Trading Metrics calculated at close of trading on 06-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,177.75 |
4,110.50 |
-67.25 |
-1.6% |
4,164.50 |
High |
4,189.00 |
4,168.25 |
-20.75 |
-0.5% |
4,202.25 |
Low |
4,096.75 |
4,104.50 |
7.75 |
0.2% |
4,071.50 |
Close |
4,107.00 |
4,120.50 |
13.50 |
0.3% |
4,107.00 |
Range |
92.25 |
63.75 |
-28.50 |
-30.9% |
130.75 |
ATR |
107.24 |
104.14 |
-3.11 |
-2.9% |
0.00 |
Volume |
1,532,766 |
1,457,918 |
-74,848 |
-4.9% |
7,181,118 |
|
Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,322.25 |
4,285.25 |
4,155.50 |
|
R3 |
4,258.50 |
4,221.50 |
4,138.00 |
|
R2 |
4,194.75 |
4,194.75 |
4,132.25 |
|
R1 |
4,157.75 |
4,157.75 |
4,126.25 |
4,176.25 |
PP |
4,131.00 |
4,131.00 |
4,131.00 |
4,140.50 |
S1 |
4,094.00 |
4,094.00 |
4,114.75 |
4,112.50 |
S2 |
4,067.25 |
4,067.25 |
4,108.75 |
|
S3 |
4,003.50 |
4,030.25 |
4,103.00 |
|
S4 |
3,939.75 |
3,966.50 |
4,085.50 |
|
|
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 |
4,071.50 |
130.75 |
3.2% |
91.25 |
2.2% |
37% |
False |
False |
1,727,807 |
10 |
4,202.25 |
3,872.00 |
330.25 |
8.0% |
93.75 |
2.3% |
75% |
False |
False |
1,717,740 |
20 |
4,202.25 |
3,807.50 |
394.75 |
9.6% |
105.50 |
2.6% |
79% |
False |
False |
1,915,106 |
40 |
4,519.75 |
3,807.50 |
712.25 |
17.3% |
105.25 |
2.6% |
44% |
False |
False |
1,850,721 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.0% |
97.25 |
2.4% |
38% |
False |
False |
1,724,430 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.0% |
101.75 |
2.5% |
38% |
False |
False |
1,305,782 |
100 |
4,731.50 |
3,807.50 |
924.00 |
22.4% |
102.00 |
2.5% |
34% |
False |
False |
1,045,091 |
120 |
4,800.00 |
3,807.50 |
992.50 |
24.1% |
96.00 |
2.3% |
32% |
False |
False |
871,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,439.25 |
2.618 |
4,335.25 |
1.618 |
4,271.50 |
1.000 |
4,232.00 |
0.618 |
4,207.75 |
HIGH |
4,168.25 |
0.618 |
4,144.00 |
0.500 |
4,136.50 |
0.382 |
4,128.75 |
LOW |
4,104.50 |
0.618 |
4,065.00 |
1.000 |
4,040.75 |
1.618 |
4,001.25 |
2.618 |
3,937.50 |
4.250 |
3,833.50 |
|
|
Fisher Pivots for day following 06-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,136.50 |
4,130.50 |
PP |
4,131.00 |
4,127.25 |
S1 |
4,125.75 |
4,124.00 |
|