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 |
12,662.50 |
12,549.75 |
-112.75 |
-0.9% |
11,866.00 |
High |
12,823.50 |
12,903.75 |
80.25 |
0.6% |
12,720.25 |
Low |
12,454.75 |
12,442.50 |
-12.25 |
-0.1% |
11,576.25 |
Close |
12,551.00 |
12,893.75 |
342.75 |
2.7% |
12,677.75 |
Range |
368.75 |
461.25 |
92.50 |
25.1% |
1,144.00 |
ATR |
454.28 |
454.77 |
0.50 |
0.1% |
0.00 |
Volume |
682,211 |
620,008 |
-62,203 |
-9.1% |
3,276,614 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,130.50 |
13,973.25 |
13,147.50 |
|
R3 |
13,669.25 |
13,512.00 |
13,020.50 |
|
R2 |
13,208.00 |
13,208.00 |
12,978.25 |
|
R1 |
13,050.75 |
13,050.75 |
12,936.00 |
13,129.50 |
PP |
12,746.75 |
12,746.75 |
12,746.75 |
12,786.00 |
S1 |
12,589.50 |
12,589.50 |
12,851.50 |
12,668.00 |
S2 |
12,285.50 |
12,285.50 |
12,809.25 |
|
S3 |
11,824.25 |
12,128.25 |
12,767.00 |
|
S4 |
11,363.00 |
11,667.00 |
12,640.00 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,756.75 |
15,361.25 |
13,307.00 |
|
R3 |
14,612.75 |
14,217.25 |
12,992.25 |
|
R2 |
13,468.75 |
13,468.75 |
12,887.50 |
|
R1 |
13,073.25 |
13,073.25 |
12,782.50 |
13,271.00 |
PP |
12,324.75 |
12,324.75 |
12,324.75 |
12,423.50 |
S1 |
11,929.25 |
11,929.25 |
12,573.00 |
12,127.00 |
S2 |
11,180.75 |
11,180.75 |
12,468.00 |
|
S3 |
10,036.75 |
10,785.25 |
12,363.25 |
|
S4 |
8,892.75 |
9,641.25 |
12,048.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,903.75 |
11,848.25 |
1,055.50 |
8.2% |
445.25 |
3.5% |
99% |
True |
False |
672,496 |
10 |
12,903.75 |
11,491.25 |
1,412.50 |
11.0% |
420.25 |
3.3% |
99% |
True |
False |
704,574 |
20 |
13,548.00 |
11,491.25 |
2,056.75 |
16.0% |
469.25 |
3.6% |
68% |
False |
False |
743,281 |
40 |
14,861.25 |
11,491.25 |
3,370.00 |
26.1% |
452.25 |
3.5% |
42% |
False |
False |
707,428 |
60 |
15,268.75 |
11,491.25 |
3,777.50 |
29.3% |
430.50 |
3.3% |
37% |
False |
False |
634,243 |
80 |
15,268.75 |
11,491.25 |
3,777.50 |
29.3% |
440.25 |
3.4% |
37% |
False |
False |
476,620 |
100 |
16,007.50 |
11,491.25 |
4,516.25 |
35.0% |
449.75 |
3.5% |
31% |
False |
False |
381,696 |
120 |
16,654.00 |
11,491.25 |
5,162.75 |
40.0% |
427.75 |
3.3% |
27% |
False |
False |
318,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,864.00 |
2.618 |
14,111.25 |
1.618 |
13,650.00 |
1.000 |
13,365.00 |
0.618 |
13,188.75 |
HIGH |
12,903.75 |
0.618 |
12,727.50 |
0.500 |
12,673.00 |
0.382 |
12,618.75 |
LOW |
12,442.50 |
0.618 |
12,157.50 |
1.000 |
11,981.25 |
1.618 |
11,696.25 |
2.618 |
11,235.00 |
4.250 |
10,482.25 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,820.25 |
12,820.25 |
PP |
12,746.75 |
12,746.75 |
S1 |
12,673.00 |
12,673.00 |
|