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 |
1,837.45 |
1,846.38 |
8.93 |
0.5% |
1,846.13 |
High |
1,849.29 |
1,870.03 |
20.74 |
1.1% |
1,869.06 |
Low |
1,828.82 |
1,844.17 |
15.35 |
0.8% |
1,842.89 |
Close |
1,846.39 |
1,868.25 |
21.86 |
1.2% |
1,853.09 |
Range |
20.47 |
25.86 |
5.39 |
26.3% |
26.17 |
ATR |
23.34 |
23.52 |
0.18 |
0.8% |
0.00 |
Volume |
7,422 |
7,558 |
136 |
1.8% |
36,722 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.40 |
1,929.18 |
1,882.47 |
|
R3 |
1,912.54 |
1,903.32 |
1,875.36 |
|
R2 |
1,886.68 |
1,886.68 |
1,872.99 |
|
R1 |
1,877.46 |
1,877.46 |
1,870.62 |
1,882.07 |
PP |
1,860.82 |
1,860.82 |
1,860.82 |
1,863.12 |
S1 |
1,851.60 |
1,851.60 |
1,865.88 |
1,856.21 |
S2 |
1,834.96 |
1,834.96 |
1,863.51 |
|
S3 |
1,809.10 |
1,825.74 |
1,861.14 |
|
S4 |
1,783.24 |
1,799.88 |
1,854.03 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.52 |
1,919.48 |
1,867.48 |
|
R3 |
1,907.35 |
1,893.31 |
1,860.29 |
|
R2 |
1,881.18 |
1,881.18 |
1,857.89 |
|
R1 |
1,867.14 |
1,867.14 |
1,855.49 |
1,874.16 |
PP |
1,855.01 |
1,855.01 |
1,855.01 |
1,858.53 |
S1 |
1,840.97 |
1,840.97 |
1,850.69 |
1,847.99 |
S2 |
1,828.84 |
1,828.84 |
1,848.29 |
|
S3 |
1,802.67 |
1,814.80 |
1,845.89 |
|
S4 |
1,776.50 |
1,788.63 |
1,838.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,870.03 |
1,828.82 |
41.21 |
2.2% |
18.11 |
1.0% |
96% |
True |
False |
7,444 |
10 |
1,870.03 |
1,811.64 |
58.39 |
3.1% |
20.48 |
1.1% |
97% |
True |
False |
7,358 |
20 |
1,907.61 |
1,791.94 |
115.67 |
6.2% |
24.64 |
1.3% |
66% |
False |
False |
7,070 |
40 |
1,996.96 |
1,791.94 |
205.02 |
11.0% |
24.33 |
1.3% |
37% |
False |
False |
7,100 |
60 |
2,056.82 |
1,791.94 |
264.88 |
14.2% |
26.54 |
1.4% |
29% |
False |
False |
6,897 |
80 |
2,065.89 |
1,791.94 |
273.95 |
14.7% |
28.00 |
1.5% |
28% |
False |
False |
6,763 |
100 |
2,065.89 |
1,780.75 |
285.14 |
15.3% |
25.92 |
1.4% |
31% |
False |
False |
6,757 |
120 |
2,065.89 |
1,759.35 |
306.54 |
16.4% |
24.45 |
1.3% |
36% |
False |
False |
6,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.94 |
2.618 |
1,937.73 |
1.618 |
1,911.87 |
1.000 |
1,895.89 |
0.618 |
1,886.01 |
HIGH |
1,870.03 |
0.618 |
1,860.15 |
0.500 |
1,857.10 |
0.382 |
1,854.05 |
LOW |
1,844.17 |
0.618 |
1,828.19 |
1.000 |
1,818.31 |
1.618 |
1,802.33 |
2.618 |
1,776.47 |
4.250 |
1,734.27 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,864.53 |
1,861.98 |
PP |
1,860.82 |
1,855.70 |
S1 |
1,857.10 |
1,849.43 |
|