| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,799.0 |
3,801.0 |
2.0 |
0.1% |
3,823.0 |
| High |
3,840.0 |
3,810.0 |
-30.0 |
-0.8% |
3,823.0 |
| Low |
3,777.0 |
3,766.0 |
-11.0 |
-0.3% |
3,737.0 |
| Close |
3,824.0 |
3,787.0 |
-37.0 |
-1.0% |
3,763.0 |
| Range |
63.0 |
44.0 |
-19.0 |
-30.2% |
86.0 |
| ATR |
75.1 |
73.8 |
-1.2 |
-1.6% |
0.0 |
| Volume |
128,491 |
228,218 |
99,727 |
77.6% |
110,685 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,919.7 |
3,897.3 |
3,811.2 |
|
| R3 |
3,875.7 |
3,853.3 |
3,799.1 |
|
| R2 |
3,831.7 |
3,831.7 |
3,795.1 |
|
| R1 |
3,809.3 |
3,809.3 |
3,791.0 |
3,798.5 |
| PP |
3,787.7 |
3,787.7 |
3,787.7 |
3,782.3 |
| S1 |
3,765.3 |
3,765.3 |
3,783.0 |
3,754.5 |
| S2 |
3,743.7 |
3,743.7 |
3,778.9 |
|
| S3 |
3,699.7 |
3,721.3 |
3,774.9 |
|
| S4 |
3,655.7 |
3,677.3 |
3,762.8 |
|
|
| 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% |
56.0 |
1.5% |
49% |
False |
False |
85,091 |
| 10 |
3,840.0 |
3,615.0 |
225.0 |
5.9% |
59.9 |
1.6% |
76% |
False |
False |
55,720 |
| 20 |
3,840.0 |
3,456.0 |
384.0 |
10.1% |
67.3 |
1.8% |
86% |
False |
False |
30,927 |
| 40 |
3,855.0 |
3,456.0 |
399.0 |
10.5% |
67.0 |
1.8% |
83% |
False |
False |
16,467 |
| 60 |
3,902.0 |
3,456.0 |
446.0 |
11.8% |
60.9 |
1.6% |
74% |
False |
False |
11,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,997.0 |
|
2.618 |
3,925.2 |
|
1.618 |
3,881.2 |
|
1.000 |
3,854.0 |
|
0.618 |
3,837.2 |
|
HIGH |
3,810.0 |
|
0.618 |
3,793.2 |
|
0.500 |
3,788.0 |
|
0.382 |
3,782.8 |
|
LOW |
3,766.0 |
|
0.618 |
3,738.8 |
|
1.000 |
3,722.0 |
|
1.618 |
3,694.8 |
|
2.618 |
3,650.8 |
|
4.250 |
3,579.0 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,788.0 |
3,800.0 |
| PP |
3,787.7 |
3,795.7 |
| S1 |
3,787.3 |
3,791.3 |
|