| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,672.88 |
12,552.23 |
-120.65 |
-1.0% |
12,688.95 |
| High |
12,776.65 |
12,666.41 |
-110.24 |
-0.9% |
12,863.91 |
| Low |
12,578.55 |
12,265.86 |
-312.69 |
-2.5% |
12,447.77 |
| Close |
12,615.13 |
12,269.78 |
-345.35 |
-2.7% |
12,548.03 |
| Range |
198.10 |
400.55 |
202.45 |
102.2% |
416.14 |
| ATR |
371.82 |
373.87 |
2.05 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,602.33 |
13,336.61 |
12,490.08 |
|
| R3 |
13,201.78 |
12,936.06 |
12,379.93 |
|
| R2 |
12,801.23 |
12,801.23 |
12,343.21 |
|
| R1 |
12,535.51 |
12,535.51 |
12,306.50 |
12,468.10 |
| PP |
12,400.68 |
12,400.68 |
12,400.68 |
12,366.98 |
| S1 |
12,134.96 |
12,134.96 |
12,233.06 |
12,067.55 |
| S2 |
12,000.13 |
12,000.13 |
12,196.35 |
|
| S3 |
11,599.58 |
11,734.41 |
12,159.63 |
|
| S4 |
11,199.03 |
11,333.86 |
12,049.48 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,868.32 |
13,624.32 |
12,776.91 |
|
| R3 |
13,452.18 |
13,208.18 |
12,662.47 |
|
| R2 |
13,036.04 |
13,036.04 |
12,624.32 |
|
| R1 |
12,792.04 |
12,792.04 |
12,586.18 |
12,705.97 |
| PP |
12,619.90 |
12,619.90 |
12,619.90 |
12,576.87 |
| S1 |
12,375.90 |
12,375.90 |
12,509.88 |
12,289.83 |
| S2 |
12,203.76 |
12,203.76 |
12,471.74 |
|
| S3 |
11,787.62 |
11,959.76 |
12,433.59 |
|
| S4 |
11,371.48 |
11,543.62 |
12,319.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,804.46 |
12,265.86 |
538.60 |
4.4% |
282.26 |
2.3% |
1% |
False |
True |
|
| 10 |
12,863.91 |
11,902.74 |
961.17 |
7.8% |
318.28 |
2.6% |
38% |
False |
False |
|
| 20 |
12,863.91 |
11,492.29 |
1,371.62 |
11.2% |
328.56 |
2.7% |
57% |
False |
False |
|
| 40 |
14,277.21 |
11,492.29 |
2,784.92 |
22.7% |
372.00 |
3.0% |
28% |
False |
False |
|
| 60 |
15,265.42 |
11,492.29 |
3,773.13 |
30.8% |
342.59 |
2.8% |
21% |
False |
False |
|
| 80 |
15,265.42 |
11,492.29 |
3,773.13 |
30.8% |
352.77 |
2.9% |
21% |
False |
False |
|
| 100 |
15,446.30 |
11,492.29 |
3,954.01 |
32.2% |
363.99 |
3.0% |
20% |
False |
False |
|
| 120 |
16,607.19 |
11,492.29 |
5,114.90 |
41.7% |
348.33 |
2.8% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,368.75 |
|
2.618 |
13,715.05 |
|
1.618 |
13,314.50 |
|
1.000 |
13,066.96 |
|
0.618 |
12,913.95 |
|
HIGH |
12,666.41 |
|
0.618 |
12,513.40 |
|
0.500 |
12,466.14 |
|
0.382 |
12,418.87 |
|
LOW |
12,265.86 |
|
0.618 |
12,018.32 |
|
1.000 |
11,865.31 |
|
1.618 |
11,617.77 |
|
2.618 |
11,217.22 |
|
4.250 |
10,563.52 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,466.14 |
12,521.26 |
| PP |
12,400.68 |
12,437.43 |
| S1 |
12,335.23 |
12,353.61 |
|