602.39 |
3,661.87 |
|
| S3 |
3,531.62 |
3,567.85 |
3,655.38 |
|
| S4 |
3,460.85 |
3,497.08 |
3,635.92 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,320.27 |
4,198.77 |
3,785.51 |
|
| R3 |
4,119.06 |
3,997.56 |
3,730.17 |
|
| R2 |
3,917.85 |
3,917.85 |
3,711.73 |
|
| R1 |
3,796.35 |
3,796.35 |
3,693.28 |
3,756.50 |
| PP |
3,716.64 |
3,716.64 |
3,716.64 |
3,696.72 |
| S1 |
3,595.14 |
3,595.14 |
3,656.40 |
3,555.29 |
| S2 |
3,515.43 |
3,515.43 |
3,637.95 |
|
| S3 |
3,314.22 |
3,393.93 |
3,619.51 |
|
| S4 |
3,113.01 |
3,192.72 |
3,564.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,838.15 |
3,636.94 |
201.21 |
5.5% |
89.56 |
2.4% |
19% |
False |
True |
|
| 10 |
4,168.78 |
3,636.94 |
531.84 |
14.5% |
82.10 |
2.2% |
7% |
False |
True |
|
| 20 |
4,176.90 |
3,636.94 |
539.96 |
14.7% |
82.80 |
2.3% |
7% |
False |
True |
|
| 40 |
4,385.83 |
3,636.94 |
748.89 |
20.4% |
93.31 |
2.5% |
5% |
False |
True |
|
| 60 |
4,637.30 |
3,636.94 |
1,000.36 |
27.2% |
82.60 |
2.2% |
4% |
False |
True |
|
| 80 |
4,637.30 |
3,636.94 |
1,000.36 |
27.2% |
83.29 |
2.3% |
4% |
False |
True |
|
| 100 |
4,637.30 |
3,636.94 |
1,000.36 |
27.2% |
83.59 |
2.3% |
4% |
False |
True |
|
| 120 |
4,818.62 |
3,636.94 |
1,181.68 |
32.2% |
81.53 |
2.2% |
3% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,008.48 |
|
2.618 |
3,892.99 |
|
1.618 |
3,822.22 |
|
1.000 |
3,778.48 |
|
0.618 |
3,751.45 |
|
HIGH |
3,707.71 |
|
0.618 |
3,680.68 |
|
0.500 |
3,672.33 |
|
0.382 |
3,663.97 |
|
LOW |
3,636.94 |
|
0.618 |
3,593.20 |
|
1.000 |
3,566.17 |
|
1.618 |
3,522.43 |
|
2.618 |
3,451.66 |
|
4.250 |
3,336.17 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,674.00 |
3,737.25 |
| PP |
3,673.16 |
3,716.45 |
| S1 |
3,672.33 |
3,695.64 |
|