| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,860.6650 |
1,845.3690 |
-15.2960 |
-0.8% |
1,953.4870 |
| High |
1,874.0100 |
1,846.6490 |
-27.3610 |
-1.5% |
2,012.3160 |
| Low |
1,726.3200 |
1,765.6780 |
39.3580 |
2.3% |
1,741.4740 |
| Close |
1,845.4200 |
1,796.4320 |
-48.9880 |
-2.7% |
1,759.8190 |
| Range |
147.6900 |
80.9710 |
-66.7190 |
-45.2% |
270.8420 |
| ATR |
174.9900 |
168.2744 |
-6.7156 |
-3.8% |
0.0000 |
| Volume |
524,311 |
510,617 |
-13,694 |
-2.6% |
1,819,908 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.8327 |
2,002.1033 |
1,840.9661 |
|
| R3 |
1,964.8617 |
1,921.1323 |
1,818.6990 |
|
| R2 |
1,883.8907 |
1,883.8907 |
1,811.2767 |
|
| R1 |
1,840.1613 |
1,840.1613 |
1,803.8543 |
1,821.5405 |
| PP |
1,802.9197 |
1,802.9197 |
1,802.9197 |
1,793.6093 |
| S1 |
1,759.1903 |
1,759.1903 |
1,789.0097 |
1,740.5695 |
| S2 |
1,721.9487 |
1,721.9487 |
1,781.5873 |
|
| S3 |
1,640.9777 |
1,678.2193 |
1,774.1650 |
|
| S4 |
1,560.0067 |
1,597.2483 |
1,751.8980 |
|
|
| 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 |
1,918.0350 |
1,726.3200 |
191.7150 |
10.7% |
113.1610 |
6.3% |
37% |
False |
False |
314,776 |
| 10 |
2,017.8640 |
1,714.2560 |
303.6080 |
16.9% |
128.9764 |
7.2% |
27% |
False |
False |
475,504 |
| 20 |
2,447.9500 |
1,714.2560 |
733.6940 |
40.8% |
172.4125 |
9.6% |
11% |
False |
False |
522,707 |
| 40 |
3,176.1690 |
1,714.2560 |
1,461.9130 |
81.4% |
176.6370 |
9.8% |
6% |
False |
False |
396,925 |
| 60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
103.9% |
176.9437 |
9.8% |
4% |
False |
False |
366,676 |
| 80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
103.9% |
183.1472 |
10.2% |
4% |
False |
False |
371,456 |
| 100 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
103.9% |
192.6851 |
10.7% |
4% |
False |
False |
394,872 |
| 120 |
4,149.8130 |
1,714.2560 |
2,435.5570 |
135.6% |
196.6009 |
10.9% |
3% |
False |
False |
391,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.7758 |
|
2.618 |
2,058.6311 |
|
1.618 |
1,977.6601 |
|
1.000 |
1,927.6200 |
|
0.618 |
1,896.6891 |
|
HIGH |
1,846.6490 |
|
0.618 |
1,815.7181 |
|
0.500 |
1,806.1635 |
|
0.382 |
1,796.6089 |
|
LOW |
1,765.6780 |
|
0.618 |
1,715.6379 |
|
1.000 |
1,684.7070 |
|
1.618 |
1,634.6669 |
|
2.618 |
1,553.6959 |
|
4.250 |
1,421.5513 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.1635 |
1,822.1775 |
| PP |
1,802.9197 |
1,813.5957 |
| S1 |
1,799.6758 |
1,805.0138 |
|