Trading Metrics calculated at close of trading on 01-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,850.3 |
1,831.0 |
-19.3 |
-1.0% |
1,844.4 |
High |
1,862.1 |
1,847.9 |
-14.2 |
-0.8% |
1,869.1 |
Low |
1,832.8 |
1,825.3 |
-7.5 |
-0.4% |
1,836.3 |
Close |
1,842.7 |
1,843.3 |
0.6 |
0.0% |
1,851.3 |
Range |
29.3 |
22.6 |
-6.7 |
-22.9% |
32.8 |
ATR |
27.5 |
27.2 |
-0.4 |
-1.3% |
0.0 |
Volume |
4,073 |
1,623 |
-2,450 |
-60.2% |
674,297 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.6 |
1,897.6 |
1,855.7 |
|
R3 |
1,884.0 |
1,875.0 |
1,849.5 |
|
R2 |
1,861.4 |
1,861.4 |
1,847.4 |
|
R1 |
1,852.4 |
1,852.4 |
1,845.4 |
1,856.9 |
PP |
1,838.8 |
1,838.8 |
1,838.8 |
1,841.1 |
S1 |
1,829.8 |
1,829.8 |
1,841.2 |
1,834.3 |
S2 |
1,816.2 |
1,816.2 |
1,839.2 |
|
S3 |
1,793.6 |
1,807.2 |
1,837.1 |
|
S4 |
1,771.0 |
1,784.6 |
1,830.9 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.6 |
1,933.8 |
1,869.3 |
|
R3 |
1,917.8 |
1,901.0 |
1,860.3 |
|
R2 |
1,885.0 |
1,885.0 |
1,857.3 |
|
R1 |
1,868.2 |
1,868.2 |
1,854.3 |
1,876.6 |
PP |
1,852.2 |
1,852.2 |
1,852.2 |
1,856.5 |
S1 |
1,835.4 |
1,835.4 |
1,848.3 |
1,843.8 |
S2 |
1,819.4 |
1,819.4 |
1,845.3 |
|
S3 |
1,786.6 |
1,802.6 |
1,842.3 |
|
S4 |
1,753.8 |
1,769.8 |
1,833.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,866.7 |
1,825.3 |
41.4 |
2.2% |
22.2 |
1.2% |
43% |
False |
True |
68,393 |
10 |
1,869.1 |
1,805.0 |
64.1 |
3.5% |
22.9 |
1.2% |
60% |
False |
False |
114,863 |
20 |
1,910.7 |
1,785.0 |
125.7 |
6.8% |
27.6 |
1.5% |
46% |
False |
False |
158,892 |
40 |
2,003.0 |
1,785.0 |
218.0 |
11.8% |
27.5 |
1.5% |
27% |
False |
False |
161,211 |
60 |
2,082.0 |
1,785.0 |
297.0 |
16.1% |
31.1 |
1.7% |
20% |
False |
False |
135,056 |
80 |
2,082.0 |
1,785.0 |
297.0 |
16.1% |
31.6 |
1.7% |
20% |
False |
False |
104,525 |
100 |
2,082.0 |
1,783.8 |
298.2 |
16.2% |
29.0 |
1.6% |
20% |
False |
False |
84,899 |
120 |
2,082.0 |
1,757.6 |
324.4 |
17.6% |
27.3 |
1.5% |
26% |
False |
False |
71,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.0 |
2.618 |
1,907.1 |
1.618 |
1,884.5 |
1.000 |
1,870.5 |
0.618 |
1,861.9 |
HIGH |
1,847.9 |
0.618 |
1,839.3 |
0.500 |
1,836.6 |
0.382 |
1,833.9 |
LOW |
1,825.3 |
0.618 |
1,811.3 |
1.000 |
1,802.7 |
1.618 |
1,788.7 |
2.618 |
1,766.1 |
4.250 |
1,729.3 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,841.1 |
1,843.7 |
PP |
1,838.8 |
1,843.6 |
S1 |
1,836.6 |
1,843.4 |
|