| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,801.0 |
3,803.0 |
2.0 |
0.1% |
3,823.0 |
| High |
3,810.0 |
3,811.0 |
1.0 |
0.0% |
3,823.0 |
| Low |
3,766.0 |
3,743.0 |
-23.0 |
-0.6% |
3,737.0 |
| Close |
3,787.0 |
3,767.0 |
-20.0 |
-0.5% |
3,763.0 |
| Range |
44.0 |
68.0 |
24.0 |
54.5% |
86.0 |
| ATR |
73.8 |
73.4 |
-0.4 |
-0.6% |
0.0 |
| Volume |
228,218 |
271,990 |
43,772 |
19.2% |
110,685 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,977.7 |
3,940.3 |
3,804.4 |
|
| R3 |
3,909.7 |
3,872.3 |
3,785.7 |
|
| R2 |
3,841.7 |
3,841.7 |
3,779.5 |
|
| R1 |
3,804.3 |
3,804.3 |
3,773.2 |
3,789.0 |
| PP |
3,773.7 |
3,773.7 |
3,773.7 |
3,766.0 |
| S1 |
3,736.3 |
3,736.3 |
3,760.8 |
3,721.0 |
| S2 |
3,705.7 |
3,705.7 |
3,754.5 |
|
| S3 |
3,637.7 |
3,668.3 |
3,748.3 |
|
| S4 |
3,569.7 |
3,600.3 |
3,729.6 |
|
|
| 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 |
3,743.0 |
97.0 |
2.6% |
58.0 |
1.5% |
25% |
False |
True |
137,272 |
| 10 |
3,840.0 |
3,615.0 |
225.0 |
6.0% |
63.1 |
1.7% |
68% |
False |
False |
78,880 |
| 20 |
3,840.0 |
3,509.0 |
331.0 |
8.8% |
65.0 |
1.7% |
78% |
False |
False |
44,277 |
| 40 |
3,855.0 |
3,456.0 |
399.0 |
10.6% |
68.4 |
1.8% |
78% |
False |
False |
23,266 |
| 60 |
3,902.0 |
3,456.0 |
446.0 |
11.8% |
62.0 |
1.6% |
70% |
False |
False |
15,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,100.0 |
|
2.618 |
3,989.0 |
|
1.618 |
3,921.0 |
|
1.000 |
3,879.0 |
|
0.618 |
3,853.0 |
|
HIGH |
3,811.0 |
|
0.618 |
3,785.0 |
|
0.500 |
3,777.0 |
|
0.382 |
3,769.0 |
|
LOW |
3,743.0 |
|
0.618 |
3,701.0 |
|
1.000 |
3,675.0 |
|
1.618 |
3,633.0 |
|
2.618 |
3,565.0 |
|
4.250 |
3,454.0 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,777.0 |
3,791.5 |
| PP |
3,773.7 |
3,783.3 |
| S1 |
3,770.3 |
3,775.2 |
|