| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,768.00 |
11,334.25 |
-433.75 |
-3.7% |
12,549.75 |
| High |
11,772.50 |
11,505.50 |
-267.00 |
-2.3% |
12,810.00 |
| Low |
11,254.50 |
11,205.00 |
-49.50 |
-0.4% |
11,823.00 |
| Close |
11,296.50 |
11,314.25 |
17.75 |
0.2% |
11,840.00 |
| Range |
518.00 |
300.50 |
-217.50 |
-42.0% |
987.00 |
| ATR |
438.99 |
429.10 |
-9.89 |
-2.3% |
0.00 |
| Volume |
530,220 |
378,134 |
-152,086 |
-28.7% |
3,006,108 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,243.00 |
12,079.25 |
11,479.50 |
|
| R3 |
11,942.50 |
11,778.75 |
11,397.00 |
|
| R2 |
11,642.00 |
11,642.00 |
11,369.25 |
|
| R1 |
11,478.25 |
11,478.25 |
11,341.75 |
11,410.00 |
| PP |
11,341.50 |
11,341.50 |
11,341.50 |
11,307.50 |
| S1 |
11,177.75 |
11,177.75 |
11,286.75 |
11,109.50 |
| S2 |
11,041.00 |
11,041.00 |
11,259.25 |
|
| S3 |
10,740.50 |
10,877.25 |
11,231.50 |
|
| S4 |
10,440.00 |
10,576.75 |
11,149.00 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,118.75 |
14,466.25 |
12,382.75 |
|
| R3 |
14,131.75 |
13,479.25 |
12,111.50 |
|
| R2 |
13,144.75 |
13,144.75 |
12,021.00 |
|
| R1 |
12,492.25 |
12,492.25 |
11,930.50 |
12,325.00 |
| PP |
12,157.75 |
12,157.75 |
12,157.75 |
12,074.00 |
| S1 |
11,505.25 |
11,505.25 |
11,749.50 |
11,338.00 |
| S2 |
11,170.75 |
11,170.75 |
11,659.00 |
|
| S3 |
10,183.75 |
10,518.25 |
11,568.50 |
|
| S4 |
9,196.75 |
9,531.25 |
11,297.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,783.00 |
11,205.00 |
1,578.00 |
13.9% |
401.75 |
3.6% |
7% |
False |
True |
559,911 |
| 10 |
12,945.25 |
11,205.00 |
1,740.25 |
15.4% |
389.25 |
3.4% |
6% |
False |
True |
586,963 |
| 20 |
12,945.25 |
11,205.00 |
1,740.25 |
15.4% |
417.00 |
3.7% |
6% |
False |
True |
650,088 |
| 40 |
14,298.00 |
11,205.00 |
3,093.00 |
27.3% |
455.00 |
4.0% |
4% |
False |
True |
698,573 |
| 60 |
15,268.75 |
11,205.00 |
4,063.75 |
35.9% |
415.50 |
3.7% |
3% |
False |
True |
655,119 |
| 80 |
15,268.75 |
11,205.00 |
4,063.75 |
35.9% |
439.25 |
3.9% |
3% |
False |
True |
533,570 |
| 100 |
15,268.75 |
11,205.00 |
4,063.75 |
35.9% |
445.75 |
3.9% |
3% |
False |
True |
427,224 |
| 120 |
16,654.00 |
11,205.00 |
5,449.00 |
48.2% |
427.00 |
3.8% |
2% |
False |
True |
356,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,782.50 |
|
2.618 |
12,292.25 |
|
1.618 |
11,991.75 |
|
1.000 |
11,806.00 |
|
0.618 |
11,691.25 |
|
HIGH |
11,505.50 |
|
0.618 |
11,390.75 |
|
0.500 |
11,355.25 |
|
0.382 |
11,319.75 |
|
LOW |
11,205.00 |
|
0.618 |
11,019.25 |
|
1.000 |
10,904.50 |
|
1.618 |
10,718.75 |
|
2.618 |
10,418.25 |
|
4.250 |
9,928.00 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,355.25 |
11,772.00 |
| PP |
11,341.50 |
11,619.25 |
| S1 |
11,328.00 |
11,466.75 |
|