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 |
3,747.0 |
3,809.0 |
62.0 |
1.7% |
3,823.0 |
High |
3,810.0 |
3,809.0 |
-1.0 |
0.0% |
3,823.0 |
Low |
3,744.0 |
3,760.0 |
16.0 |
0.4% |
3,737.0 |
Close |
3,780.0 |
3,763.0 |
-17.0 |
-0.4% |
3,763.0 |
Range |
66.0 |
49.0 |
-17.0 |
-25.8% |
86.0 |
ATR |
76.9 |
74.9 |
-2.0 |
-2.6% |
0.0 |
Volume |
48,154 |
9,511 |
-38,643 |
-80.2% |
110,685 |
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,924.3 |
3,892.7 |
3,790.0 |
|
R3 |
3,875.3 |
3,843.7 |
3,776.5 |
|
R2 |
3,826.3 |
3,826.3 |
3,772.0 |
|
R1 |
3,794.7 |
3,794.7 |
3,767.5 |
3,786.0 |
PP |
3,777.3 |
3,777.3 |
3,777.3 |
3,773.0 |
S1 |
3,745.7 |
3,745.7 |
3,758.5 |
3,737.0 |
S2 |
3,728.3 |
3,728.3 |
3,754.0 |
|
S3 |
3,679.3 |
3,696.7 |
3,749.5 |
|
S4 |
3,630.3 |
3,647.7 |
3,736.1 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,032.3 |
3,983.7 |
3,810.3 |
|
R3 |
3,946.3 |
3,897.7 |
3,786.7 |
|
R2 |
3,860.3 |
3,860.3 |
3,778.8 |
|
R1 |
3,811.7 |
3,811.7 |
3,770.9 |
3,793.0 |
PP |
3,774.3 |
3,774.3 |
3,774.3 |
3,765.0 |
S1 |
3,725.7 |
3,725.7 |
3,755.1 |
3,707.0 |
S2 |
3,688.3 |
3,688.3 |
3,747.2 |
|
S3 |
3,602.3 |
3,639.7 |
3,739.4 |
|
S4 |
3,516.3 |
3,553.7 |
3,715.7 |
|
|
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 |
3,733.0 |
90.0 |
2.4% |
60.0 |
1.6% |
33% |
False |
False |
25,893 |
10 |
3,823.0 |
3,596.0 |
227.0 |
6.0% |
62.5 |
1.7% |
74% |
False |
False |
20,609 |
20 |
3,823.0 |
3,456.0 |
367.0 |
9.8% |
69.2 |
1.8% |
84% |
False |
False |
13,104 |
40 |
3,855.0 |
3,456.0 |
399.0 |
10.6% |
68.3 |
1.8% |
77% |
False |
False |
7,552 |
60 |
3,902.0 |
3,456.0 |
446.0 |
11.9% |
60.3 |
1.6% |
69% |
False |
False |
5,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,017.3 |
2.618 |
3,937.3 |
1.618 |
3,888.3 |
1.000 |
3,858.0 |
0.618 |
3,839.3 |
HIGH |
3,809.0 |
0.618 |
3,790.3 |
0.500 |
3,784.5 |
0.382 |
3,778.7 |
LOW |
3,760.0 |
0.618 |
3,729.7 |
1.000 |
3,711.0 |
1.618 |
3,680.7 |
2.618 |
3,631.7 |
4.250 |
3,551.8 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
3,784.5 |
3,773.5 |
PP |
3,777.3 |
3,770.0 |
S1 |
3,770.2 |
3,766.5 |
|