| 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 |
12,581.25 |
12,632.00 |
50.75 |
0.4% |
12,737.25 |
| High |
12,838.75 |
12,770.00 |
-68.75 |
-0.5% |
12,973.75 |
| Low |
12,559.25 |
12,442.25 |
-117.00 |
-0.9% |
12,477.75 |
| Close |
12,634.50 |
12,742.25 |
107.75 |
0.9% |
12,580.50 |
| Range |
279.50 |
327.75 |
48.25 |
17.3% |
496.00 |
| ATR |
437.69 |
429.84 |
-7.85 |
-1.8% |
0.00 |
| Volume |
4,661 |
7,493 |
2,832 |
60.8% |
10,243 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,634.75 |
13,516.25 |
12,922.50 |
|
| R3 |
13,307.00 |
13,188.50 |
12,832.50 |
|
| R2 |
12,979.25 |
12,979.25 |
12,802.25 |
|
| R1 |
12,860.75 |
12,860.75 |
12,772.25 |
12,920.00 |
| PP |
12,651.50 |
12,651.50 |
12,651.50 |
12,681.00 |
| S1 |
12,533.00 |
12,533.00 |
12,712.25 |
12,592.25 |
| S2 |
12,323.75 |
12,323.75 |
12,682.25 |
|
| S3 |
11,996.00 |
12,205.25 |
12,652.00 |
|
| S4 |
11,668.25 |
11,877.50 |
12,562.00 |
|
|
| 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 |
12,442.25 |
531.50 |
4.2% |
374.25 |
2.9% |
56% |
False |
True |
3,996 |
| 10 |
12,973.75 |
11,606.75 |
1,367.00 |
10.7% |
397.25 |
3.1% |
83% |
False |
False |
3,310 |
| 20 |
12,973.75 |
11,521.25 |
1,452.50 |
11.4% |
432.00 |
3.4% |
84% |
False |
False |
2,479 |
| 40 |
14,403.75 |
11,521.25 |
2,882.50 |
22.6% |
446.75 |
3.5% |
42% |
False |
False |
1,835 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
29.7% |
416.50 |
3.3% |
32% |
False |
False |
1,413 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
29.7% |
430.25 |
3.4% |
32% |
False |
False |
1,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,163.00 |
|
2.618 |
13,628.00 |
|
1.618 |
13,300.25 |
|
1.000 |
13,097.75 |
|
0.618 |
12,972.50 |
|
HIGH |
12,770.00 |
|
0.618 |
12,644.75 |
|
0.500 |
12,606.00 |
|
0.382 |
12,567.50 |
|
LOW |
12,442.25 |
|
0.618 |
12,239.75 |
|
1.000 |
12,114.50 |
|
1.618 |
11,912.00 |
|
2.618 |
11,584.25 |
|
4.250 |
11,049.25 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,697.00 |
12,730.75 |
| PP |
12,651.50 |
12,719.50 |
| S1 |
12,606.00 |
12,708.00 |
|