| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,820.0 |
3,825.0 |
5.0 |
0.1% |
3,840.0 |
| High |
3,825.0 |
3,829.0 |
4.0 |
0.1% |
3,845.0 |
| Low |
3,781.0 |
3,758.0 |
-23.0 |
-0.6% |
3,745.0 |
| Close |
3,803.0 |
3,783.0 |
-20.0 |
-0.5% |
3,778.0 |
| Range |
44.0 |
71.0 |
27.0 |
61.4% |
100.0 |
| ATR |
82.9 |
82.0 |
-0.8 |
-1.0% |
0.0 |
| Volume |
958,699 |
1,028,203 |
69,504 |
7.2% |
3,035,988 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,003.0 |
3,964.0 |
3,822.1 |
|
| R3 |
3,932.0 |
3,893.0 |
3,802.5 |
|
| R2 |
3,861.0 |
3,861.0 |
3,796.0 |
|
| R1 |
3,822.0 |
3,822.0 |
3,789.5 |
3,806.0 |
| PP |
3,790.0 |
3,790.0 |
3,790.0 |
3,782.0 |
| S1 |
3,751.0 |
3,751.0 |
3,776.5 |
3,735.0 |
| S2 |
3,719.0 |
3,719.0 |
3,770.0 |
|
| S3 |
3,648.0 |
3,680.0 |
3,763.5 |
|
| S4 |
3,577.0 |
3,609.0 |
3,744.0 |
|
|
| 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 |
3,857.0 |
3,750.0 |
107.0 |
2.8% |
64.4 |
1.7% |
31% |
False |
False |
773,713 |
| 10 |
3,857.0 |
3,628.0 |
229.0 |
6.1% |
71.1 |
1.9% |
68% |
False |
False |
804,438 |
| 20 |
3,857.0 |
3,520.0 |
337.0 |
8.9% |
77.3 |
2.0% |
78% |
False |
False |
885,802 |
| 40 |
3,883.0 |
3,466.0 |
417.0 |
11.0% |
81.6 |
2.2% |
76% |
False |
False |
893,567 |
| 60 |
3,944.0 |
3,466.0 |
478.0 |
12.6% |
84.2 |
2.2% |
66% |
False |
False |
904,593 |
| 80 |
4,072.0 |
3,309.0 |
763.0 |
20.2% |
100.6 |
2.7% |
62% |
False |
False |
700,049 |
| 100 |
4,215.0 |
3,309.0 |
906.0 |
23.9% |
95.7 |
2.5% |
52% |
False |
False |
563,023 |
| 120 |
4,302.0 |
3,309.0 |
993.0 |
26.2% |
87.3 |
2.3% |
48% |
False |
False |
469,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,130.8 |
|
2.618 |
4,014.9 |
|
1.618 |
3,943.9 |
|
1.000 |
3,900.0 |
|
0.618 |
3,872.9 |
|
HIGH |
3,829.0 |
|
0.618 |
3,801.9 |
|
0.500 |
3,793.5 |
|
0.382 |
3,785.1 |
|
LOW |
3,758.0 |
|
0.618 |
3,714.1 |
|
1.000 |
3,687.0 |
|
1.618 |
3,643.1 |
|
2.618 |
3,572.1 |
|
4.250 |
3,456.3 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,793.5 |
3,807.5 |
| PP |
3,790.0 |
3,799.3 |
| S1 |
3,786.5 |
3,791.2 |
|