| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,951.4640 |
1,792.9260 |
-158.5380 |
-8.1% |
1,959.8370 |
| High |
1,971.3220 |
1,842.4130 |
-128.9090 |
-6.5% |
2,086.6460 |
| Low |
1,768.3720 |
1,784.7650 |
16.3930 |
0.9% |
1,714.2560 |
| Close |
1,793.4170 |
1,823.0350 |
29.6180 |
1.7% |
1,745.7310 |
| Range |
202.9500 |
57.6480 |
-145.3020 |
-71.6% |
372.3900 |
| ATR |
192.5100 |
182.8770 |
-9.6330 |
-5.0% |
0.0000 |
| Volume |
621,366 |
538,866 |
-82,500 |
-13.3% |
2,259,766 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.6817 |
1,964.0063 |
1,854.7414 |
|
| R3 |
1,932.0337 |
1,906.3583 |
1,838.8882 |
|
| R2 |
1,874.3857 |
1,874.3857 |
1,833.6038 |
|
| R1 |
1,848.7103 |
1,848.7103 |
1,828.3194 |
1,861.5480 |
| PP |
1,816.7377 |
1,816.7377 |
1,816.7377 |
1,823.1565 |
| S1 |
1,791.0623 |
1,791.0623 |
1,817.7506 |
1,803.9000 |
| S2 |
1,759.0897 |
1,759.0897 |
1,812.4662 |
|
| S3 |
1,701.4417 |
1,733.4143 |
1,807.1818 |
|
| S4 |
1,643.7937 |
1,675.7663 |
1,791.3286 |
|
|
| 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 |
2,012.3160 |
1,714.2560 |
298.0600 |
16.3% |
140.6046 |
7.7% |
36% |
False |
False |
671,503 |
| 10 |
2,086.6460 |
1,714.2560 |
372.3900 |
20.4% |
129.4706 |
7.1% |
29% |
False |
False |
501,551 |
| 20 |
2,952.0600 |
1,714.2560 |
1,237.8040 |
67.9% |
202.3227 |
11.1% |
9% |
False |
False |
572,176 |
| 40 |
3,461.7630 |
1,714.2560 |
1,747.5070 |
95.9% |
185.1179 |
10.2% |
6% |
False |
False |
404,275 |
| 60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
102.3% |
179.2375 |
9.8% |
6% |
False |
False |
371,428 |
| 80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
102.3% |
187.1384 |
10.3% |
6% |
False |
False |
383,896 |
| 100 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
102.3% |
196.5157 |
10.8% |
6% |
False |
False |
393,520 |
| 120 |
4,223.6820 |
1,714.2560 |
2,509.4260 |
137.7% |
204.1331 |
11.2% |
4% |
False |
False |
394,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.4170 |
|
2.618 |
1,993.3355 |
|
1.618 |
1,935.6875 |
|
1.000 |
1,900.0610 |
|
0.618 |
1,878.0395 |
|
HIGH |
1,842.4130 |
|
0.618 |
1,820.3915 |
|
0.500 |
1,813.5890 |
|
0.382 |
1,806.7865 |
|
LOW |
1,784.7650 |
|
0.618 |
1,749.1385 |
|
1.000 |
1,727.1170 |
|
1.618 |
1,691.4905 |
|
2.618 |
1,633.8425 |
|
4.250 |
1,539.7610 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.8863 |
1,890.3440 |
| PP |
1,816.7377 |
1,867.9077 |
| S1 |
1,813.5890 |
1,845.4713 |
|