| 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 |
11,283.81 |
11,180.06 |
-103.75 |
-0.9% |
11,472.19 |
| High |
11,311.05 |
11,357.97 |
46.92 |
0.4% |
11,751.29 |
| Low |
11,037.21 |
11,089.93 |
52.72 |
0.5% |
11,037.21 |
| Close |
11,127.57 |
11,265.99 |
138.42 |
1.2% |
11,265.99 |
| Range |
273.84 |
268.04 |
-5.80 |
-2.1% |
714.08 |
| ATR |
396.60 |
387.42 |
-9.18 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,042.08 |
11,922.08 |
11,413.41 |
|
| R3 |
11,774.04 |
11,654.04 |
11,339.70 |
|
| R2 |
11,506.00 |
11,506.00 |
11,315.13 |
|
| R1 |
11,386.00 |
11,386.00 |
11,290.56 |
11,446.00 |
| PP |
11,237.96 |
11,237.96 |
11,237.96 |
11,267.97 |
| S1 |
11,117.96 |
11,117.96 |
11,241.42 |
11,177.96 |
| S2 |
10,969.92 |
10,969.92 |
11,216.85 |
|
| S3 |
10,701.88 |
10,849.92 |
11,192.28 |
|
| S4 |
10,433.84 |
10,581.88 |
11,118.57 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,493.74 |
13,093.94 |
11,658.73 |
|
| R3 |
12,779.66 |
12,379.86 |
11,462.36 |
|
| R2 |
12,065.58 |
12,065.58 |
11,396.90 |
|
| R1 |
11,665.78 |
11,665.78 |
11,331.45 |
11,508.64 |
| PP |
11,351.50 |
11,351.50 |
11,351.50 |
11,272.93 |
| S1 |
10,951.70 |
10,951.70 |
11,200.53 |
10,794.56 |
| S2 |
10,637.42 |
10,637.42 |
11,135.08 |
|
| S3 |
9,923.34 |
10,237.62 |
11,069.62 |
|
| S4 |
9,209.26 |
9,523.54 |
10,873.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,751.29 |
11,037.21 |
714.08 |
6.3% |
293.26 |
2.6% |
32% |
False |
False |
|
| 10 |
12,804.46 |
11,037.21 |
1,767.25 |
15.7% |
290.86 |
2.6% |
13% |
False |
False |
|
| 20 |
12,863.91 |
11,037.21 |
1,826.70 |
16.2% |
314.41 |
2.8% |
13% |
False |
False |
|
| 40 |
13,769.40 |
11,037.21 |
2,732.19 |
24.3% |
360.34 |
3.2% |
8% |
False |
False |
|
| 60 |
15,265.42 |
11,037.21 |
4,228.21 |
37.5% |
337.78 |
3.0% |
5% |
False |
False |
|
| 80 |
15,265.42 |
11,037.21 |
4,228.21 |
37.5% |
349.25 |
3.1% |
5% |
False |
False |
|
| 100 |
15,265.42 |
11,037.21 |
4,228.21 |
37.5% |
353.79 |
3.1% |
5% |
False |
False |
|
| 120 |
16,607.19 |
11,037.21 |
5,569.98 |
49.4% |
350.71 |
3.1% |
4% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,497.14 |
|
2.618 |
12,059.70 |
|
1.618 |
11,791.66 |
|
1.000 |
11,626.01 |
|
0.618 |
11,523.62 |
|
HIGH |
11,357.97 |
|
0.618 |
11,255.58 |
|
0.500 |
11,223.95 |
|
0.382 |
11,192.32 |
|
LOW |
11,089.93 |
|
0.618 |
10,924.28 |
|
1.000 |
10,821.89 |
|
1.618 |
10,656.24 |
|
2.618 |
10,388.20 |
|
4.250 |
9,950.76 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,251.98 |
11,394.25 |
| PP |
11,237.96 |
11,351.50 |
| S1 |
11,223.95 |
11,308.74 |
|