| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,744.0 |
3,676.0 |
-68.0 |
-1.8% |
3,799.0 |
| High |
3,774.0 |
3,689.0 |
-85.0 |
-2.3% |
3,840.0 |
| Low |
3,673.0 |
3,573.0 |
-100.0 |
-2.7% |
3,573.0 |
| Close |
3,707.0 |
3,578.0 |
-129.0 |
-3.5% |
3,578.0 |
| Range |
101.0 |
116.0 |
15.0 |
14.9% |
267.0 |
| ATR |
75.4 |
79.6 |
4.2 |
5.6% |
0.0 |
| Volume |
590,700 |
576,476 |
-14,224 |
-2.4% |
1,795,875 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,961.3 |
3,885.7 |
3,641.8 |
|
| R3 |
3,845.3 |
3,769.7 |
3,609.9 |
|
| R2 |
3,729.3 |
3,729.3 |
3,599.3 |
|
| R1 |
3,653.7 |
3,653.7 |
3,588.6 |
3,633.5 |
| PP |
3,613.3 |
3,613.3 |
3,613.3 |
3,603.3 |
| S1 |
3,537.7 |
3,537.7 |
3,567.4 |
3,517.5 |
| S2 |
3,497.3 |
3,497.3 |
3,556.7 |
|
| S3 |
3,381.3 |
3,421.7 |
3,546.1 |
|
| S4 |
3,265.3 |
3,305.7 |
3,514.2 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,464.7 |
4,288.3 |
3,724.9 |
|
| R3 |
4,197.7 |
4,021.3 |
3,651.4 |
|
| R2 |
3,930.7 |
3,930.7 |
3,627.0 |
|
| R1 |
3,754.3 |
3,754.3 |
3,602.5 |
3,709.0 |
| PP |
3,663.7 |
3,663.7 |
3,663.7 |
3,641.0 |
| S1 |
3,487.3 |
3,487.3 |
3,553.5 |
3,442.0 |
| S2 |
3,396.7 |
3,396.7 |
3,529.1 |
|
| S3 |
3,129.7 |
3,220.3 |
3,504.6 |
|
| S4 |
2,862.7 |
2,953.3 |
3,431.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,840.0 |
3,573.0 |
267.0 |
7.5% |
78.4 |
2.2% |
2% |
False |
True |
359,175 |
| 10 |
3,840.0 |
3,573.0 |
267.0 |
7.5% |
69.2 |
1.9% |
2% |
False |
True |
192,534 |
| 20 |
3,840.0 |
3,566.0 |
274.0 |
7.7% |
67.3 |
1.9% |
4% |
False |
False |
102,054 |
| 40 |
3,855.0 |
3,456.0 |
399.0 |
11.2% |
70.3 |
2.0% |
31% |
False |
False |
52,440 |
| 60 |
3,902.0 |
3,456.0 |
446.0 |
12.5% |
64.8 |
1.8% |
27% |
False |
False |
35,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,182.0 |
|
2.618 |
3,992.7 |
|
1.618 |
3,876.7 |
|
1.000 |
3,805.0 |
|
0.618 |
3,760.7 |
|
HIGH |
3,689.0 |
|
0.618 |
3,644.7 |
|
0.500 |
3,631.0 |
|
0.382 |
3,617.3 |
|
LOW |
3,573.0 |
|
0.618 |
3,501.3 |
|
1.000 |
3,457.0 |
|
1.618 |
3,385.3 |
|
2.618 |
3,269.3 |
|
4.250 |
3,080.0 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,631.0 |
3,692.0 |
| PP |
3,613.3 |
3,654.0 |
| S1 |
3,595.7 |
3,616.0 |
|