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 |
3,811.0 |
3,765.0 |
-46.0 |
-1.2% |
3,678.0 |
High |
3,815.0 |
3,828.0 |
13.0 |
0.3% |
3,816.0 |
Low |
3,745.0 |
3,750.0 |
5.0 |
0.1% |
3,628.0 |
Close |
3,753.0 |
3,795.0 |
42.0 |
1.1% |
3,804.0 |
Range |
70.0 |
78.0 |
8.0 |
11.4% |
188.0 |
ATR |
87.8 |
87.1 |
-0.7 |
-0.8% |
0.0 |
Volume |
736,387 |
604,713 |
-131,674 |
-17.9% |
3,729,596 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,025.0 |
3,988.0 |
3,837.9 |
|
R3 |
3,947.0 |
3,910.0 |
3,816.5 |
|
R2 |
3,869.0 |
3,869.0 |
3,809.3 |
|
R1 |
3,832.0 |
3,832.0 |
3,802.2 |
3,850.5 |
PP |
3,791.0 |
3,791.0 |
3,791.0 |
3,800.3 |
S1 |
3,754.0 |
3,754.0 |
3,787.9 |
3,772.5 |
S2 |
3,713.0 |
3,713.0 |
3,780.7 |
|
S3 |
3,635.0 |
3,676.0 |
3,773.6 |
|
S4 |
3,557.0 |
3,598.0 |
3,752.1 |
|
|
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 |
3,664.0 |
181.0 |
4.8% |
78.0 |
2.1% |
72% |
False |
False |
816,882 |
10 |
3,845.0 |
3,576.0 |
269.0 |
7.1% |
75.5 |
2.0% |
81% |
False |
False |
835,985 |
20 |
3,845.0 |
3,466.0 |
379.0 |
10.0% |
88.7 |
2.3% |
87% |
False |
False |
950,331 |
40 |
3,888.0 |
3,466.0 |
422.0 |
11.1% |
84.1 |
2.2% |
78% |
False |
False |
897,410 |
60 |
3,944.0 |
3,330.0 |
614.0 |
16.2% |
94.7 |
2.5% |
76% |
False |
False |
867,870 |
80 |
4,132.0 |
3,309.0 |
823.0 |
21.7% |
101.1 |
2.7% |
59% |
False |
False |
660,812 |
100 |
4,238.0 |
3,309.0 |
929.0 |
24.5% |
94.9 |
2.5% |
52% |
False |
False |
530,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,159.5 |
2.618 |
4,032.2 |
1.618 |
3,954.2 |
1.000 |
3,906.0 |
0.618 |
3,876.2 |
HIGH |
3,828.0 |
0.618 |
3,798.2 |
0.500 |
3,789.0 |
0.382 |
3,779.8 |
LOW |
3,750.0 |
0.618 |
3,701.8 |
1.000 |
3,672.0 |
1.618 |
3,623.8 |
2.618 |
3,545.8 |
4.250 |
3,418.5 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,793.0 |
3,795.0 |
PP |
3,791.0 |
3,795.0 |
S1 |
3,789.0 |
3,795.0 |
|