Trading Metrics calculated at close of trading on 03-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,765.0 |
3,827.0 |
62.0 |
1.6% |
3,840.0 |
High |
3,828.0 |
3,834.0 |
6.0 |
0.2% |
3,845.0 |
Low |
3,750.0 |
3,774.0 |
24.0 |
0.6% |
3,745.0 |
Close |
3,795.0 |
3,778.0 |
-17.0 |
-0.4% |
3,778.0 |
Range |
78.0 |
60.0 |
-18.0 |
-23.1% |
100.0 |
ATR |
87.1 |
85.1 |
-1.9 |
-2.2% |
0.0 |
Volume |
604,713 |
522,379 |
-82,334 |
-13.6% |
3,035,988 |
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,975.3 |
3,936.7 |
3,811.0 |
|
R3 |
3,915.3 |
3,876.7 |
3,794.5 |
|
R2 |
3,855.3 |
3,855.3 |
3,789.0 |
|
R1 |
3,816.7 |
3,816.7 |
3,783.5 |
3,806.0 |
PP |
3,795.3 |
3,795.3 |
3,795.3 |
3,790.0 |
S1 |
3,756.7 |
3,756.7 |
3,772.5 |
3,746.0 |
S2 |
3,735.3 |
3,735.3 |
3,767.0 |
|
S3 |
3,675.3 |
3,696.7 |
3,761.5 |
|
S4 |
3,615.3 |
3,636.7 |
3,745.0 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,089.3 |
4,033.7 |
3,833.0 |
|
R3 |
3,989.3 |
3,933.7 |
3,805.5 |
|
R2 |
3,889.3 |
3,889.3 |
3,796.3 |
|
R1 |
3,833.7 |
3,833.7 |
3,787.2 |
3,811.5 |
PP |
3,789.3 |
3,789.3 |
3,789.3 |
3,778.3 |
S1 |
3,733.7 |
3,733.7 |
3,768.8 |
3,711.5 |
S2 |
3,689.3 |
3,689.3 |
3,759.7 |
|
S3 |
3,589.3 |
3,633.7 |
3,750.5 |
|
S4 |
3,489.3 |
3,533.7 |
3,723.0 |
|
|
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 |
3,736.0 |
109.0 |
2.9% |
71.6 |
1.9% |
39% |
False |
False |
781,239 |
10 |
3,845.0 |
3,603.0 |
242.0 |
6.4% |
73.9 |
2.0% |
72% |
False |
False |
776,200 |
20 |
3,845.0 |
3,466.0 |
379.0 |
10.0% |
84.0 |
2.2% |
82% |
False |
False |
926,553 |
40 |
3,883.0 |
3,466.0 |
417.0 |
11.0% |
83.7 |
2.2% |
75% |
False |
False |
892,781 |
60 |
3,944.0 |
3,455.0 |
489.0 |
12.9% |
91.6 |
2.4% |
66% |
False |
False |
873,771 |
80 |
4,132.0 |
3,309.0 |
823.0 |
21.8% |
101.3 |
2.7% |
57% |
False |
False |
666,901 |
100 |
4,238.0 |
3,309.0 |
929.0 |
24.6% |
95.1 |
2.5% |
50% |
False |
False |
535,895 |
120 |
4,302.0 |
3,309.0 |
993.0 |
26.3% |
86.4 |
2.3% |
47% |
False |
False |
446,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,089.0 |
2.618 |
3,991.1 |
1.618 |
3,931.1 |
1.000 |
3,894.0 |
0.618 |
3,871.1 |
HIGH |
3,834.0 |
0.618 |
3,811.1 |
0.500 |
3,804.0 |
0.382 |
3,796.9 |
LOW |
3,774.0 |
0.618 |
3,736.9 |
1.000 |
3,714.0 |
1.618 |
3,676.9 |
2.618 |
3,616.9 |
4.250 |
3,519.0 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,804.0 |
3,789.5 |
PP |
3,795.3 |
3,785.7 |
S1 |
3,786.7 |
3,781.8 |
|