Trading Metrics calculated at close of trading on 07-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
3,790.0 |
3,820.0 |
30.0 |
0.8% |
3,840.0 |
High |
3,857.0 |
3,825.0 |
-32.0 |
-0.8% |
3,845.0 |
Low |
3,788.0 |
3,781.0 |
-7.0 |
-0.2% |
3,745.0 |
Close |
3,840.0 |
3,803.0 |
-37.0 |
-1.0% |
3,778.0 |
Range |
69.0 |
44.0 |
-25.0 |
-36.2% |
100.0 |
ATR |
84.7 |
82.9 |
-1.8 |
-2.2% |
0.0 |
Volume |
754,575 |
958,699 |
204,124 |
27.1% |
3,035,988 |
|
Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.0 |
3,913.0 |
3,827.2 |
|
R3 |
3,891.0 |
3,869.0 |
3,815.1 |
|
R2 |
3,847.0 |
3,847.0 |
3,811.1 |
|
R1 |
3,825.0 |
3,825.0 |
3,807.0 |
3,814.0 |
PP |
3,803.0 |
3,803.0 |
3,803.0 |
3,797.5 |
S1 |
3,781.0 |
3,781.0 |
3,799.0 |
3,770.0 |
S2 |
3,759.0 |
3,759.0 |
3,794.9 |
|
S3 |
3,715.0 |
3,737.0 |
3,790.9 |
|
S4 |
3,671.0 |
3,693.0 |
3,778.8 |
|
|
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% |
64.2 |
1.7% |
52% |
False |
False |
715,350 |
10 |
3,857.0 |
3,628.0 |
229.0 |
6.0% |
69.4 |
1.8% |
76% |
False |
False |
778,864 |
20 |
3,857.0 |
3,466.0 |
391.0 |
10.3% |
79.7 |
2.1% |
86% |
False |
False |
887,113 |
40 |
3,883.0 |
3,466.0 |
417.0 |
11.0% |
81.1 |
2.1% |
81% |
False |
False |
888,905 |
60 |
3,944.0 |
3,466.0 |
478.0 |
12.6% |
86.7 |
2.3% |
71% |
False |
False |
896,254 |
80 |
4,090.5 |
3,309.0 |
781.5 |
20.5% |
101.1 |
2.7% |
63% |
False |
False |
687,201 |
100 |
4,215.0 |
3,309.0 |
906.0 |
23.8% |
95.3 |
2.5% |
55% |
False |
False |
552,745 |
120 |
4,302.0 |
3,309.0 |
993.0 |
26.1% |
87.2 |
2.3% |
50% |
False |
False |
461,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,012.0 |
2.618 |
3,940.2 |
1.618 |
3,896.2 |
1.000 |
3,869.0 |
0.618 |
3,852.2 |
HIGH |
3,825.0 |
0.618 |
3,808.2 |
0.500 |
3,803.0 |
0.382 |
3,797.8 |
LOW |
3,781.0 |
0.618 |
3,753.8 |
1.000 |
3,737.0 |
1.618 |
3,709.8 |
2.618 |
3,665.8 |
4.250 |
3,594.0 |
|
|
Fisher Pivots for day following 07-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,803.0 |
3,815.5 |
PP |
3,803.0 |
3,811.3 |
S1 |
3,803.0 |
3,807.2 |
|