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 |
3,827.0 |
3,790.0 |
-37.0 |
-1.0% |
3,840.0 |
High |
3,834.0 |
3,857.0 |
23.0 |
0.6% |
3,845.0 |
Low |
3,774.0 |
3,788.0 |
14.0 |
0.4% |
3,745.0 |
Close |
3,778.0 |
3,840.0 |
62.0 |
1.6% |
3,778.0 |
Range |
60.0 |
69.0 |
9.0 |
15.0% |
100.0 |
ATR |
85.1 |
84.7 |
-0.4 |
-0.5% |
0.0 |
Volume |
522,379 |
754,575 |
232,196 |
44.4% |
3,035,988 |
|
Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,035.3 |
4,006.7 |
3,878.0 |
|
R3 |
3,966.3 |
3,937.7 |
3,859.0 |
|
R2 |
3,897.3 |
3,897.3 |
3,852.7 |
|
R1 |
3,868.7 |
3,868.7 |
3,846.3 |
3,883.0 |
PP |
3,828.3 |
3,828.3 |
3,828.3 |
3,835.5 |
S1 |
3,799.7 |
3,799.7 |
3,833.7 |
3,814.0 |
S2 |
3,759.3 |
3,759.3 |
3,827.4 |
|
S3 |
3,690.3 |
3,730.7 |
3,821.0 |
|
S4 |
3,621.3 |
3,661.7 |
3,802.1 |
|
|
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 |
3,857.0 |
3,745.0 |
112.0 |
2.9% |
69.4 |
1.8% |
85% |
True |
False |
758,112 |
10 |
3,857.0 |
3,628.0 |
229.0 |
6.0% |
71.2 |
1.9% |
93% |
True |
False |
752,015 |
20 |
3,857.0 |
3,466.0 |
391.0 |
10.2% |
83.2 |
2.2% |
96% |
True |
False |
900,482 |
40 |
3,883.0 |
3,466.0 |
417.0 |
10.9% |
82.3 |
2.1% |
90% |
False |
False |
887,971 |
60 |
3,944.0 |
3,466.0 |
478.0 |
12.4% |
88.2 |
2.3% |
78% |
False |
False |
884,905 |
80 |
4,132.0 |
3,309.0 |
823.0 |
21.4% |
101.4 |
2.6% |
65% |
False |
False |
675,247 |
100 |
4,237.0 |
3,309.0 |
928.0 |
24.2% |
95.4 |
2.5% |
57% |
False |
False |
543,165 |
120 |
4,302.0 |
3,309.0 |
993.0 |
25.9% |
86.8 |
2.3% |
53% |
False |
False |
453,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,150.3 |
2.618 |
4,037.6 |
1.618 |
3,968.6 |
1.000 |
3,926.0 |
0.618 |
3,899.6 |
HIGH |
3,857.0 |
0.618 |
3,830.6 |
0.500 |
3,822.5 |
0.382 |
3,814.4 |
LOW |
3,788.0 |
0.618 |
3,745.4 |
1.000 |
3,719.0 |
1.618 |
3,676.4 |
2.618 |
3,607.4 |
4.250 |
3,494.8 |
|
|
Fisher Pivots for day following 06-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,834.2 |
3,827.8 |
PP |
3,828.3 |
3,815.7 |
S1 |
3,822.5 |
3,803.5 |
|