| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,737.25 |
12,690.00 |
-47.25 |
-0.4% |
11,890.00 |
| High |
12,912.25 |
12,852.50 |
-59.75 |
-0.5% |
12,750.50 |
| Low |
12,514.75 |
12,487.00 |
-27.75 |
-0.2% |
11,606.75 |
| Close |
12,679.00 |
12,582.50 |
-96.50 |
-0.8% |
12,709.25 |
| Range |
397.50 |
365.50 |
-32.00 |
-8.1% |
1,143.75 |
| ATR |
456.52 |
450.02 |
-6.50 |
-1.4% |
0.00 |
| Volume |
2,413 |
3,138 |
725 |
30.0% |
12,026 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,737.25 |
13,525.25 |
12,783.50 |
|
| R3 |
13,371.75 |
13,159.75 |
12,683.00 |
|
| R2 |
13,006.25 |
13,006.25 |
12,649.50 |
|
| R1 |
12,794.25 |
12,794.25 |
12,616.00 |
12,717.50 |
| PP |
12,640.75 |
12,640.75 |
12,640.75 |
12,602.25 |
| S1 |
12,428.75 |
12,428.75 |
12,549.00 |
12,352.00 |
| S2 |
12,275.25 |
12,275.25 |
12,515.50 |
|
| S3 |
11,909.75 |
12,063.25 |
12,482.00 |
|
| S4 |
11,544.25 |
11,697.75 |
12,381.50 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,786.75 |
15,391.75 |
13,338.25 |
|
| R3 |
14,643.00 |
14,248.00 |
13,023.75 |
|
| R2 |
13,499.25 |
13,499.25 |
12,919.00 |
|
| R1 |
13,104.25 |
13,104.25 |
12,814.00 |
13,301.75 |
| PP |
12,355.50 |
12,355.50 |
12,355.50 |
12,454.25 |
| S1 |
11,960.50 |
11,960.50 |
12,604.50 |
12,158.00 |
| S2 |
11,211.75 |
11,211.75 |
12,499.50 |
|
| S3 |
10,068.00 |
10,816.75 |
12,394.75 |
|
| S4 |
8,924.25 |
9,673.00 |
12,080.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,912.25 |
11,705.50 |
1,206.75 |
9.6% |
420.75 |
3.3% |
73% |
False |
False |
2,919 |
| 10 |
12,912.25 |
11,521.25 |
1,391.00 |
11.1% |
445.00 |
3.5% |
76% |
False |
False |
2,307 |
| 20 |
13,589.00 |
11,521.25 |
2,067.75 |
16.4% |
476.50 |
3.8% |
51% |
False |
False |
1,937 |
| 40 |
15,229.50 |
11,521.25 |
3,708.25 |
29.5% |
446.75 |
3.6% |
29% |
False |
False |
1,487 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
30.1% |
425.25 |
3.4% |
28% |
False |
False |
1,136 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
30.1% |
426.50 |
3.4% |
28% |
False |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,406.00 |
|
2.618 |
13,809.50 |
|
1.618 |
13,444.00 |
|
1.000 |
13,218.00 |
|
0.618 |
13,078.50 |
|
HIGH |
12,852.50 |
|
0.618 |
12,713.00 |
|
0.500 |
12,669.75 |
|
0.382 |
12,626.50 |
|
LOW |
12,487.00 |
|
0.618 |
12,261.00 |
|
1.000 |
12,121.50 |
|
1.618 |
11,895.50 |
|
2.618 |
11,530.00 |
|
4.250 |
10,933.50 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,669.75 |
12,583.00 |
| PP |
12,640.75 |
12,583.00 |
| S1 |
12,611.50 |
12,582.75 |
|