Trading Metrics calculated at close of trading on 01-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
31,268.11 |
31,777.74 |
509.63 |
1.6% |
29,134.54 |
High |
32,329.54 |
31,961.87 |
-367.67 |
-1.1% |
30,633.33 |
Low |
31,220.26 |
29,422.92 |
-1,797.34 |
-5.8% |
28,136.98 |
Close |
31,777.74 |
29,643.63 |
-2,134.11 |
-6.7% |
28,735.69 |
Range |
1,109.28 |
2,538.95 |
1,429.67 |
128.9% |
2,496.35 |
ATR |
2,156.58 |
2,183.89 |
27.31 |
1.3% |
0.00 |
Volume |
29,773 |
30,447 |
674 |
2.3% |
98,646 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,959.66 |
36,340.59 |
31,040.05 |
|
R3 |
35,420.71 |
33,801.64 |
30,341.84 |
|
R2 |
32,881.76 |
32,881.76 |
30,109.10 |
|
R1 |
31,262.69 |
31,262.69 |
29,876.37 |
30,802.75 |
PP |
30,342.81 |
30,342.81 |
30,342.81 |
30,112.84 |
S1 |
28,723.74 |
28,723.74 |
29,410.89 |
28,263.80 |
S2 |
27,803.86 |
27,803.86 |
29,178.16 |
|
S3 |
25,264.91 |
26,184.79 |
28,945.42 |
|
S4 |
22,725.96 |
23,645.84 |
28,247.21 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,657.72 |
35,193.05 |
30,108.68 |
|
R3 |
34,161.37 |
32,696.70 |
29,422.19 |
|
R2 |
31,665.02 |
31,665.02 |
29,193.35 |
|
R1 |
30,200.35 |
30,200.35 |
28,964.52 |
29,684.51 |
PP |
29,168.67 |
29,168.67 |
29,168.67 |
28,910.75 |
S1 |
27,704.00 |
27,704.00 |
28,506.86 |
27,188.16 |
S2 |
26,672.32 |
26,672.32 |
28,278.03 |
|
S3 |
24,175.97 |
25,207.65 |
28,049.19 |
|
S4 |
21,679.62 |
22,711.30 |
27,362.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32,329.54 |
28,136.98 |
4,192.56 |
14.1% |
1,524.19 |
5.1% |
36% |
False |
False |
27,382 |
10 |
32,329.54 |
28,136.98 |
4,192.56 |
14.1% |
1,594.04 |
5.4% |
36% |
False |
False |
26,375 |
20 |
39,948.97 |
25,919.52 |
14,029.45 |
47.3% |
2,350.24 |
7.9% |
27% |
False |
False |
33,924 |
40 |
47,184.11 |
25,919.52 |
21,264.59 |
71.7% |
2,104.36 |
7.1% |
18% |
False |
False |
27,459 |
60 |
48,187.21 |
25,919.52 |
22,267.69 |
75.1% |
2,082.98 |
7.0% |
17% |
False |
False |
27,031 |
80 |
48,187.21 |
25,919.52 |
22,267.69 |
75.1% |
2,207.49 |
7.4% |
17% |
False |
False |
30,590 |
100 |
48,187.21 |
25,919.52 |
22,267.69 |
75.1% |
2,213.53 |
7.5% |
17% |
False |
False |
32,629 |
120 |
52,007.04 |
25,919.52 |
26,087.52 |
88.0% |
2,269.60 |
7.7% |
14% |
False |
False |
33,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42,752.41 |
2.618 |
38,608.84 |
1.618 |
36,069.89 |
1.000 |
34,500.82 |
0.618 |
33,530.94 |
HIGH |
31,961.87 |
0.618 |
30,991.99 |
0.500 |
30,692.40 |
0.382 |
30,392.80 |
LOW |
29,422.92 |
0.618 |
27,853.85 |
1.000 |
26,883.97 |
1.618 |
25,314.90 |
2.618 |
22,775.95 |
4.250 |
18,632.38 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
30,692.40 |
30,292.56 |
PP |
30,342.81 |
30,076.25 |
S1 |
29,993.22 |
29,859.94 |
|