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 |
3,823.0 |
3,785.0 |
-38.0 |
-1.0% |
3,687.0 |
High |
3,823.0 |
3,795.0 |
-28.0 |
-0.7% |
3,800.0 |
Low |
3,763.0 |
3,737.0 |
-26.0 |
-0.7% |
3,615.0 |
Close |
3,769.0 |
3,738.0 |
-31.0 |
-0.8% |
3,789.0 |
Range |
60.0 |
58.0 |
-2.0 |
-3.3% |
185.0 |
ATR |
78.8 |
77.3 |
-1.5 |
-1.9% |
0.0 |
Volume |
41,936 |
11,084 |
-30,852 |
-73.6% |
95,213 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,930.7 |
3,892.3 |
3,769.9 |
|
R3 |
3,872.7 |
3,834.3 |
3,754.0 |
|
R2 |
3,814.7 |
3,814.7 |
3,748.6 |
|
R1 |
3,776.3 |
3,776.3 |
3,743.3 |
3,766.5 |
PP |
3,756.7 |
3,756.7 |
3,756.7 |
3,751.8 |
S1 |
3,718.3 |
3,718.3 |
3,732.7 |
3,708.5 |
S2 |
3,698.7 |
3,698.7 |
3,727.4 |
|
S3 |
3,640.7 |
3,660.3 |
3,722.1 |
|
S4 |
3,582.7 |
3,602.3 |
3,706.1 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,289.7 |
4,224.3 |
3,890.8 |
|
R3 |
4,104.7 |
4,039.3 |
3,839.9 |
|
R2 |
3,919.7 |
3,919.7 |
3,822.9 |
|
R1 |
3,854.3 |
3,854.3 |
3,806.0 |
3,887.0 |
PP |
3,734.7 |
3,734.7 |
3,734.7 |
3,751.0 |
S1 |
3,669.3 |
3,669.3 |
3,772.0 |
3,702.0 |
S2 |
3,549.7 |
3,549.7 |
3,755.1 |
|
S3 |
3,364.7 |
3,484.3 |
3,738.1 |
|
S4 |
3,179.7 |
3,299.3 |
3,687.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,823.0 |
3,615.0 |
208.0 |
5.6% |
68.2 |
1.8% |
59% |
False |
False |
20,487 |
10 |
3,823.0 |
3,566.0 |
257.0 |
6.9% |
67.7 |
1.8% |
67% |
False |
False |
14,899 |
20 |
3,823.0 |
3,456.0 |
367.0 |
9.8% |
74.7 |
2.0% |
77% |
False |
False |
10,353 |
40 |
3,860.0 |
3,456.0 |
404.0 |
10.8% |
68.5 |
1.8% |
70% |
False |
False |
6,116 |
60 |
3,902.0 |
3,400.0 |
502.0 |
13.4% |
58.9 |
1.6% |
67% |
False |
False |
4,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,041.5 |
2.618 |
3,946.8 |
1.618 |
3,888.8 |
1.000 |
3,853.0 |
0.618 |
3,830.8 |
HIGH |
3,795.0 |
0.618 |
3,772.8 |
0.500 |
3,766.0 |
0.382 |
3,759.2 |
LOW |
3,737.0 |
0.618 |
3,701.2 |
1.000 |
3,679.0 |
1.618 |
3,643.2 |
2.618 |
3,585.2 |
4.250 |
3,490.5 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,766.0 |
3,778.0 |
PP |
3,756.7 |
3,764.7 |
S1 |
3,747.3 |
3,751.3 |
|