| 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 |
12,632.00 |
12,724.50 |
92.50 |
0.7% |
12,737.25 |
| High |
12,770.00 |
12,811.75 |
41.75 |
0.3% |
12,973.75 |
| Low |
12,442.25 |
12,610.00 |
167.75 |
1.3% |
12,477.75 |
| Close |
12,742.25 |
12,646.00 |
-96.25 |
-0.8% |
12,580.50 |
| Range |
327.75 |
201.75 |
-126.00 |
-38.4% |
496.00 |
| ATR |
429.84 |
413.55 |
-16.29 |
-3.8% |
0.00 |
| Volume |
7,493 |
11,654 |
4,161 |
55.5% |
10,243 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,294.50 |
13,172.00 |
12,757.00 |
|
| R3 |
13,092.75 |
12,970.25 |
12,701.50 |
|
| R2 |
12,891.00 |
12,891.00 |
12,683.00 |
|
| R1 |
12,768.50 |
12,768.50 |
12,664.50 |
12,729.00 |
| PP |
12,689.25 |
12,689.25 |
12,689.25 |
12,669.50 |
| S1 |
12,566.75 |
12,566.75 |
12,627.50 |
12,527.00 |
| S2 |
12,487.50 |
12,487.50 |
12,609.00 |
|
| S3 |
12,285.75 |
12,365.00 |
12,590.50 |
|
| S4 |
12,084.00 |
12,163.25 |
12,535.00 |
|
|
| 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% |
341.50 |
2.7% |
38% |
False |
False |
5,700 |
| 10 |
12,973.75 |
11,705.50 |
1,268.25 |
10.0% |
381.00 |
3.0% |
74% |
False |
False |
4,309 |
| 20 |
12,973.75 |
11,521.25 |
1,452.50 |
11.5% |
420.25 |
3.3% |
77% |
False |
False |
2,978 |
| 40 |
14,331.25 |
11,521.25 |
2,810.00 |
22.2% |
442.25 |
3.5% |
40% |
False |
False |
2,103 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
29.9% |
413.00 |
3.3% |
30% |
False |
False |
1,607 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
29.9% |
426.00 |
3.4% |
30% |
False |
False |
1,216 |
| 100 |
15,639.50 |
11,521.25 |
4,118.25 |
32.6% |
432.00 |
3.4% |
27% |
False |
False |
979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,669.25 |
|
2.618 |
13,340.00 |
|
1.618 |
13,138.25 |
|
1.000 |
13,013.50 |
|
0.618 |
12,936.50 |
|
HIGH |
12,811.75 |
|
0.618 |
12,734.75 |
|
0.500 |
12,711.00 |
|
0.382 |
12,687.00 |
|
LOW |
12,610.00 |
|
0.618 |
12,485.25 |
|
1.000 |
12,408.25 |
|
1.618 |
12,283.50 |
|
2.618 |
12,081.75 |
|
4.250 |
11,752.50 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,711.00 |
12,644.25 |
| PP |
12,689.25 |
12,642.25 |
| S1 |
12,667.50 |
12,640.50 |
|