Trading Metrics calculated at close of trading on 03-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,849.9 |
1,872.6 |
22.7 |
1.2% |
1,856.5 |
High |
1,874.4 |
1,878.6 |
4.2 |
0.2% |
1,878.6 |
Low |
1,846.5 |
1,849.7 |
3.2 |
0.2% |
1,830.2 |
Close |
1,871.4 |
1,850.2 |
-21.2 |
-1.1% |
1,850.2 |
Range |
27.9 |
28.9 |
1.0 |
3.6% |
48.4 |
ATR |
27.0 |
27.1 |
0.1 |
0.5% |
0.0 |
Volume |
127,471 |
115,343 |
-12,128 |
-9.5% |
602,653 |
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.2 |
1,927.1 |
1,866.1 |
|
R3 |
1,917.3 |
1,898.2 |
1,858.1 |
|
R2 |
1,888.4 |
1,888.4 |
1,855.5 |
|
R1 |
1,869.3 |
1,869.3 |
1,852.8 |
1,864.4 |
PP |
1,859.5 |
1,859.5 |
1,859.5 |
1,857.1 |
S1 |
1,840.4 |
1,840.4 |
1,847.6 |
1,835.5 |
S2 |
1,830.6 |
1,830.6 |
1,844.9 |
|
S3 |
1,801.7 |
1,811.5 |
1,842.3 |
|
S4 |
1,772.8 |
1,782.6 |
1,834.3 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.2 |
1,972.6 |
1,876.8 |
|
R3 |
1,949.8 |
1,924.2 |
1,863.5 |
|
R2 |
1,901.4 |
1,901.4 |
1,859.1 |
|
R1 |
1,875.8 |
1,875.8 |
1,854.6 |
1,864.4 |
PP |
1,853.0 |
1,853.0 |
1,853.0 |
1,847.3 |
S1 |
1,827.4 |
1,827.4 |
1,845.8 |
1,816.0 |
S2 |
1,804.6 |
1,804.6 |
1,841.3 |
|
S3 |
1,756.2 |
1,779.0 |
1,836.9 |
|
S4 |
1,707.8 |
1,730.6 |
1,823.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.6 |
1,830.2 |
48.4 |
2.6% |
25.0 |
1.4% |
41% |
True |
False |
145,283 |
10 |
1,878.6 |
1,830.2 |
48.4 |
2.6% |
22.8 |
1.2% |
41% |
True |
False |
110,003 |
20 |
1,900.8 |
1,792.0 |
108.8 |
5.9% |
26.8 |
1.4% |
53% |
False |
False |
80,081 |
40 |
2,009.5 |
1,792.0 |
217.5 |
11.8% |
27.3 |
1.5% |
27% |
False |
False |
45,460 |
60 |
2,021.1 |
1,792.0 |
229.1 |
12.4% |
28.4 |
1.5% |
25% |
False |
False |
31,530 |
80 |
2,085.2 |
1,792.0 |
293.2 |
15.8% |
31.2 |
1.7% |
20% |
False |
False |
24,314 |
100 |
2,085.2 |
1,787.8 |
297.4 |
16.1% |
28.5 |
1.5% |
21% |
False |
False |
19,946 |
120 |
2,085.2 |
1,763.2 |
322.0 |
17.4% |
26.5 |
1.4% |
27% |
False |
False |
16,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.4 |
2.618 |
1,954.3 |
1.618 |
1,925.4 |
1.000 |
1,907.5 |
0.618 |
1,896.5 |
HIGH |
1,878.6 |
0.618 |
1,867.6 |
0.500 |
1,864.2 |
0.382 |
1,860.7 |
LOW |
1,849.7 |
0.618 |
1,831.8 |
1.000 |
1,820.8 |
1.618 |
1,802.9 |
2.618 |
1,774.0 |
4.250 |
1,726.9 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,864.2 |
1,854.4 |
PP |
1,859.5 |
1,853.0 |
S1 |
1,854.9 |
1,851.6 |
|