| 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 |
12,896.00 |
12,549.75 |
-346.25 |
-2.7% |
12,705.25 |
| High |
12,945.25 |
12,810.00 |
-135.25 |
-1.0% |
12,945.25 |
| Low |
12,503.00 |
12,527.00 |
24.00 |
0.2% |
12,442.50 |
| Close |
12,551.00 |
12,605.00 |
54.00 |
0.4% |
12,551.00 |
| Range |
442.25 |
283.00 |
-159.25 |
-36.0% |
502.75 |
| ATR |
453.88 |
441.67 |
-12.21 |
-2.7% |
0.00 |
| Volume |
652,955 |
536,936 |
-116,019 |
-17.8% |
2,787,562 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,496.25 |
13,333.75 |
12,760.75 |
|
| R3 |
13,213.25 |
13,050.75 |
12,682.75 |
|
| R2 |
12,930.25 |
12,930.25 |
12,657.00 |
|
| R1 |
12,767.75 |
12,767.75 |
12,631.00 |
12,849.00 |
| PP |
12,647.25 |
12,647.25 |
12,647.25 |
12,688.00 |
| S1 |
12,484.75 |
12,484.75 |
12,579.00 |
12,566.00 |
| S2 |
12,364.25 |
12,364.25 |
12,553.00 |
|
| S3 |
12,081.25 |
12,201.75 |
12,527.25 |
|
| S4 |
11,798.25 |
11,918.75 |
12,449.25 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,154.50 |
13,855.50 |
12,827.50 |
|
| R3 |
13,651.75 |
13,352.75 |
12,689.25 |
|
| R2 |
13,149.00 |
13,149.00 |
12,643.25 |
|
| R1 |
12,850.00 |
12,850.00 |
12,597.00 |
12,748.00 |
| PP |
12,646.25 |
12,646.25 |
12,646.25 |
12,595.25 |
| S1 |
12,347.25 |
12,347.25 |
12,505.00 |
12,245.50 |
| S2 |
12,143.50 |
12,143.50 |
12,458.75 |
|
| S3 |
11,640.75 |
11,844.50 |
12,412.75 |
|
| S4 |
11,138.00 |
11,341.75 |
12,274.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,945.25 |
12,442.50 |
502.75 |
4.0% |
391.75 |
3.1% |
32% |
False |
False |
664,899 |
| 10 |
12,945.25 |
11,576.25 |
1,369.00 |
10.9% |
395.00 |
3.1% |
75% |
False |
False |
660,111 |
| 20 |
12,945.25 |
11,491.25 |
1,454.00 |
11.5% |
442.75 |
3.5% |
77% |
False |
False |
716,274 |
| 40 |
14,642.25 |
11,491.25 |
3,151.00 |
25.0% |
450.75 |
3.6% |
35% |
False |
False |
701,451 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
30.0% |
425.75 |
3.4% |
29% |
False |
False |
652,594 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
30.0% |
441.50 |
3.5% |
29% |
False |
False |
491,469 |
| 100 |
16,007.50 |
11,491.25 |
4,516.25 |
35.8% |
448.50 |
3.6% |
25% |
False |
False |
393,541 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
41.0% |
429.50 |
3.4% |
22% |
False |
False |
328,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,012.75 |
|
2.618 |
13,551.00 |
|
1.618 |
13,268.00 |
|
1.000 |
13,093.00 |
|
0.618 |
12,985.00 |
|
HIGH |
12,810.00 |
|
0.618 |
12,702.00 |
|
0.500 |
12,668.50 |
|
0.382 |
12,635.00 |
|
LOW |
12,527.00 |
|
0.618 |
12,352.00 |
|
1.000 |
12,244.00 |
|
1.618 |
12,069.00 |
|
2.618 |
11,786.00 |
|
4.250 |
11,324.25 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,668.50 |
12,694.00 |
| PP |
12,647.25 |
12,664.25 |
| S1 |
12,626.25 |
12,634.50 |
|