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 |
1,953.4870 |
1,951.4640 |
-2.0230 |
-0.1% |
1,959.8370 |
High |
2,012.3160 |
1,971.3220 |
-40.9940 |
-2.0% |
2,086.6460 |
Low |
1,927.2730 |
1,768.3720 |
-158.9010 |
-8.2% |
1,714.2560 |
Close |
1,951.5290 |
1,793.4170 |
-158.1120 |
-8.1% |
1,745.7310 |
Range |
85.0430 |
202.9500 |
117.9070 |
138.6% |
372.3900 |
ATR |
191.7069 |
192.5100 |
0.8031 |
0.4% |
0.0000 |
Volume |
659,632 |
621,366 |
-38,266 |
-5.8% |
2,259,766 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,453.2203 |
2,326.2687 |
1,905.0395 |
|
R3 |
2,250.2703 |
2,123.3187 |
1,849.2283 |
|
R2 |
2,047.3203 |
2,047.3203 |
1,830.6245 |
|
R1 |
1,920.3687 |
1,920.3687 |
1,812.0208 |
1,882.3695 |
PP |
1,844.3703 |
1,844.3703 |
1,844.3703 |
1,825.3708 |
S1 |
1,717.4187 |
1,717.4187 |
1,774.8133 |
1,679.4195 |
S2 |
1,641.4203 |
1,641.4203 |
1,756.2095 |
|
S3 |
1,438.4703 |
1,514.4687 |
1,737.6058 |
|
S4 |
1,235.5203 |
1,311.5187 |
1,681.7945 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,966.0477 |
2,728.2793 |
1,950.5455 |
|
R3 |
2,593.6577 |
2,355.8893 |
1,848.1383 |
|
R2 |
2,221.2677 |
2,221.2677 |
1,814.0025 |
|
R1 |
1,983.4993 |
1,983.4993 |
1,779.8668 |
1,916.1885 |
PP |
1,848.8777 |
1,848.8777 |
1,848.8777 |
1,815.2223 |
S1 |
1,611.1093 |
1,611.1093 |
1,711.5953 |
1,543.7985 |
S2 |
1,476.4877 |
1,476.4877 |
1,677.4595 |
|
S3 |
1,104.0977 |
1,238.7193 |
1,643.3238 |
|
S4 |
731.7077 |
866.3293 |
1,540.9165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,017.8640 |
1,714.2560 |
303.6080 |
16.9% |
144.7918 |
8.1% |
26% |
False |
False |
636,232 |
10 |
2,108.8960 |
1,714.2560 |
394.6400 |
22.0% |
140.9175 |
7.9% |
20% |
False |
False |
492,395 |
20 |
2,962.3770 |
1,714.2560 |
1,248.1210 |
69.6% |
208.9848 |
11.7% |
6% |
False |
False |
545,416 |
40 |
3,553.0210 |
1,714.2560 |
1,838.7650 |
102.5% |
187.0355 |
10.4% |
4% |
False |
False |
400,317 |
60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
104.0% |
180.6549 |
10.1% |
4% |
False |
False |
362,528 |
80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
104.0% |
189.6067 |
10.6% |
4% |
False |
False |
377,224 |
100 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
104.0% |
199.3942 |
11.1% |
4% |
False |
False |
396,913 |
120 |
4,488.7560 |
1,714.2560 |
2,774.5000 |
154.7% |
207.0672 |
11.5% |
3% |
False |
False |
394,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,833.8595 |
2.618 |
2,502.6451 |
1.618 |
2,299.6951 |
1.000 |
2,174.2720 |
0.618 |
2,096.7451 |
HIGH |
1,971.3220 |
0.618 |
1,893.7951 |
0.500 |
1,869.8470 |
0.382 |
1,845.8989 |
LOW |
1,768.3720 |
0.618 |
1,642.9489 |
1.000 |
1,565.4220 |
1.618 |
1,439.9989 |
2.618 |
1,237.0489 |
4.250 |
905.8345 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,869.8470 |
1,863.2860 |
PP |
1,844.3703 |
1,839.9963 |
S1 |
1,818.8937 |
1,816.7067 |
|