| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,792.9260 |
1,823.0490 |
30.1230 |
1.7% |
1,953.4870 |
| High |
1,842.4130 |
1,850.9850 |
8.5720 |
0.5% |
2,012.3160 |
| Low |
1,784.7650 |
1,741.4740 |
-43.2910 |
-2.4% |
1,741.4740 |
| Close |
1,823.0350 |
1,759.8190 |
-63.2160 |
-3.5% |
1,759.8190 |
| Range |
57.6480 |
109.5110 |
51.8630 |
90.0% |
270.8420 |
| ATR |
182.8770 |
177.6366 |
-5.2404 |
-2.9% |
0.0000 |
| Volume |
538,866 |
44 |
-538,822 |
-100.0% |
1,819,908 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.6257 |
2,045.7333 |
1,820.0501 |
|
| R3 |
2,003.1147 |
1,936.2223 |
1,789.9345 |
|
| R2 |
1,893.6037 |
1,893.6037 |
1,779.8960 |
|
| R1 |
1,826.7113 |
1,826.7113 |
1,769.8575 |
1,805.4020 |
| PP |
1,784.0927 |
1,784.0927 |
1,784.0927 |
1,773.4380 |
| S1 |
1,717.2003 |
1,717.2003 |
1,749.7805 |
1,695.8910 |
| S2 |
1,674.5817 |
1,674.5817 |
1,739.7420 |
|
| S3 |
1,565.0707 |
1,607.6893 |
1,729.7035 |
|
| S4 |
1,455.5597 |
1,498.1783 |
1,699.5880 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.3957 |
2,475.9493 |
1,908.7821 |
|
| R3 |
2,379.5537 |
2,205.1073 |
1,834.3006 |
|
| R2 |
2,108.7117 |
2,108.7117 |
1,809.4734 |
|
| R1 |
1,934.2653 |
1,934.2653 |
1,784.6462 |
1,886.0675 |
| PP |
1,837.8697 |
1,837.8697 |
1,837.8697 |
1,813.7708 |
| S1 |
1,663.4233 |
1,663.4233 |
1,734.9918 |
1,615.2255 |
| S2 |
1,567.0277 |
1,567.0277 |
1,710.1646 |
|
| S3 |
1,296.1857 |
1,392.5813 |
1,685.3375 |
|
| S4 |
1,025.3437 |
1,121.7393 |
1,610.8559 |
|
|
| 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 |
16.9% |
117.2052 |
6.7% |
15% |
False |
False |
530,285 |
| 10 |
2,086.6460 |
1,714.2560 |
372.3900 |
21.2% |
126.8002 |
7.2% |
12% |
False |
False |
451,654 |
| 20 |
2,756.1220 |
1,714.2560 |
1,041.8660 |
59.2% |
194.9287 |
11.1% |
4% |
False |
False |
547,800 |
| 40 |
3,311.4080 |
1,714.2560 |
1,597.1520 |
90.8% |
180.8722 |
10.3% |
3% |
False |
False |
389,677 |
| 60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
106.0% |
177.5407 |
10.1% |
2% |
False |
False |
364,156 |
| 80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
106.0% |
186.0395 |
10.6% |
2% |
False |
False |
377,222 |
| 100 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
106.0% |
194.5290 |
11.1% |
2% |
False |
False |
393,454 |
| 120 |
4,175.7010 |
1,714.2560 |
2,461.4450 |
139.9% |
202.6447 |
11.5% |
2% |
False |
False |
390,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.4068 |
|
2.618 |
2,137.6848 |
|
1.618 |
2,028.1738 |
|
1.000 |
1,960.4960 |
|
0.618 |
1,918.6628 |
|
HIGH |
1,850.9850 |
|
0.618 |
1,809.1518 |
|
0.500 |
1,796.2295 |
|
0.382 |
1,783.3072 |
|
LOW |
1,741.4740 |
|
0.618 |
1,673.7962 |
|
1.000 |
1,631.9630 |
|
1.618 |
1,564.2852 |
|
2.618 |
1,454.7742 |
|
4.250 |
1,276.0523 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,796.2295 |
1,856.3980 |
| PP |
1,784.0927 |
1,824.2050 |
| S1 |
1,771.9558 |
1,792.0120 |
|