| 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 |
12,575.00 |
12,935.00 |
360.00 |
2.9% |
12,737.25 |
| High |
12,934.75 |
12,973.75 |
39.00 |
0.3% |
12,973.75 |
| Low |
12,477.75 |
12,532.50 |
54.75 |
0.4% |
12,477.75 |
| Close |
12,924.25 |
12,580.50 |
-343.75 |
-2.7% |
12,580.50 |
| Range |
457.00 |
441.25 |
-15.75 |
-3.4% |
496.00 |
| ATR |
450.52 |
449.86 |
-0.66 |
-0.1% |
0.00 |
| Volume |
2,172 |
2,520 |
348 |
16.0% |
10,243 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,019.25 |
13,741.25 |
12,823.25 |
|
| R3 |
13,578.00 |
13,300.00 |
12,701.75 |
|
| R2 |
13,136.75 |
13,136.75 |
12,661.50 |
|
| R1 |
12,858.75 |
12,858.75 |
12,621.00 |
12,777.00 |
| PP |
12,695.50 |
12,695.50 |
12,695.50 |
12,654.75 |
| S1 |
12,417.50 |
12,417.50 |
12,540.00 |
12,336.00 |
| S2 |
12,254.25 |
12,254.25 |
12,499.50 |
|
| S3 |
11,813.00 |
11,976.25 |
12,459.25 |
|
| S4 |
11,371.75 |
11,535.00 |
12,337.75 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,165.25 |
13,869.00 |
12,853.25 |
|
| R3 |
13,669.25 |
13,373.00 |
12,717.00 |
|
| R2 |
13,173.25 |
13,173.25 |
12,671.50 |
|
| R1 |
12,877.00 |
12,877.00 |
12,626.00 |
12,777.00 |
| PP |
12,677.25 |
12,677.25 |
12,677.25 |
12,627.50 |
| S1 |
12,381.00 |
12,381.00 |
12,535.00 |
12,281.00 |
| S2 |
12,181.25 |
12,181.25 |
12,489.50 |
|
| S3 |
11,685.25 |
11,885.00 |
12,444.00 |
|
| S4 |
11,189.25 |
11,389.00 |
12,307.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,973.75 |
12,254.00 |
719.75 |
5.7% |
431.50 |
3.4% |
45% |
True |
False |
3,182 |
| 10 |
12,973.75 |
11,521.25 |
1,452.50 |
11.5% |
425.75 |
3.4% |
73% |
True |
False |
2,451 |
| 20 |
12,973.75 |
11,521.25 |
1,452.50 |
11.5% |
446.50 |
3.5% |
73% |
True |
False |
2,034 |
| 40 |
14,674.50 |
11,521.25 |
3,153.25 |
25.1% |
447.50 |
3.6% |
34% |
False |
False |
1,573 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
30.1% |
421.50 |
3.4% |
28% |
False |
False |
1,213 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
30.1% |
430.75 |
3.4% |
28% |
False |
False |
920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,849.00 |
|
2.618 |
14,129.00 |
|
1.618 |
13,687.75 |
|
1.000 |
13,415.00 |
|
0.618 |
13,246.50 |
|
HIGH |
12,973.75 |
|
0.618 |
12,805.25 |
|
0.500 |
12,753.00 |
|
0.382 |
12,701.00 |
|
LOW |
12,532.50 |
|
0.618 |
12,259.75 |
|
1.000 |
12,091.25 |
|
1.618 |
11,818.50 |
|
2.618 |
11,377.25 |
|
4.250 |
10,657.25 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,753.00 |
12,725.75 |
| PP |
12,695.50 |
12,677.25 |
| S1 |
12,638.00 |
12,629.00 |
|