| 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 |
1,864.5 |
1,851.6 |
-12.9 |
-0.7% |
1,776.1 |
| High |
1,879.3 |
1,898.3 |
19.0 |
1.0% |
1,893.4 |
| Low |
1,827.5 |
1,844.4 |
16.9 |
0.9% |
1,732.3 |
| Close |
1,853.0 |
1,896.9 |
43.9 |
2.4% |
1,885.8 |
| Range |
51.8 |
53.9 |
2.1 |
4.1% |
161.1 |
| ATR |
59.4 |
59.0 |
-0.4 |
-0.7% |
0.0 |
| Volume |
241,244 |
183,476 |
-57,768 |
-23.9% |
960,973 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.6 |
2,023.1 |
1,926.5 |
|
| R3 |
1,987.7 |
1,969.2 |
1,911.7 |
|
| R2 |
1,933.8 |
1,933.8 |
1,906.8 |
|
| R1 |
1,915.3 |
1,915.3 |
1,901.8 |
1,924.6 |
| PP |
1,879.9 |
1,879.9 |
1,879.9 |
1,884.5 |
| S1 |
1,861.4 |
1,861.4 |
1,892.0 |
1,870.7 |
| S2 |
1,826.0 |
1,826.0 |
1,887.0 |
|
| S3 |
1,772.1 |
1,807.5 |
1,882.1 |
|
| S4 |
1,718.2 |
1,753.6 |
1,867.3 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.5 |
2,264.2 |
1,974.4 |
|
| R3 |
2,159.4 |
2,103.1 |
1,930.1 |
|
| R2 |
1,998.3 |
1,998.3 |
1,915.3 |
|
| R1 |
1,942.0 |
1,942.0 |
1,900.6 |
1,970.2 |
| PP |
1,837.2 |
1,837.2 |
1,837.2 |
1,851.2 |
| S1 |
1,780.9 |
1,780.9 |
1,871.0 |
1,809.1 |
| S2 |
1,676.1 |
1,676.1 |
1,856.3 |
|
| S3 |
1,515.0 |
1,619.8 |
1,841.5 |
|
| S4 |
1,353.9 |
1,458.7 |
1,797.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,908.3 |
1,792.5 |
115.8 |
6.1% |
56.3 |
3.0% |
90% |
False |
False |
208,052 |
| 10 |
1,908.3 |
1,727.3 |
181.0 |
9.5% |
56.1 |
3.0% |
94% |
False |
False |
213,505 |
| 20 |
1,950.8 |
1,698.3 |
252.5 |
13.3% |
63.3 |
3.3% |
79% |
False |
False |
236,291 |
| 40 |
2,060.9 |
1,698.3 |
362.6 |
19.1% |
57.6 |
3.0% |
55% |
False |
False |
226,307 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.1% |
54.9 |
2.9% |
45% |
False |
False |
215,857 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.1% |
57.0 |
3.0% |
45% |
False |
False |
162,154 |
| 100 |
2,206.4 |
1,698.3 |
508.1 |
26.8% |
58.6 |
3.1% |
39% |
False |
False |
129,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.4 |
|
2.618 |
2,039.4 |
|
1.618 |
1,985.5 |
|
1.000 |
1,952.2 |
|
0.618 |
1,931.6 |
|
HIGH |
1,898.3 |
|
0.618 |
1,877.7 |
|
0.500 |
1,871.4 |
|
0.382 |
1,865.0 |
|
LOW |
1,844.4 |
|
0.618 |
1,811.1 |
|
1.000 |
1,790.5 |
|
1.618 |
1,757.2 |
|
2.618 |
1,703.3 |
|
4.250 |
1,615.3 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.4 |
1,887.2 |
| PP |
1,879.9 |
1,877.6 |
| S1 |
1,871.4 |
1,867.9 |
|