| 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 |
12,935.00 |
12,581.25 |
-353.75 |
-2.7% |
12,737.25 |
| High |
12,973.75 |
12,838.75 |
-135.00 |
-1.0% |
12,973.75 |
| Low |
12,532.50 |
12,559.25 |
26.75 |
0.2% |
12,477.75 |
| Close |
12,580.50 |
12,634.50 |
54.00 |
0.4% |
12,580.50 |
| Range |
441.25 |
279.50 |
-161.75 |
-36.7% |
496.00 |
| ATR |
449.86 |
437.69 |
-12.17 |
-2.7% |
0.00 |
| Volume |
2,520 |
4,661 |
2,141 |
85.0% |
10,243 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,516.00 |
13,354.75 |
12,788.25 |
|
| R3 |
13,236.50 |
13,075.25 |
12,711.25 |
|
| R2 |
12,957.00 |
12,957.00 |
12,685.75 |
|
| R1 |
12,795.75 |
12,795.75 |
12,660.00 |
12,876.50 |
| PP |
12,677.50 |
12,677.50 |
12,677.50 |
12,717.75 |
| S1 |
12,516.25 |
12,516.25 |
12,609.00 |
12,597.00 |
| S2 |
12,398.00 |
12,398.00 |
12,583.25 |
|
| S3 |
12,118.50 |
12,236.75 |
12,557.75 |
|
| S4 |
11,839.00 |
11,957.25 |
12,480.75 |
|
|
| 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 |
12,477.75 |
496.00 |
3.9% |
388.25 |
3.1% |
32% |
False |
False |
2,980 |
| 10 |
12,973.75 |
11,606.75 |
1,367.00 |
10.8% |
393.25 |
3.1% |
75% |
False |
False |
2,693 |
| 20 |
12,973.75 |
11,521.25 |
1,452.50 |
11.5% |
440.25 |
3.5% |
77% |
False |
False |
2,173 |
| 40 |
14,674.50 |
11,521.25 |
3,153.25 |
25.0% |
446.75 |
3.5% |
35% |
False |
False |
1,670 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
29.9% |
420.25 |
3.3% |
29% |
False |
False |
1,290 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
29.9% |
431.25 |
3.4% |
29% |
False |
False |
978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,026.50 |
|
2.618 |
13,570.50 |
|
1.618 |
13,291.00 |
|
1.000 |
13,118.25 |
|
0.618 |
13,011.50 |
|
HIGH |
12,838.75 |
|
0.618 |
12,732.00 |
|
0.500 |
12,699.00 |
|
0.382 |
12,666.00 |
|
LOW |
12,559.25 |
|
0.618 |
12,386.50 |
|
1.000 |
12,279.75 |
|
1.618 |
12,107.00 |
|
2.618 |
11,827.50 |
|
4.250 |
11,371.50 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,699.00 |
12,725.75 |
| PP |
12,677.50 |
12,695.25 |
| S1 |
12,656.00 |
12,665.00 |
|