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 |
4,138.50 |
4,097.75 |
-40.75 |
-1.0% |
3,910.50 |
High |
4,165.00 |
4,179.00 |
14.00 |
0.3% |
4,168.25 |
Low |
4,071.50 |
4,072.25 |
0.75 |
0.0% |
3,872.00 |
Close |
4,099.00 |
4,175.25 |
76.25 |
1.9% |
4,155.75 |
Range |
93.50 |
106.75 |
13.25 |
14.2% |
296.25 |
ATR |
108.52 |
108.40 |
-0.13 |
-0.1% |
0.00 |
Volume |
1,912,031 |
1,513,748 |
-398,283 |
-20.8% |
8,538,370 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.50 |
4,425.50 |
4,234.00 |
|
R3 |
4,355.75 |
4,318.75 |
4,204.50 |
|
R2 |
4,249.00 |
4,249.00 |
4,194.75 |
|
R1 |
4,212.00 |
4,212.00 |
4,185.00 |
4,230.50 |
PP |
4,142.25 |
4,142.25 |
4,142.25 |
4,151.50 |
S1 |
4,105.25 |
4,105.25 |
4,165.50 |
4,123.75 |
S2 |
4,035.50 |
4,035.50 |
4,155.75 |
|
S3 |
3,928.75 |
3,998.50 |
4,146.00 |
|
S4 |
3,822.00 |
3,891.75 |
4,116.50 |
|
|
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 |
3,960.50 |
241.75 |
5.8% |
108.00 |
2.6% |
89% |
False |
False |
1,737,798 |
10 |
4,202.25 |
3,807.50 |
394.75 |
9.5% |
101.25 |
2.4% |
93% |
False |
False |
1,891,272 |
20 |
4,300.75 |
3,807.50 |
493.25 |
11.8% |
112.25 |
2.7% |
75% |
False |
False |
2,000,588 |
40 |
4,528.75 |
3,807.50 |
721.25 |
17.3% |
105.25 |
2.5% |
51% |
False |
False |
1,857,202 |
60 |
4,631.00 |
3,807.50 |
823.50 |
19.7% |
98.25 |
2.4% |
45% |
False |
False |
1,684,722 |
80 |
4,631.00 |
3,807.50 |
823.50 |
19.7% |
101.50 |
2.4% |
45% |
False |
False |
1,268,454 |
100 |
4,731.50 |
3,807.50 |
924.00 |
22.1% |
102.25 |
2.5% |
40% |
False |
False |
1,015,219 |
120 |
4,800.00 |
3,807.50 |
992.50 |
23.8% |
95.50 |
2.3% |
37% |
False |
False |
846,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,632.75 |
2.618 |
4,458.50 |
1.618 |
4,351.75 |
1.000 |
4,285.75 |
0.618 |
4,245.00 |
HIGH |
4,179.00 |
0.618 |
4,138.25 |
0.500 |
4,125.50 |
0.382 |
4,113.00 |
LOW |
4,072.25 |
0.618 |
4,006.25 |
1.000 |
3,965.50 |
1.618 |
3,899.50 |
2.618 |
3,792.75 |
4.250 |
3,618.50 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,158.75 |
4,162.50 |
PP |
4,142.25 |
4,149.75 |
S1 |
4,125.50 |
4,137.00 |
|