| 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 |
1,896.9 |
1,881.7 |
-15.2 |
-0.8% |
1,891.1 |
| High |
1,902.7 |
1,905.7 |
3.0 |
0.2% |
1,908.3 |
| Low |
1,867.7 |
1,878.0 |
10.3 |
0.6% |
1,827.5 |
| Close |
1,881.3 |
1,888.7 |
7.4 |
0.4% |
1,881.3 |
| Range |
35.0 |
27.7 |
-7.3 |
-20.9% |
80.8 |
| ATR |
57.3 |
55.1 |
-2.1 |
-3.7% |
0.0 |
| Volume |
175,389 |
168,764 |
-6,625 |
-3.8% |
867,053 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.9 |
1,959.0 |
1,903.9 |
|
| R3 |
1,946.2 |
1,931.3 |
1,896.3 |
|
| R2 |
1,918.5 |
1,918.5 |
1,893.8 |
|
| R1 |
1,903.6 |
1,903.6 |
1,891.2 |
1,911.1 |
| PP |
1,890.8 |
1,890.8 |
1,890.8 |
1,894.5 |
| S1 |
1,875.9 |
1,875.9 |
1,886.2 |
1,883.4 |
| S2 |
1,863.1 |
1,863.1 |
1,883.6 |
|
| S3 |
1,835.4 |
1,848.2 |
1,881.1 |
|
| S4 |
1,807.7 |
1,820.5 |
1,873.5 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.8 |
2,078.8 |
1,925.7 |
|
| R3 |
2,034.0 |
1,998.0 |
1,903.5 |
|
| R2 |
1,953.2 |
1,953.2 |
1,896.1 |
|
| R1 |
1,917.2 |
1,917.2 |
1,888.7 |
1,894.8 |
| PP |
1,872.4 |
1,872.4 |
1,872.4 |
1,861.2 |
| S1 |
1,836.4 |
1,836.4 |
1,873.9 |
1,814.0 |
| S2 |
1,791.6 |
1,791.6 |
1,866.5 |
|
| S3 |
1,710.8 |
1,755.6 |
1,859.1 |
|
| S4 |
1,630.0 |
1,674.8 |
1,836.9 |
|
|
| 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 |
1,827.5 |
80.8 |
4.3% |
45.2 |
2.4% |
76% |
False |
False |
207,163 |
| 10 |
1,908.3 |
1,732.3 |
176.0 |
9.3% |
49.4 |
2.6% |
89% |
False |
False |
199,679 |
| 20 |
1,908.3 |
1,698.3 |
210.0 |
11.1% |
58.1 |
3.1% |
91% |
False |
False |
224,931 |
| 40 |
2,060.9 |
1,698.3 |
362.6 |
19.2% |
56.8 |
3.0% |
53% |
False |
False |
222,309 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.2% |
54.1 |
2.9% |
43% |
False |
False |
220,074 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.2% |
56.8 |
3.0% |
43% |
False |
False |
166,451 |
| 100 |
2,206.4 |
1,698.3 |
508.1 |
26.9% |
58.2 |
3.1% |
37% |
False |
False |
133,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.4 |
|
2.618 |
1,978.2 |
|
1.618 |
1,950.5 |
|
1.000 |
1,933.4 |
|
0.618 |
1,922.8 |
|
HIGH |
1,905.7 |
|
0.618 |
1,895.1 |
|
0.500 |
1,891.9 |
|
0.382 |
1,888.6 |
|
LOW |
1,878.0 |
|
0.618 |
1,860.9 |
|
1.000 |
1,850.3 |
|
1.618 |
1,833.2 |
|
2.618 |
1,805.5 |
|
4.250 |
1,760.3 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.9 |
1,884.2 |
| PP |
1,890.8 |
1,879.6 |
| S1 |
1,889.8 |
1,875.1 |
|