| 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 |
11,608.50 |
11,178.50 |
-430.00 |
-3.7% |
11,768.00 |
| High |
11,737.75 |
11,290.00 |
-447.75 |
-3.8% |
11,772.50 |
| Low |
11,036.75 |
11,130.25 |
93.50 |
0.8% |
11,036.75 |
| Close |
11,124.75 |
11,130.39 |
5.64 |
0.1% |
11,130.39 |
| Range |
701.00 |
159.75 |
-541.25 |
-77.2% |
735.75 |
| ATR |
449.58 |
429.27 |
-20.31 |
-4.5% |
0.00 |
| Volume |
146,538 |
14,055 |
-132,483 |
-90.4% |
1,334,759 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,662.75 |
11,556.25 |
11,218.25 |
|
| R3 |
11,503.00 |
11,396.50 |
11,174.25 |
|
| R2 |
11,343.25 |
11,343.25 |
11,159.75 |
|
| R1 |
11,236.75 |
11,236.75 |
11,145.00 |
11,210.25 |
| PP |
11,183.50 |
11,183.50 |
11,183.50 |
11,170.25 |
| S1 |
11,077.00 |
11,077.00 |
11,115.75 |
11,050.50 |
| S2 |
11,023.75 |
11,023.75 |
11,101.00 |
|
| S3 |
10,864.00 |
10,917.25 |
11,086.50 |
|
| S4 |
10,704.25 |
10,757.50 |
11,042.50 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,520.50 |
13,061.25 |
11,535.00 |
|
| R3 |
12,784.75 |
12,325.50 |
11,332.75 |
|
| R2 |
12,049.00 |
12,049.00 |
11,265.25 |
|
| R1 |
11,589.75 |
11,589.75 |
11,197.75 |
11,451.50 |
| PP |
11,313.25 |
11,313.25 |
11,313.25 |
11,244.00 |
| S1 |
10,854.00 |
10,854.00 |
11,063.00 |
10,715.75 |
| S2 |
10,577.50 |
10,577.50 |
10,995.50 |
|
| S3 |
9,841.75 |
10,118.25 |
10,928.00 |
|
| S4 |
9,106.00 |
9,382.50 |
10,725.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,772.50 |
11,036.75 |
735.75 |
6.6% |
422.25 |
3.8% |
13% |
False |
False |
266,951 |
| 10 |
12,810.00 |
11,036.75 |
1,773.25 |
15.9% |
391.25 |
3.5% |
5% |
False |
False |
434,086 |
| 20 |
12,945.25 |
11,036.75 |
1,908.50 |
17.1% |
409.25 |
3.7% |
5% |
False |
False |
560,591 |
| 40 |
13,781.00 |
11,036.75 |
2,744.25 |
24.7% |
453.00 |
4.1% |
3% |
False |
False |
663,071 |
| 60 |
15,268.75 |
11,036.75 |
4,232.00 |
38.0% |
421.75 |
3.8% |
2% |
False |
False |
634,648 |
| 80 |
15,268.75 |
11,036.75 |
4,232.00 |
38.0% |
436.00 |
3.9% |
2% |
False |
False |
538,796 |
| 100 |
15,268.75 |
11,036.75 |
4,232.00 |
38.0% |
439.75 |
3.9% |
2% |
False |
False |
431,400 |
| 120 |
16,654.00 |
11,036.75 |
5,617.25 |
50.5% |
431.25 |
3.9% |
2% |
False |
False |
359,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,969.00 |
|
2.618 |
11,708.25 |
|
1.618 |
11,548.50 |
|
1.000 |
11,449.75 |
|
0.618 |
11,388.75 |
|
HIGH |
11,290.00 |
|
0.618 |
11,229.00 |
|
0.500 |
11,210.00 |
|
0.382 |
11,191.25 |
|
LOW |
11,130.25 |
|
0.618 |
11,031.50 |
|
1.000 |
10,970.50 |
|
1.618 |
10,871.75 |
|
2.618 |
10,712.00 |
|
4.250 |
10,451.25 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,210.00 |
11,398.00 |
| PP |
11,183.50 |
11,308.75 |
| S1 |
11,157.00 |
11,219.50 |
|