| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,605.25 |
12,680.50 |
75.25 |
0.6% |
12,705.25 |
| High |
12,740.25 |
12,783.00 |
42.75 |
0.3% |
12,945.25 |
| Low |
12,412.50 |
12,579.25 |
166.75 |
1.3% |
12,442.50 |
| Close |
12,711.50 |
12,615.75 |
-95.75 |
-0.8% |
12,551.00 |
| Range |
327.75 |
203.75 |
-124.00 |
-37.8% |
502.75 |
| ATR |
433.54 |
417.12 |
-16.41 |
-3.8% |
0.00 |
| Volume |
577,970 |
583,652 |
5,682 |
1.0% |
2,787,562 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,270.50 |
13,147.00 |
12,727.75 |
|
| R3 |
13,066.75 |
12,943.25 |
12,671.75 |
|
| R2 |
12,863.00 |
12,863.00 |
12,653.00 |
|
| R1 |
12,739.50 |
12,739.50 |
12,634.50 |
12,699.50 |
| PP |
12,659.25 |
12,659.25 |
12,659.25 |
12,639.25 |
| S1 |
12,535.75 |
12,535.75 |
12,597.00 |
12,495.50 |
| S2 |
12,455.50 |
12,455.50 |
12,578.50 |
|
| S3 |
12,251.75 |
12,332.00 |
12,559.75 |
|
| S4 |
12,048.00 |
12,128.25 |
12,503.75 |
|
|
| 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% |
343.50 |
2.7% |
38% |
False |
False |
594,304 |
| 10 |
12,945.25 |
11,672.00 |
1,273.25 |
10.1% |
384.75 |
3.0% |
74% |
False |
False |
638,509 |
| 20 |
12,945.25 |
11,491.25 |
1,454.00 |
11.5% |
422.00 |
3.3% |
77% |
False |
False |
690,861 |
| 40 |
14,298.00 |
11,491.25 |
2,806.75 |
22.2% |
445.75 |
3.5% |
40% |
False |
False |
700,051 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
29.9% |
417.75 |
3.3% |
30% |
False |
False |
656,343 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
29.9% |
435.50 |
3.5% |
30% |
False |
False |
505,941 |
| 100 |
15,646.75 |
11,491.25 |
4,155.50 |
32.9% |
446.00 |
3.5% |
27% |
False |
False |
405,138 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
40.9% |
426.00 |
3.4% |
22% |
False |
False |
337,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,649.00 |
|
2.618 |
13,316.50 |
|
1.618 |
13,112.75 |
|
1.000 |
12,986.75 |
|
0.618 |
12,909.00 |
|
HIGH |
12,783.00 |
|
0.618 |
12,705.25 |
|
0.500 |
12,681.00 |
|
0.382 |
12,657.00 |
|
LOW |
12,579.25 |
|
0.618 |
12,453.25 |
|
1.000 |
12,375.50 |
|
1.618 |
12,249.50 |
|
2.618 |
12,045.75 |
|
4.250 |
11,713.25 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,681.00 |
12,614.25 |
| PP |
12,659.25 |
12,612.75 |
| S1 |
12,637.50 |
12,611.25 |
|