| 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 |
11,334.25 |
11,329.75 |
-4.50 |
0.0% |
12,549.75 |
| High |
11,505.50 |
11,759.25 |
253.75 |
2.2% |
12,810.00 |
| Low |
11,205.00 |
11,327.00 |
122.00 |
1.1% |
11,823.00 |
| Close |
11,314.25 |
11,593.75 |
279.50 |
2.5% |
11,840.00 |
| Range |
300.50 |
432.25 |
131.75 |
43.8% |
987.00 |
| ATR |
429.10 |
430.24 |
1.14 |
0.3% |
0.00 |
| Volume |
378,134 |
265,812 |
-112,322 |
-29.7% |
3,006,108 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,856.75 |
12,657.50 |
11,831.50 |
|
| R3 |
12,424.50 |
12,225.25 |
11,712.50 |
|
| R2 |
11,992.25 |
11,992.25 |
11,673.00 |
|
| R1 |
11,793.00 |
11,793.00 |
11,633.25 |
11,892.50 |
| PP |
11,560.00 |
11,560.00 |
11,560.00 |
11,609.75 |
| S1 |
11,360.75 |
11,360.75 |
11,554.25 |
11,460.50 |
| S2 |
11,127.75 |
11,127.75 |
11,514.50 |
|
| S3 |
10,695.50 |
10,928.50 |
11,475.00 |
|
| S4 |
10,263.25 |
10,496.25 |
11,356.00 |
|
|
| 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 |
12,726.00 |
11,205.00 |
1,521.00 |
13.1% |
447.50 |
3.9% |
26% |
False |
False |
496,343 |
| 10 |
12,945.25 |
11,205.00 |
1,740.25 |
15.0% |
395.50 |
3.4% |
22% |
False |
False |
545,323 |
| 20 |
12,945.25 |
11,205.00 |
1,740.25 |
15.0% |
421.25 |
3.6% |
22% |
False |
False |
630,717 |
| 40 |
14,298.00 |
11,205.00 |
3,093.00 |
26.7% |
455.50 |
3.9% |
13% |
False |
False |
691,309 |
| 60 |
15,268.75 |
11,205.00 |
4,063.75 |
35.1% |
418.00 |
3.6% |
10% |
False |
False |
649,722 |
| 80 |
15,268.75 |
11,205.00 |
4,063.75 |
35.1% |
439.75 |
3.8% |
10% |
False |
False |
536,869 |
| 100 |
15,268.75 |
11,205.00 |
4,063.75 |
35.1% |
445.75 |
3.8% |
10% |
False |
False |
429,857 |
| 120 |
16,654.00 |
11,205.00 |
5,449.00 |
47.0% |
428.25 |
3.7% |
7% |
False |
False |
358,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,596.25 |
|
2.618 |
12,891.00 |
|
1.618 |
12,458.75 |
|
1.000 |
12,191.50 |
|
0.618 |
12,026.50 |
|
HIGH |
11,759.25 |
|
0.618 |
11,594.25 |
|
0.500 |
11,543.00 |
|
0.382 |
11,492.00 |
|
LOW |
11,327.00 |
|
0.618 |
11,059.75 |
|
1.000 |
10,894.75 |
|
1.618 |
10,627.50 |
|
2.618 |
10,195.25 |
|
4.250 |
9,490.00 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,577.00 |
11,558.75 |
| PP |
11,560.00 |
11,523.75 |
| S1 |
11,543.00 |
11,488.75 |
|