Trading Metrics calculated at close of trading on 07-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,110.50 |
4,122.00 |
11.50 |
0.3% |
4,164.50 |
High |
4,168.25 |
4,164.00 |
-4.25 |
-0.1% |
4,202.25 |
Low |
4,104.50 |
4,076.00 |
-28.50 |
-0.7% |
4,071.50 |
Close |
4,120.50 |
4,158.75 |
38.25 |
0.9% |
4,107.00 |
Range |
63.75 |
88.00 |
24.25 |
38.0% |
130.75 |
ATR |
104.14 |
102.98 |
-1.15 |
-1.1% |
0.00 |
Volume |
1,457,918 |
1,677,883 |
219,965 |
15.1% |
7,181,118 |
|
Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,397.00 |
4,365.75 |
4,207.25 |
|
R3 |
4,309.00 |
4,277.75 |
4,183.00 |
|
R2 |
4,221.00 |
4,221.00 |
4,175.00 |
|
R1 |
4,189.75 |
4,189.75 |
4,166.75 |
4,205.50 |
PP |
4,133.00 |
4,133.00 |
4,133.00 |
4,140.75 |
S1 |
4,101.75 |
4,101.75 |
4,150.75 |
4,117.50 |
S2 |
4,045.00 |
4,045.00 |
4,142.50 |
|
S3 |
3,957.00 |
4,013.75 |
4,134.50 |
|
S4 |
3,869.00 |
3,925.75 |
4,110.25 |
|
|
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 |
4,189.00 |
4,071.50 |
117.50 |
2.8% |
88.75 |
2.1% |
74% |
False |
False |
1,618,869 |
10 |
4,202.25 |
3,872.00 |
330.25 |
7.9% |
95.00 |
2.3% |
87% |
False |
False |
1,711,912 |
20 |
4,202.25 |
3,807.50 |
394.75 |
9.5% |
103.25 |
2.5% |
89% |
False |
False |
1,892,000 |
40 |
4,509.00 |
3,807.50 |
701.50 |
16.9% |
106.25 |
2.6% |
50% |
False |
False |
1,858,707 |
60 |
4,631.00 |
3,807.50 |
823.50 |
19.8% |
96.50 |
2.3% |
43% |
False |
False |
1,724,267 |
80 |
4,631.00 |
3,807.50 |
823.50 |
19.8% |
101.50 |
2.4% |
43% |
False |
False |
1,326,680 |
100 |
4,728.00 |
3,807.50 |
920.50 |
22.1% |
102.50 |
2.5% |
38% |
False |
False |
1,061,863 |
120 |
4,800.00 |
3,807.50 |
992.50 |
23.9% |
96.00 |
2.3% |
35% |
False |
False |
885,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,538.00 |
2.618 |
4,394.50 |
1.618 |
4,306.50 |
1.000 |
4,252.00 |
0.618 |
4,218.50 |
HIGH |
4,164.00 |
0.618 |
4,130.50 |
0.500 |
4,120.00 |
0.382 |
4,109.50 |
LOW |
4,076.00 |
0.618 |
4,021.50 |
1.000 |
3,988.00 |
1.618 |
3,933.50 |
2.618 |
3,845.50 |
4.250 |
3,702.00 |
|
|
Fisher Pivots for day following 07-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,145.75 |
4,150.00 |
PP |
4,133.00 |
4,141.25 |
S1 |
4,120.00 |
4,132.50 |
|