| 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 |
1,840.0 |
1,849.9 |
9.9 |
0.5% |
1,850.9 |
| High |
1,853.0 |
1,874.4 |
21.4 |
1.2% |
1,875.0 |
| Low |
1,830.2 |
1,846.5 |
16.3 |
0.9% |
1,842.5 |
| Close |
1,848.7 |
1,871.4 |
22.7 |
1.2% |
1,857.3 |
| Range |
22.8 |
27.9 |
5.1 |
22.4% |
32.5 |
| ATR |
26.9 |
27.0 |
0.1 |
0.3% |
0.0 |
| Volume |
158,036 |
127,471 |
-30,565 |
-19.3% |
454,686 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.8 |
1,937.5 |
1,886.7 |
|
| R3 |
1,919.9 |
1,909.6 |
1,879.1 |
|
| R2 |
1,892.0 |
1,892.0 |
1,876.5 |
|
| R1 |
1,881.7 |
1,881.7 |
1,874.0 |
1,886.9 |
| PP |
1,864.1 |
1,864.1 |
1,864.1 |
1,866.7 |
| S1 |
1,853.8 |
1,853.8 |
1,868.8 |
1,859.0 |
| S2 |
1,836.2 |
1,836.2 |
1,866.3 |
|
| S3 |
1,808.3 |
1,825.9 |
1,863.7 |
|
| S4 |
1,780.4 |
1,798.0 |
1,856.1 |
|
|
| 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 |
1,874.4 |
1,830.2 |
44.2 |
2.4% |
22.5 |
1.2% |
93% |
True |
False |
140,632 |
| 10 |
1,875.0 |
1,814.9 |
60.1 |
3.2% |
23.8 |
1.3% |
94% |
False |
False |
102,355 |
| 20 |
1,917.6 |
1,792.0 |
125.6 |
6.7% |
27.2 |
1.5% |
63% |
False |
False |
75,748 |
| 40 |
2,009.5 |
1,792.0 |
217.5 |
11.6% |
27.1 |
1.4% |
37% |
False |
False |
42,676 |
| 60 |
2,073.0 |
1,792.0 |
281.0 |
15.0% |
29.4 |
1.6% |
28% |
False |
False |
29,660 |
| 80 |
2,085.2 |
1,792.0 |
293.2 |
15.7% |
31.0 |
1.7% |
27% |
False |
False |
22,929 |
| 100 |
2,085.2 |
1,787.8 |
297.4 |
15.9% |
28.3 |
1.5% |
28% |
False |
False |
18,820 |
| 120 |
2,085.2 |
1,763.2 |
322.0 |
17.2% |
26.4 |
1.4% |
34% |
False |
False |
15,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,993.0 |
|
2.618 |
1,947.4 |
|
1.618 |
1,919.5 |
|
1.000 |
1,902.3 |
|
0.618 |
1,891.6 |
|
HIGH |
1,874.4 |
|
0.618 |
1,863.7 |
|
0.500 |
1,860.5 |
|
0.382 |
1,857.2 |
|
LOW |
1,846.5 |
|
0.618 |
1,829.3 |
|
1.000 |
1,818.6 |
|
1.618 |
1,801.4 |
|
2.618 |
1,773.5 |
|
4.250 |
1,727.9 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.8 |
1,865.0 |
| PP |
1,864.1 |
1,858.7 |
| S1 |
1,860.5 |
1,852.3 |
|