| 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 |
1,856.5 |
1,840.0 |
-16.5 |
-0.9% |
1,850.9 |
| High |
1,867.9 |
1,853.0 |
-14.9 |
-0.8% |
1,875.0 |
| Low |
1,837.6 |
1,830.2 |
-7.4 |
-0.4% |
1,842.5 |
| Close |
1,848.4 |
1,848.7 |
0.3 |
0.0% |
1,857.3 |
| Range |
30.3 |
22.8 |
-7.5 |
-24.8% |
32.5 |
| ATR |
27.2 |
26.9 |
-0.3 |
-1.2% |
0.0 |
| Volume |
201,803 |
158,036 |
-43,767 |
-21.7% |
454,686 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,912.4 |
1,903.3 |
1,861.2 |
|
| R3 |
1,889.6 |
1,880.5 |
1,855.0 |
|
| R2 |
1,866.8 |
1,866.8 |
1,852.9 |
|
| R1 |
1,857.7 |
1,857.7 |
1,850.8 |
1,862.3 |
| PP |
1,844.0 |
1,844.0 |
1,844.0 |
1,846.2 |
| S1 |
1,834.9 |
1,834.9 |
1,846.6 |
1,839.5 |
| S2 |
1,821.2 |
1,821.2 |
1,844.5 |
|
| S3 |
1,798.4 |
1,812.1 |
1,842.4 |
|
| S4 |
1,775.6 |
1,789.3 |
1,836.2 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.8 |
1,939.0 |
1,875.2 |
|
| R3 |
1,923.3 |
1,906.5 |
1,866.2 |
|
| R2 |
1,890.8 |
1,890.8 |
1,863.3 |
|
| R1 |
1,874.0 |
1,874.0 |
1,860.3 |
1,882.4 |
| PP |
1,858.3 |
1,858.3 |
1,858.3 |
1,862.5 |
| S1 |
1,841.5 |
1,841.5 |
1,854.3 |
1,849.9 |
| S2 |
1,825.8 |
1,825.8 |
1,851.3 |
|
| S3 |
1,793.3 |
1,809.0 |
1,848.4 |
|
| S4 |
1,760.8 |
1,776.5 |
1,839.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,872.7 |
1,830.2 |
42.5 |
2.3% |
22.5 |
1.2% |
44% |
False |
True |
135,057 |
| 10 |
1,875.0 |
1,811.7 |
63.3 |
3.4% |
22.8 |
1.2% |
58% |
False |
False |
93,661 |
| 20 |
1,917.6 |
1,792.0 |
125.6 |
6.8% |
27.3 |
1.5% |
45% |
False |
False |
70,842 |
| 40 |
2,009.5 |
1,792.0 |
217.5 |
11.8% |
27.1 |
1.5% |
26% |
False |
False |
39,607 |
| 60 |
2,085.2 |
1,792.0 |
293.2 |
15.9% |
30.4 |
1.6% |
19% |
False |
False |
27,594 |
| 80 |
2,085.2 |
1,792.0 |
293.2 |
15.9% |
30.8 |
1.7% |
19% |
False |
False |
21,366 |
| 100 |
2,085.2 |
1,787.8 |
297.4 |
16.1% |
28.2 |
1.5% |
20% |
False |
False |
17,586 |
| 120 |
2,085.2 |
1,763.2 |
322.0 |
17.4% |
26.3 |
1.4% |
27% |
False |
False |
14,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.9 |
|
2.618 |
1,912.7 |
|
1.618 |
1,889.9 |
|
1.000 |
1,875.8 |
|
0.618 |
1,867.1 |
|
HIGH |
1,853.0 |
|
0.618 |
1,844.3 |
|
0.500 |
1,841.6 |
|
0.382 |
1,838.9 |
|
LOW |
1,830.2 |
|
0.618 |
1,816.1 |
|
1.000 |
1,807.4 |
|
1.618 |
1,793.3 |
|
2.618 |
1,770.5 |
|
4.250 |
1,733.3 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,846.3 |
1,849.1 |
| PP |
1,844.0 |
1,848.9 |
| S1 |
1,841.6 |
1,848.8 |
|