| 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 |
14,468.0 |
14,349.0 |
-119.0 |
-0.8% |
14,100.0 |
| High |
14,495.0 |
14,602.0 |
107.0 |
0.7% |
14,494.0 |
| Low |
14,305.0 |
14,323.0 |
18.0 |
0.1% |
13,858.0 |
| Close |
14,327.0 |
14,482.0 |
155.0 |
1.1% |
14,450.0 |
| Range |
190.0 |
279.0 |
89.0 |
46.8% |
636.0 |
| ATR |
300.6 |
299.0 |
-1.5 |
-0.5% |
0.0 |
| Volume |
67,579 |
59,723 |
-7,856 |
-11.6% |
297,440 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,306.0 |
15,173.0 |
14,635.5 |
|
| R3 |
15,027.0 |
14,894.0 |
14,558.7 |
|
| R2 |
14,748.0 |
14,748.0 |
14,533.2 |
|
| R1 |
14,615.0 |
14,615.0 |
14,507.6 |
14,681.5 |
| PP |
14,469.0 |
14,469.0 |
14,469.0 |
14,502.3 |
| S1 |
14,336.0 |
14,336.0 |
14,456.4 |
14,402.5 |
| S2 |
14,190.0 |
14,190.0 |
14,430.9 |
|
| S3 |
13,911.0 |
14,057.0 |
14,405.3 |
|
| S4 |
13,632.0 |
13,778.0 |
14,328.6 |
|
|
| 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 |
14,602.0 |
13,976.0 |
626.0 |
4.3% |
257.0 |
1.8% |
81% |
True |
False |
64,143 |
| 10 |
14,602.0 |
13,671.0 |
931.0 |
6.4% |
256.8 |
1.8% |
87% |
True |
False |
64,501 |
| 20 |
14,602.0 |
13,272.0 |
1,330.0 |
9.2% |
306.3 |
2.1% |
91% |
True |
False |
68,630 |
| 40 |
14,623.0 |
13,272.0 |
1,351.0 |
9.3% |
294.2 |
2.0% |
90% |
False |
False |
63,686 |
| 60 |
14,945.0 |
12,500.0 |
2,445.0 |
16.9% |
334.9 |
2.3% |
81% |
False |
False |
56,435 |
| 80 |
15,589.0 |
12,448.0 |
3,141.0 |
21.7% |
354.4 |
2.4% |
65% |
False |
False |
42,415 |
| 100 |
16,103.0 |
12,448.0 |
3,655.0 |
25.2% |
324.4 |
2.2% |
56% |
False |
False |
33,946 |
| 120 |
16,307.0 |
12,448.0 |
3,859.0 |
26.6% |
291.9 |
2.0% |
53% |
False |
False |
28,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,787.8 |
|
2.618 |
15,332.4 |
|
1.618 |
15,053.4 |
|
1.000 |
14,881.0 |
|
0.618 |
14,774.4 |
|
HIGH |
14,602.0 |
|
0.618 |
14,495.4 |
|
0.500 |
14,462.5 |
|
0.382 |
14,429.6 |
|
LOW |
14,323.0 |
|
0.618 |
14,150.6 |
|
1.000 |
14,044.0 |
|
1.618 |
13,871.6 |
|
2.618 |
13,592.6 |
|
4.250 |
13,137.3 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,475.5 |
14,472.5 |
| PP |
14,469.0 |
14,463.0 |
| S1 |
14,462.5 |
14,453.5 |
|