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 |
12,549.75 |
12,605.25 |
55.50 |
0.4% |
12,705.25 |
High |
12,810.00 |
12,740.25 |
-69.75 |
-0.5% |
12,945.25 |
Low |
12,527.00 |
12,412.50 |
-114.50 |
-0.9% |
12,442.50 |
Close |
12,605.00 |
12,711.50 |
106.50 |
0.8% |
12,551.00 |
Range |
283.00 |
327.75 |
44.75 |
15.8% |
502.75 |
ATR |
441.67 |
433.54 |
-8.14 |
-1.8% |
0.00 |
Volume |
536,936 |
577,970 |
41,034 |
7.6% |
2,787,562 |
|
Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,604.75 |
13,485.75 |
12,891.75 |
|
R3 |
13,277.00 |
13,158.00 |
12,801.75 |
|
R2 |
12,949.25 |
12,949.25 |
12,771.50 |
|
R1 |
12,830.25 |
12,830.25 |
12,741.50 |
12,889.75 |
PP |
12,621.50 |
12,621.50 |
12,621.50 |
12,651.00 |
S1 |
12,502.50 |
12,502.50 |
12,681.50 |
12,562.00 |
S2 |
12,293.75 |
12,293.75 |
12,651.50 |
|
S3 |
11,966.00 |
12,174.75 |
12,621.25 |
|
S4 |
11,638.25 |
11,847.00 |
12,531.25 |
|
|
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 |
12,412.50 |
532.75 |
4.2% |
376.50 |
3.0% |
56% |
False |
True |
614,016 |
10 |
12,945.25 |
11,576.25 |
1,369.00 |
10.8% |
398.50 |
3.1% |
83% |
False |
False |
651,886 |
20 |
12,945.25 |
11,491.25 |
1,454.00 |
11.4% |
434.00 |
3.4% |
84% |
False |
False |
704,371 |
40 |
14,382.00 |
11,491.25 |
2,890.75 |
22.7% |
450.75 |
3.5% |
42% |
False |
False |
699,896 |
60 |
15,268.75 |
11,491.25 |
3,777.50 |
29.7% |
421.50 |
3.3% |
32% |
False |
False |
655,731 |
80 |
15,268.75 |
11,491.25 |
3,777.50 |
29.7% |
440.25 |
3.5% |
32% |
False |
False |
498,666 |
100 |
15,973.00 |
11,491.25 |
4,481.75 |
35.3% |
449.25 |
3.5% |
27% |
False |
False |
399,313 |
120 |
16,654.00 |
11,491.25 |
5,162.75 |
40.6% |
429.00 |
3.4% |
24% |
False |
False |
332,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,133.25 |
2.618 |
13,598.25 |
1.618 |
13,270.50 |
1.000 |
13,068.00 |
0.618 |
12,942.75 |
HIGH |
12,740.25 |
0.618 |
12,615.00 |
0.500 |
12,576.50 |
0.382 |
12,537.75 |
LOW |
12,412.50 |
0.618 |
12,210.00 |
1.000 |
12,084.75 |
1.618 |
11,882.25 |
2.618 |
11,554.50 |
4.250 |
11,019.50 |
|
|
Fisher Pivots for day following 07-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,666.50 |
12,700.50 |
PP |
12,621.50 |
12,689.75 |
S1 |
12,576.50 |
12,679.00 |
|