| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1,831.0 |
1,845.4 |
14.4 |
0.8% |
1,844.4 |
| High |
1,847.9 |
1,868.7 |
20.8 |
1.1% |
1,869.1 |
| Low |
1,825.3 |
1,842.0 |
16.7 |
0.9% |
1,836.3 |
| Close |
1,843.3 |
1,866.5 |
23.2 |
1.3% |
1,851.3 |
| Range |
22.6 |
26.7 |
4.1 |
18.1% |
32.8 |
| ATR |
27.2 |
27.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,623 |
551 |
-1,072 |
-66.1% |
674,297 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.2 |
1,929.5 |
1,881.2 |
|
| R3 |
1,912.5 |
1,902.8 |
1,873.8 |
|
| R2 |
1,885.8 |
1,885.8 |
1,871.4 |
|
| R1 |
1,876.1 |
1,876.1 |
1,868.9 |
1,881.0 |
| PP |
1,859.1 |
1,859.1 |
1,859.1 |
1,861.5 |
| S1 |
1,849.4 |
1,849.4 |
1,864.1 |
1,854.3 |
| S2 |
1,832.4 |
1,832.4 |
1,861.6 |
|
| S3 |
1,805.7 |
1,822.7 |
1,859.2 |
|
| S4 |
1,779.0 |
1,796.0 |
1,851.8 |
|
|
| 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 |
1,868.7 |
1,825.3 |
43.4 |
2.3% |
22.0 |
1.2% |
95% |
True |
False |
31,938 |
| 10 |
1,869.1 |
1,808.4 |
60.7 |
3.3% |
23.7 |
1.3% |
96% |
False |
False |
99,883 |
| 20 |
1,910.7 |
1,785.0 |
125.7 |
6.7% |
27.4 |
1.5% |
65% |
False |
False |
150,846 |
| 40 |
2,003.0 |
1,785.0 |
218.0 |
11.7% |
27.5 |
1.5% |
37% |
False |
False |
157,544 |
| 60 |
2,070.4 |
1,785.0 |
285.4 |
15.3% |
30.0 |
1.6% |
29% |
False |
False |
133,837 |
| 80 |
2,082.0 |
1,785.0 |
297.0 |
15.9% |
31.7 |
1.7% |
27% |
False |
False |
104,462 |
| 100 |
2,082.0 |
1,783.8 |
298.2 |
16.0% |
29.1 |
1.6% |
28% |
False |
False |
84,806 |
| 120 |
2,082.0 |
1,757.6 |
324.4 |
17.4% |
27.4 |
1.5% |
34% |
False |
False |
71,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.2 |
|
2.618 |
1,938.6 |
|
1.618 |
1,911.9 |
|
1.000 |
1,895.4 |
|
0.618 |
1,885.2 |
|
HIGH |
1,868.7 |
|
0.618 |
1,858.5 |
|
0.500 |
1,855.4 |
|
0.382 |
1,852.2 |
|
LOW |
1,842.0 |
|
0.618 |
1,825.5 |
|
1.000 |
1,815.3 |
|
1.618 |
1,798.8 |
|
2.618 |
1,772.1 |
|
4.250 |
1,728.5 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,862.8 |
1,860.0 |
| PP |
1,859.1 |
1,853.5 |
| S1 |
1,855.4 |
1,847.0 |
|