Trading Metrics calculated at close of trading on 01-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
14,560.0 |
14,468.0 |
-92.0 |
-0.6% |
14,100.0 |
High |
14,578.0 |
14,495.0 |
-83.0 |
-0.6% |
14,494.0 |
Low |
14,350.0 |
14,305.0 |
-45.0 |
-0.3% |
13,858.0 |
Close |
14,377.0 |
14,327.0 |
-50.0 |
-0.3% |
14,450.0 |
Range |
228.0 |
190.0 |
-38.0 |
-16.7% |
636.0 |
ATR |
309.1 |
300.6 |
-8.5 |
-2.8% |
0.0 |
Volume |
73,662 |
67,579 |
-6,083 |
-8.3% |
297,440 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,945.7 |
14,826.3 |
14,431.5 |
|
R3 |
14,755.7 |
14,636.3 |
14,379.3 |
|
R2 |
14,565.7 |
14,565.7 |
14,361.8 |
|
R1 |
14,446.3 |
14,446.3 |
14,344.4 |
14,411.0 |
PP |
14,375.7 |
14,375.7 |
14,375.7 |
14,358.0 |
S1 |
14,256.3 |
14,256.3 |
14,309.6 |
14,221.0 |
S2 |
14,185.7 |
14,185.7 |
14,292.2 |
|
S3 |
13,995.7 |
14,066.3 |
14,274.8 |
|
S4 |
13,805.7 |
13,876.3 |
14,222.5 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,175.3 |
15,948.7 |
14,799.8 |
|
R3 |
15,539.3 |
15,312.7 |
14,624.9 |
|
R2 |
14,903.3 |
14,903.3 |
14,566.6 |
|
R1 |
14,676.7 |
14,676.7 |
14,508.3 |
14,790.0 |
PP |
14,267.3 |
14,267.3 |
14,267.3 |
14,324.0 |
S1 |
14,040.7 |
14,040.7 |
14,391.7 |
14,154.0 |
S2 |
13,631.3 |
13,631.3 |
14,333.4 |
|
S3 |
12,995.3 |
13,404.7 |
14,275.1 |
|
S4 |
12,359.3 |
12,768.7 |
14,100.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,578.0 |
13,858.0 |
720.0 |
5.0% |
248.6 |
1.7% |
65% |
False |
False |
63,584 |
10 |
14,578.0 |
13,671.0 |
907.0 |
6.3% |
269.2 |
1.9% |
72% |
False |
False |
64,431 |
20 |
14,578.0 |
13,272.0 |
1,306.0 |
9.1% |
307.6 |
2.1% |
81% |
False |
False |
68,459 |
40 |
14,623.0 |
13,272.0 |
1,351.0 |
9.4% |
293.2 |
2.0% |
78% |
False |
False |
63,318 |
60 |
14,945.0 |
12,448.0 |
2,497.0 |
17.4% |
342.2 |
2.4% |
75% |
False |
False |
55,470 |
80 |
15,589.0 |
12,448.0 |
3,141.0 |
21.9% |
352.7 |
2.5% |
60% |
False |
False |
41,669 |
100 |
16,103.0 |
12,448.0 |
3,655.0 |
25.5% |
324.7 |
2.3% |
51% |
False |
False |
33,349 |
120 |
16,307.0 |
12,448.0 |
3,859.0 |
26.9% |
290.2 |
2.0% |
49% |
False |
False |
27,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,302.5 |
2.618 |
14,992.4 |
1.618 |
14,802.4 |
1.000 |
14,685.0 |
0.618 |
14,612.4 |
HIGH |
14,495.0 |
0.618 |
14,422.4 |
0.500 |
14,400.0 |
0.382 |
14,377.6 |
LOW |
14,305.0 |
0.618 |
14,187.6 |
1.000 |
14,115.0 |
1.618 |
13,997.6 |
2.618 |
13,807.6 |
4.250 |
13,497.5 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
14,400.0 |
14,397.0 |
PP |
14,375.7 |
14,373.7 |
S1 |
14,351.3 |
14,350.3 |
|