| 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 |
3,547.0 |
3,408.0 |
-139.0 |
-3.9% |
3,552.0 |
| High |
3,567.0 |
3,471.0 |
-96.0 |
-2.7% |
3,567.0 |
| Low |
3,384.0 |
3,401.0 |
17.0 |
0.5% |
3,384.0 |
| Close |
3,422.0 |
3,423.0 |
1.0 |
0.0% |
3,423.0 |
| Range |
183.0 |
70.0 |
-113.0 |
-61.7% |
183.0 |
| ATR |
90.8 |
89.4 |
-1.5 |
-1.6% |
0.0 |
| Volume |
1,274,350 |
1,405,361 |
131,011 |
10.3% |
7,935,724 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,641.7 |
3,602.3 |
3,461.5 |
|
| R3 |
3,571.7 |
3,532.3 |
3,442.3 |
|
| R2 |
3,501.7 |
3,501.7 |
3,435.8 |
|
| R1 |
3,462.3 |
3,462.3 |
3,429.4 |
3,482.0 |
| PP |
3,431.7 |
3,431.7 |
3,431.7 |
3,441.5 |
| S1 |
3,392.3 |
3,392.3 |
3,416.6 |
3,412.0 |
| S2 |
3,361.7 |
3,361.7 |
3,410.2 |
|
| S3 |
3,291.7 |
3,322.3 |
3,403.8 |
|
| S4 |
3,221.7 |
3,252.3 |
3,384.5 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,007.0 |
3,898.0 |
3,523.7 |
|
| R3 |
3,824.0 |
3,715.0 |
3,473.3 |
|
| R2 |
3,641.0 |
3,641.0 |
3,456.6 |
|
| R1 |
3,532.0 |
3,532.0 |
3,439.8 |
3,495.0 |
| PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,439.5 |
| S1 |
3,349.0 |
3,349.0 |
3,406.2 |
3,312.0 |
| S2 |
3,275.0 |
3,275.0 |
3,389.5 |
|
| S3 |
3,092.0 |
3,166.0 |
3,372.7 |
|
| S4 |
2,909.0 |
2,983.0 |
3,322.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,567.0 |
3,384.0 |
183.0 |
5.3% |
105.8 |
3.1% |
21% |
False |
False |
1,587,144 |
| 10 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
92.1 |
2.7% |
9% |
False |
False |
973,159 |
| 20 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
77.3 |
2.3% |
9% |
False |
False |
496,884 |
| 40 |
3,840.0 |
3,384.0 |
456.0 |
13.3% |
76.8 |
2.2% |
9% |
False |
False |
250,493 |
| 60 |
3,902.0 |
3,384.0 |
518.0 |
15.1% |
68.5 |
2.0% |
8% |
False |
False |
167,344 |
| 80 |
3,909.5 |
3,384.0 |
525.5 |
15.4% |
61.3 |
1.8% |
7% |
False |
False |
125,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,768.5 |
|
2.618 |
3,654.3 |
|
1.618 |
3,584.3 |
|
1.000 |
3,541.0 |
|
0.618 |
3,514.3 |
|
HIGH |
3,471.0 |
|
0.618 |
3,444.3 |
|
0.500 |
3,436.0 |
|
0.382 |
3,427.7 |
|
LOW |
3,401.0 |
|
0.618 |
3,357.7 |
|
1.000 |
3,331.0 |
|
1.618 |
3,287.7 |
|
2.618 |
3,217.7 |
|
4.250 |
3,103.5 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,436.0 |
3,475.5 |
| PP |
3,431.7 |
3,458.0 |
| S1 |
3,427.3 |
3,440.5 |
|