| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
11,472.19 |
11,374.96 |
-97.23 |
-0.8% |
12,753.14 |
| High |
11,568.65 |
11,418.22 |
-150.43 |
-1.3% |
12,804.46 |
| Low |
11,257.34 |
11,205.92 |
-51.42 |
-0.5% |
11,825.35 |
| Close |
11,288.32 |
11,311.69 |
23.37 |
0.2% |
11,832.82 |
| Range |
311.31 |
212.30 |
-99.01 |
-31.8% |
979.11 |
| ATR |
392.95 |
380.05 |
-12.90 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,948.84 |
11,842.57 |
11,428.46 |
|
| R3 |
11,736.54 |
11,630.27 |
11,370.07 |
|
| R2 |
11,524.24 |
11,524.24 |
11,350.61 |
|
| R1 |
11,417.97 |
11,417.97 |
11,331.15 |
11,364.96 |
| PP |
11,311.94 |
11,311.94 |
11,311.94 |
11,285.44 |
| S1 |
11,205.67 |
11,205.67 |
11,292.23 |
11,152.66 |
| S2 |
11,099.64 |
11,099.64 |
11,272.77 |
|
| S3 |
10,887.34 |
10,993.37 |
11,253.31 |
|
| S4 |
10,675.04 |
10,781.07 |
11,194.93 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,091.54 |
14,441.29 |
12,371.33 |
|
| R3 |
14,112.43 |
13,462.18 |
12,102.08 |
|
| R2 |
13,133.32 |
13,133.32 |
12,012.32 |
|
| R1 |
12,483.07 |
12,483.07 |
11,922.57 |
12,318.64 |
| PP |
12,154.21 |
12,154.21 |
12,154.21 |
12,072.00 |
| S1 |
11,503.96 |
11,503.96 |
11,743.07 |
11,339.53 |
| S2 |
11,175.10 |
11,175.10 |
11,653.32 |
|
| S3 |
10,195.99 |
10,524.85 |
11,563.56 |
|
| S4 |
9,216.88 |
9,545.74 |
11,294.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,776.65 |
11,205.92 |
1,570.73 |
13.9% |
274.46 |
2.4% |
7% |
False |
True |
|
| 10 |
12,863.91 |
11,205.92 |
1,657.99 |
14.7% |
296.37 |
2.6% |
6% |
False |
True |
|
| 20 |
12,863.91 |
11,205.92 |
1,657.99 |
14.7% |
317.76 |
2.8% |
6% |
False |
True |
|
| 40 |
14,277.21 |
11,205.92 |
3,071.29 |
27.2% |
368.87 |
3.3% |
3% |
False |
True |
|
| 60 |
15,265.42 |
11,205.92 |
4,059.50 |
35.9% |
335.56 |
3.0% |
3% |
False |
True |
|
| 80 |
15,265.42 |
11,205.92 |
4,059.50 |
35.9% |
352.82 |
3.1% |
3% |
False |
True |
|
| 100 |
15,265.42 |
11,205.92 |
4,059.50 |
35.9% |
360.53 |
3.2% |
3% |
False |
True |
|
| 120 |
16,607.19 |
11,205.92 |
5,401.27 |
47.7% |
347.97 |
3.1% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,320.50 |
|
2.618 |
11,974.02 |
|
1.618 |
11,761.72 |
|
1.000 |
11,630.52 |
|
0.618 |
11,549.42 |
|
HIGH |
11,418.22 |
|
0.618 |
11,337.12 |
|
0.500 |
11,312.07 |
|
0.382 |
11,287.02 |
|
LOW |
11,205.92 |
|
0.618 |
11,074.72 |
|
1.000 |
10,993.62 |
|
1.618 |
10,862.42 |
|
2.618 |
10,650.12 |
|
4.250 |
10,303.65 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,312.07 |
11,640.65 |
| PP |
11,311.94 |
11,531.00 |
| S1 |
11,311.82 |
11,421.34 |
|