Trading Metrics calculated at close of trading on 03-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,097.75 |
4,177.75 |
80.00 |
2.0% |
4,164.50 |
High |
4,179.00 |
4,189.00 |
10.00 |
0.2% |
4,202.25 |
Low |
4,072.25 |
4,096.75 |
24.50 |
0.6% |
4,071.50 |
Close |
4,175.25 |
4,107.00 |
-68.25 |
-1.6% |
4,107.00 |
Range |
106.75 |
92.25 |
-14.50 |
-13.6% |
130.75 |
ATR |
108.40 |
107.24 |
-1.15 |
-1.1% |
0.00 |
Volume |
1,513,748 |
1,532,766 |
19,018 |
1.3% |
7,181,118 |
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,407.75 |
4,349.50 |
4,157.75 |
|
R3 |
4,315.50 |
4,257.25 |
4,132.25 |
|
R2 |
4,223.25 |
4,223.25 |
4,124.00 |
|
R1 |
4,165.00 |
4,165.00 |
4,115.50 |
4,148.00 |
PP |
4,131.00 |
4,131.00 |
4,131.00 |
4,122.50 |
S1 |
4,072.75 |
4,072.75 |
4,098.50 |
4,055.75 |
S2 |
4,038.75 |
4,038.75 |
4,090.00 |
|
S3 |
3,946.50 |
3,980.50 |
4,081.75 |
|
S4 |
3,854.25 |
3,888.25 |
4,056.25 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.25 |
4,443.75 |
4,179.00 |
|
R3 |
4,388.50 |
4,313.00 |
4,143.00 |
|
R2 |
4,257.75 |
4,257.75 |
4,131.00 |
|
R1 |
4,182.25 |
4,182.25 |
4,119.00 |
4,154.50 |
PP |
4,127.00 |
4,127.00 |
4,127.00 |
4,113.00 |
S1 |
4,051.50 |
4,051.50 |
4,095.00 |
4,024.00 |
S2 |
3,996.25 |
3,996.25 |
4,083.00 |
|
S3 |
3,865.50 |
3,920.75 |
4,071.00 |
|
S4 |
3,734.75 |
3,790.00 |
4,035.00 |
|
|
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 |
4,041.25 |
161.00 |
3.9% |
103.75 |
2.5% |
41% |
False |
False |
1,745,725 |
10 |
4,202.25 |
3,807.50 |
394.75 |
9.6% |
101.75 |
2.5% |
76% |
False |
False |
1,812,788 |
20 |
4,202.25 |
3,807.50 |
394.75 |
9.6% |
106.75 |
2.6% |
76% |
False |
False |
1,957,756 |
40 |
4,519.75 |
3,807.50 |
712.25 |
17.3% |
105.50 |
2.6% |
42% |
False |
False |
1,850,429 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.1% |
97.50 |
2.4% |
36% |
False |
False |
1,708,731 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.1% |
101.75 |
2.5% |
36% |
False |
False |
1,287,594 |
100 |
4,731.50 |
3,807.50 |
924.00 |
22.5% |
102.25 |
2.5% |
32% |
False |
False |
1,030,525 |
120 |
4,800.00 |
3,807.50 |
992.50 |
24.2% |
96.00 |
2.3% |
30% |
False |
False |
858,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,581.00 |
2.618 |
4,430.50 |
1.618 |
4,338.25 |
1.000 |
4,281.25 |
0.618 |
4,246.00 |
HIGH |
4,189.00 |
0.618 |
4,153.75 |
0.500 |
4,143.00 |
0.382 |
4,132.00 |
LOW |
4,096.75 |
0.618 |
4,039.75 |
1.000 |
4,004.50 |
1.618 |
3,947.50 |
2.618 |
3,855.25 |
4.250 |
3,704.75 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,143.00 |
4,130.25 |
PP |
4,131.00 |
4,122.50 |
S1 |
4,119.00 |
4,114.75 |
|