Trading Metrics calculated at close of trading on 01-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
7,606.0 |
7,611.0 |
5.0 |
0.1% |
7,427.5 |
High |
7,639.0 |
7,637.0 |
-2.0 |
0.0% |
7,591.0 |
Low |
7,569.5 |
7,515.5 |
-54.0 |
-0.7% |
7,403.5 |
Close |
7,585.5 |
7,527.5 |
-58.0 |
-0.8% |
7,581.5 |
Range |
69.5 |
121.5 |
52.0 |
74.8% |
187.5 |
ATR |
121.9 |
121.9 |
0.0 |
0.0% |
0.0 |
Volume |
121,701 |
115,152 |
-6,549 |
-5.4% |
418,471 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,924.5 |
7,847.5 |
7,594.5 |
|
R3 |
7,803.0 |
7,726.0 |
7,561.0 |
|
R2 |
7,681.5 |
7,681.5 |
7,550.0 |
|
R1 |
7,604.5 |
7,604.5 |
7,538.5 |
7,582.0 |
PP |
7,560.0 |
7,560.0 |
7,560.0 |
7,549.0 |
S1 |
7,483.0 |
7,483.0 |
7,516.5 |
7,461.0 |
S2 |
7,438.5 |
7,438.5 |
7,505.0 |
|
S3 |
7,317.0 |
7,361.5 |
7,494.0 |
|
S4 |
7,195.5 |
7,240.0 |
7,460.5 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,088.0 |
8,022.0 |
7,684.5 |
|
R3 |
7,900.5 |
7,834.5 |
7,633.0 |
|
R2 |
7,713.0 |
7,713.0 |
7,616.0 |
|
R1 |
7,647.0 |
7,647.0 |
7,598.5 |
7,680.0 |
PP |
7,525.5 |
7,525.5 |
7,525.5 |
7,542.0 |
S1 |
7,459.5 |
7,459.5 |
7,564.5 |
7,492.5 |
S2 |
7,338.0 |
7,338.0 |
7,547.0 |
|
S3 |
7,150.5 |
7,272.0 |
7,530.0 |
|
S4 |
6,963.0 |
7,084.5 |
7,478.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,639.0 |
7,482.5 |
156.5 |
2.1% |
79.5 |
1.1% |
29% |
False |
False |
96,379 |
10 |
7,639.0 |
7,216.5 |
422.5 |
5.6% |
107.5 |
1.4% |
74% |
False |
False |
101,212 |
20 |
7,639.0 |
7,130.0 |
509.0 |
6.8% |
126.0 |
1.7% |
78% |
False |
False |
110,401 |
40 |
7,639.0 |
7,130.0 |
509.0 |
6.8% |
111.0 |
1.5% |
78% |
False |
False |
103,990 |
60 |
7,639.0 |
6,703.5 |
935.5 |
12.4% |
117.0 |
1.6% |
88% |
False |
False |
102,187 |
80 |
7,639.0 |
6,703.5 |
935.5 |
12.4% |
108.5 |
1.4% |
88% |
False |
False |
77,399 |
100 |
7,639.0 |
6,703.5 |
935.5 |
12.4% |
93.5 |
1.2% |
88% |
False |
False |
61,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,153.5 |
2.618 |
7,955.0 |
1.618 |
7,833.5 |
1.000 |
7,758.5 |
0.618 |
7,712.0 |
HIGH |
7,637.0 |
0.618 |
7,590.5 |
0.500 |
7,576.0 |
0.382 |
7,562.0 |
LOW |
7,515.5 |
0.618 |
7,440.5 |
1.000 |
7,394.0 |
1.618 |
7,319.0 |
2.618 |
7,197.5 |
4.250 |
6,999.0 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
7,576.0 |
7,577.0 |
PP |
7,560.0 |
7,560.5 |
S1 |
7,544.0 |
7,544.0 |
|