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 |
4,164.50 |
4,138.50 |
-26.00 |
-0.6% |
3,910.50 |
High |
4,202.25 |
4,165.00 |
-37.25 |
-0.9% |
4,168.25 |
Low |
4,102.75 |
4,071.50 |
-31.25 |
-0.8% |
3,872.00 |
Close |
4,131.25 |
4,099.00 |
-32.25 |
-0.8% |
4,155.75 |
Range |
99.50 |
93.50 |
-6.00 |
-6.0% |
296.25 |
ATR |
109.68 |
108.52 |
-1.16 |
-1.1% |
0.00 |
Volume |
2,222,573 |
1,912,031 |
-310,542 |
-14.0% |
8,538,370 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.25 |
4,339.25 |
4,150.50 |
|
R3 |
4,298.75 |
4,245.75 |
4,124.75 |
|
R2 |
4,205.25 |
4,205.25 |
4,116.25 |
|
R1 |
4,152.25 |
4,152.25 |
4,107.50 |
4,132.00 |
PP |
4,111.75 |
4,111.75 |
4,111.75 |
4,101.75 |
S1 |
4,058.75 |
4,058.75 |
4,090.50 |
4,038.50 |
S2 |
4,018.25 |
4,018.25 |
4,081.75 |
|
S3 |
3,924.75 |
3,965.25 |
4,073.25 |
|
S4 |
3,831.25 |
3,871.75 |
4,047.50 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,954.00 |
4,851.25 |
4,318.75 |
|
R3 |
4,657.75 |
4,555.00 |
4,237.25 |
|
R2 |
4,361.50 |
4,361.50 |
4,210.00 |
|
R1 |
4,258.75 |
4,258.75 |
4,183.00 |
4,310.00 |
PP |
4,065.25 |
4,065.25 |
4,065.25 |
4,091.00 |
S1 |
3,962.50 |
3,962.50 |
4,128.50 |
4,014.00 |
S2 |
3,769.00 |
3,769.00 |
4,101.50 |
|
S3 |
3,472.75 |
3,666.25 |
4,074.25 |
|
S4 |
3,176.50 |
3,370.00 |
3,992.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,202.25 |
3,913.50 |
288.75 |
7.0% |
103.50 |
2.5% |
64% |
False |
False |
1,783,871 |
10 |
4,202.25 |
3,807.50 |
394.75 |
9.6% |
109.50 |
2.7% |
74% |
False |
False |
1,960,137 |
20 |
4,303.00 |
3,807.50 |
495.50 |
12.1% |
115.00 |
2.8% |
59% |
False |
False |
2,014,075 |
40 |
4,588.75 |
3,807.50 |
781.25 |
19.1% |
104.75 |
2.6% |
37% |
False |
False |
1,851,955 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.1% |
98.75 |
2.4% |
35% |
False |
False |
1,661,112 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.1% |
100.75 |
2.5% |
35% |
False |
False |
1,249,547 |
100 |
4,731.50 |
3,807.50 |
924.00 |
22.5% |
101.75 |
2.5% |
32% |
False |
False |
1,000,089 |
120 |
4,800.00 |
3,807.50 |
992.50 |
24.2% |
95.00 |
2.3% |
29% |
False |
False |
833,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,562.50 |
2.618 |
4,409.75 |
1.618 |
4,316.25 |
1.000 |
4,258.50 |
0.618 |
4,222.75 |
HIGH |
4,165.00 |
0.618 |
4,129.25 |
0.500 |
4,118.25 |
0.382 |
4,107.25 |
LOW |
4,071.50 |
0.618 |
4,013.75 |
1.000 |
3,978.00 |
1.618 |
3,920.25 |
2.618 |
3,826.75 |
4.250 |
3,674.00 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,118.25 |
4,121.75 |
PP |
4,111.75 |
4,114.25 |
S1 |
4,105.50 |
4,106.50 |
|