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 |
3,785.0 |
3,747.0 |
-38.0 |
-1.0% |
3,687.0 |
High |
3,795.0 |
3,810.0 |
15.0 |
0.4% |
3,800.0 |
Low |
3,737.0 |
3,744.0 |
7.0 |
0.2% |
3,615.0 |
Close |
3,738.0 |
3,780.0 |
42.0 |
1.1% |
3,789.0 |
Range |
58.0 |
66.0 |
8.0 |
13.8% |
185.0 |
ATR |
77.3 |
76.9 |
-0.4 |
-0.5% |
0.0 |
Volume |
11,084 |
48,154 |
37,070 |
334.4% |
95,213 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,976.0 |
3,944.0 |
3,816.3 |
|
R3 |
3,910.0 |
3,878.0 |
3,798.2 |
|
R2 |
3,844.0 |
3,844.0 |
3,792.1 |
|
R1 |
3,812.0 |
3,812.0 |
3,786.1 |
3,828.0 |
PP |
3,778.0 |
3,778.0 |
3,778.0 |
3,786.0 |
S1 |
3,746.0 |
3,746.0 |
3,774.0 |
3,762.0 |
S2 |
3,712.0 |
3,712.0 |
3,767.9 |
|
S3 |
3,646.0 |
3,680.0 |
3,761.9 |
|
S4 |
3,580.0 |
3,614.0 |
3,743.7 |
|
|
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 |
3,652.0 |
171.0 |
4.5% |
66.8 |
1.8% |
75% |
False |
False |
26,011 |
10 |
3,823.0 |
3,566.0 |
257.0 |
6.8% |
64.3 |
1.7% |
83% |
False |
False |
19,678 |
20 |
3,823.0 |
3,456.0 |
367.0 |
9.7% |
73.8 |
2.0% |
88% |
False |
False |
12,658 |
40 |
3,860.0 |
3,456.0 |
404.0 |
10.7% |
68.6 |
1.8% |
80% |
False |
False |
7,315 |
60 |
3,902.0 |
3,428.0 |
474.0 |
12.5% |
59.5 |
1.6% |
74% |
False |
False |
5,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,090.5 |
2.618 |
3,982.8 |
1.618 |
3,916.8 |
1.000 |
3,876.0 |
0.618 |
3,850.8 |
HIGH |
3,810.0 |
0.618 |
3,784.8 |
0.500 |
3,777.0 |
0.382 |
3,769.2 |
LOW |
3,744.0 |
0.618 |
3,703.2 |
1.000 |
3,678.0 |
1.618 |
3,637.2 |
2.618 |
3,571.2 |
4.250 |
3,463.5 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,779.0 |
3,780.0 |
PP |
3,778.0 |
3,780.0 |
S1 |
3,777.0 |
3,780.0 |
|