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 |
3,840.0 |
3,811.0 |
-29.0 |
-0.8% |
3,678.0 |
High |
3,845.0 |
3,815.0 |
-30.0 |
-0.8% |
3,816.0 |
Low |
3,775.0 |
3,745.0 |
-30.0 |
-0.8% |
3,628.0 |
Close |
3,784.0 |
3,753.0 |
-31.0 |
-0.8% |
3,804.0 |
Range |
70.0 |
70.0 |
0.0 |
0.0% |
188.0 |
ATR |
89.1 |
87.8 |
-1.4 |
-1.5% |
0.0 |
Volume |
1,172,509 |
736,387 |
-436,122 |
-37.2% |
3,729,596 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,981.0 |
3,937.0 |
3,791.5 |
|
R3 |
3,911.0 |
3,867.0 |
3,772.3 |
|
R2 |
3,841.0 |
3,841.0 |
3,765.8 |
|
R1 |
3,797.0 |
3,797.0 |
3,759.4 |
3,784.0 |
PP |
3,771.0 |
3,771.0 |
3,771.0 |
3,764.5 |
S1 |
3,727.0 |
3,727.0 |
3,746.6 |
3,714.0 |
S2 |
3,701.0 |
3,701.0 |
3,740.2 |
|
S3 |
3,631.0 |
3,657.0 |
3,733.8 |
|
S4 |
3,561.0 |
3,587.0 |
3,714.5 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.3 |
4,246.7 |
3,907.4 |
|
R3 |
4,125.3 |
4,058.7 |
3,855.7 |
|
R2 |
3,937.3 |
3,937.3 |
3,838.5 |
|
R1 |
3,870.7 |
3,870.7 |
3,821.2 |
3,904.0 |
PP |
3,749.3 |
3,749.3 |
3,749.3 |
3,766.0 |
S1 |
3,682.7 |
3,682.7 |
3,786.8 |
3,716.0 |
S2 |
3,561.3 |
3,561.3 |
3,769.5 |
|
S3 |
3,373.3 |
3,494.7 |
3,752.3 |
|
S4 |
3,185.3 |
3,306.7 |
3,700.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,845.0 |
3,628.0 |
217.0 |
5.8% |
77.8 |
2.1% |
58% |
False |
False |
835,163 |
10 |
3,845.0 |
3,576.0 |
269.0 |
7.2% |
79.0 |
2.1% |
66% |
False |
False |
856,301 |
20 |
3,845.0 |
3,466.0 |
379.0 |
10.1% |
89.5 |
2.4% |
76% |
False |
False |
954,095 |
40 |
3,888.0 |
3,466.0 |
422.0 |
11.2% |
84.1 |
2.2% |
68% |
False |
False |
897,688 |
60 |
3,944.0 |
3,309.0 |
635.0 |
16.9% |
96.9 |
2.6% |
70% |
False |
False |
859,918 |
80 |
4,132.0 |
3,309.0 |
823.0 |
21.9% |
100.7 |
2.7% |
54% |
False |
False |
653,354 |
100 |
4,238.0 |
3,309.0 |
929.0 |
24.8% |
95.0 |
2.5% |
48% |
False |
False |
524,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,112.5 |
2.618 |
3,998.3 |
1.618 |
3,928.3 |
1.000 |
3,885.0 |
0.618 |
3,858.3 |
HIGH |
3,815.0 |
0.618 |
3,788.3 |
0.500 |
3,780.0 |
0.382 |
3,771.7 |
LOW |
3,745.0 |
0.618 |
3,701.7 |
1.000 |
3,675.0 |
1.618 |
3,631.7 |
2.618 |
3,561.7 |
4.250 |
3,447.5 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,780.0 |
3,790.5 |
PP |
3,771.0 |
3,778.0 |
S1 |
3,762.0 |
3,765.5 |
|