| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,759.8960 |
1,860.6650 |
100.7690 |
5.7% |
1,953.4870 |
| High |
1,918.0350 |
1,874.0100 |
-44.0250 |
-2.3% |
2,012.3160 |
| Low |
1,748.0500 |
1,726.3200 |
-21.7300 |
-1.2% |
1,741.4740 |
| Close |
1,860.7230 |
1,845.4200 |
-15.3030 |
-0.8% |
1,759.8190 |
| Range |
169.9850 |
147.6900 |
-22.2950 |
-13.1% |
270.8420 |
| ATR |
177.0900 |
174.9900 |
-2.1000 |
-1.2% |
0.0000 |
| Volume |
45 |
524,311 |
524,266 |
1,165,035.6% |
1,819,908 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.3200 |
2,199.5600 |
1,926.6495 |
|
| R3 |
2,110.6300 |
2,051.8700 |
1,886.0348 |
|
| R2 |
1,962.9400 |
1,962.9400 |
1,872.4965 |
|
| R1 |
1,904.1800 |
1,904.1800 |
1,858.9583 |
1,859.7150 |
| PP |
1,815.2500 |
1,815.2500 |
1,815.2500 |
1,793.0175 |
| S1 |
1,756.4900 |
1,756.4900 |
1,831.8818 |
1,712.0250 |
| S2 |
1,667.5600 |
1,667.5600 |
1,818.3435 |
|
| S3 |
1,519.8700 |
1,608.8000 |
1,804.8053 |
|
| S4 |
1,372.1800 |
1,461.1100 |
1,764.1905 |
|
|
| 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 |
1,971.3220 |
1,726.3200 |
245.0020 |
13.3% |
137.5568 |
7.5% |
49% |
False |
True |
336,926 |
| 10 |
2,017.8640 |
1,714.2560 |
303.6080 |
16.5% |
129.7282 |
7.0% |
43% |
False |
False |
459,986 |
| 20 |
2,455.9690 |
1,714.2560 |
741.7130 |
40.2% |
181.0123 |
9.8% |
18% |
False |
False |
551,498 |
| 40 |
3,307.2140 |
1,714.2560 |
1,592.9580 |
86.3% |
182.9354 |
9.9% |
8% |
False |
False |
384,297 |
| 60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
101.1% |
177.5220 |
9.6% |
7% |
False |
False |
358,215 |
| 80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
101.1% |
184.9675 |
10.0% |
7% |
False |
False |
372,195 |
| 100 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
101.1% |
193.6186 |
10.5% |
7% |
False |
False |
389,766 |
| 120 |
4,149.8130 |
1,714.2560 |
2,435.5570 |
132.0% |
199.5552 |
10.8% |
5% |
False |
False |
394,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.6925 |
|
2.618 |
2,260.6624 |
|
1.618 |
2,112.9724 |
|
1.000 |
2,021.7000 |
|
0.618 |
1,965.2824 |
|
HIGH |
1,874.0100 |
|
0.618 |
1,817.5924 |
|
0.500 |
1,800.1650 |
|
0.382 |
1,782.7376 |
|
LOW |
1,726.3200 |
|
0.618 |
1,635.0476 |
|
1.000 |
1,578.6300 |
|
1.618 |
1,487.3576 |
|
2.618 |
1,339.6676 |
|
4.250 |
1,098.6375 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,830.3350 |
1,837.6725 |
| PP |
1,815.2500 |
1,829.9250 |
| S1 |
1,800.1650 |
1,822.1775 |
|