| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,809.0 |
3,799.0 |
-10.0 |
-0.3% |
3,823.0 |
| High |
3,809.0 |
3,840.0 |
31.0 |
0.8% |
3,823.0 |
| Low |
3,760.0 |
3,777.0 |
17.0 |
0.5% |
3,737.0 |
| Close |
3,763.0 |
3,824.0 |
61.0 |
1.6% |
3,763.0 |
| Range |
49.0 |
63.0 |
14.0 |
28.6% |
86.0 |
| ATR |
74.9 |
75.1 |
0.1 |
0.2% |
0.0 |
| Volume |
9,511 |
128,491 |
118,980 |
1,251.0% |
110,685 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,002.7 |
3,976.3 |
3,858.7 |
|
| R3 |
3,939.7 |
3,913.3 |
3,841.3 |
|
| R2 |
3,876.7 |
3,876.7 |
3,835.6 |
|
| R1 |
3,850.3 |
3,850.3 |
3,829.8 |
3,863.5 |
| PP |
3,813.7 |
3,813.7 |
3,813.7 |
3,820.3 |
| S1 |
3,787.3 |
3,787.3 |
3,818.2 |
3,800.5 |
| S2 |
3,750.7 |
3,750.7 |
3,812.5 |
|
| S3 |
3,687.7 |
3,724.3 |
3,806.7 |
|
| S4 |
3,624.7 |
3,661.3 |
3,789.4 |
|
|
| 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 |
3,840.0 |
3,737.0 |
103.0 |
2.7% |
59.2 |
1.5% |
84% |
True |
False |
47,835 |
| 10 |
3,840.0 |
3,615.0 |
225.0 |
5.9% |
61.1 |
1.6% |
93% |
True |
False |
33,438 |
| 20 |
3,840.0 |
3,456.0 |
384.0 |
10.0% |
69.6 |
1.8% |
96% |
True |
False |
19,526 |
| 40 |
3,855.0 |
3,456.0 |
399.0 |
10.4% |
67.9 |
1.8% |
92% |
False |
False |
10,763 |
| 60 |
3,902.0 |
3,456.0 |
446.0 |
11.7% |
60.4 |
1.6% |
83% |
False |
False |
7,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,107.8 |
|
2.618 |
4,004.9 |
|
1.618 |
3,941.9 |
|
1.000 |
3,903.0 |
|
0.618 |
3,878.9 |
|
HIGH |
3,840.0 |
|
0.618 |
3,815.9 |
|
0.500 |
3,808.5 |
|
0.382 |
3,801.1 |
|
LOW |
3,777.0 |
|
0.618 |
3,738.1 |
|
1.000 |
3,714.0 |
|
1.618 |
3,675.1 |
|
2.618 |
3,612.1 |
|
4.250 |
3,509.3 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,818.8 |
3,813.3 |
| PP |
3,813.7 |
3,802.7 |
| S1 |
3,808.5 |
3,792.0 |
|