| 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 |
12,648.25 |
12,334.00 |
-314.25 |
-2.5% |
12,581.25 |
| High |
12,755.25 |
12,368.75 |
-386.50 |
-3.0% |
12,838.75 |
| Low |
12,285.00 |
11,849.25 |
-435.75 |
-3.5% |
11,849.25 |
| Close |
12,304.75 |
11,867.75 |
-437.00 |
-3.6% |
11,867.75 |
| Range |
470.25 |
519.50 |
49.25 |
10.5% |
989.50 |
| ATR |
417.60 |
424.87 |
7.28 |
1.7% |
0.00 |
| Volume |
60,982 |
381,026 |
320,044 |
524.8% |
465,816 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,587.00 |
13,247.00 |
12,153.50 |
|
| R3 |
13,067.50 |
12,727.50 |
12,010.50 |
|
| R2 |
12,548.00 |
12,548.00 |
11,963.00 |
|
| R1 |
12,208.00 |
12,208.00 |
11,915.25 |
12,118.25 |
| PP |
12,028.50 |
12,028.50 |
12,028.50 |
11,983.75 |
| S1 |
11,688.50 |
11,688.50 |
11,820.25 |
11,598.75 |
| S2 |
11,509.00 |
11,509.00 |
11,772.50 |
|
| S3 |
10,989.50 |
11,169.00 |
11,725.00 |
|
| S4 |
10,470.00 |
10,649.50 |
11,582.00 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,153.75 |
14,500.25 |
12,412.00 |
|
| R3 |
14,164.25 |
13,510.75 |
12,139.75 |
|
| R2 |
13,174.75 |
13,174.75 |
12,049.25 |
|
| R1 |
12,521.25 |
12,521.25 |
11,958.50 |
12,353.25 |
| PP |
12,185.25 |
12,185.25 |
12,185.25 |
12,101.25 |
| S1 |
11,531.75 |
11,531.75 |
11,777.00 |
11,363.75 |
| S2 |
11,195.75 |
11,195.75 |
11,686.25 |
|
| S3 |
10,206.25 |
10,542.25 |
11,595.75 |
|
| S4 |
9,216.75 |
9,552.75 |
11,323.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,838.75 |
11,849.25 |
989.50 |
8.3% |
359.75 |
3.0% |
2% |
False |
True |
93,163 |
| 10 |
12,973.75 |
11,849.25 |
1,124.50 |
9.5% |
395.75 |
3.3% |
2% |
False |
True |
48,173 |
| 20 |
12,973.75 |
11,521.25 |
1,452.50 |
12.2% |
417.25 |
3.5% |
24% |
False |
False |
24,873 |
| 40 |
14,331.25 |
11,521.25 |
2,810.00 |
23.7% |
448.50 |
3.8% |
12% |
False |
False |
13,108 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
31.9% |
410.75 |
3.5% |
9% |
False |
False |
8,958 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
31.9% |
429.75 |
3.6% |
9% |
False |
False |
6,740 |
| 100 |
15,369.25 |
11,521.25 |
3,848.00 |
32.4% |
434.50 |
3.7% |
9% |
False |
False |
5,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,576.50 |
|
2.618 |
13,728.75 |
|
1.618 |
13,209.25 |
|
1.000 |
12,888.25 |
|
0.618 |
12,689.75 |
|
HIGH |
12,368.75 |
|
0.618 |
12,170.25 |
|
0.500 |
12,109.00 |
|
0.382 |
12,047.75 |
|
LOW |
11,849.25 |
|
0.618 |
11,528.25 |
|
1.000 |
11,329.75 |
|
1.618 |
11,008.75 |
|
2.618 |
10,489.25 |
|
4.250 |
9,641.50 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,109.00 |
12,330.50 |
| PP |
12,028.50 |
12,176.25 |
| S1 |
11,948.25 |
12,022.00 |
|