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 |
4,168.00 |
4,137.25 |
-30.75 |
-0.7% |
3,910.50 |
High |
4,204.75 |
4,168.25 |
-36.50 |
-0.9% |
4,170.75 |
Low |
4,106.00 |
4,074.25 |
-31.75 |
-0.8% |
3,874.50 |
Close |
4,134.50 |
4,101.75 |
-32.75 |
-0.8% |
4,158.50 |
Range |
98.75 |
94.00 |
-4.75 |
-4.8% |
296.25 |
ATR |
109.20 |
108.11 |
-1.09 |
-1.0% |
0.00 |
Volume |
25,802 |
18,069 |
-7,733 |
-30.0% |
37,963 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,396.75 |
4,343.25 |
4,153.50 |
|
R3 |
4,302.75 |
4,249.25 |
4,127.50 |
|
R2 |
4,208.75 |
4,208.75 |
4,119.00 |
|
R1 |
4,155.25 |
4,155.25 |
4,110.25 |
4,135.00 |
PP |
4,114.75 |
4,114.75 |
4,114.75 |
4,104.50 |
S1 |
4,061.25 |
4,061.25 |
4,093.25 |
4,041.00 |
S2 |
4,020.75 |
4,020.75 |
4,084.50 |
|
S3 |
3,926.75 |
3,967.25 |
4,076.00 |
|
S4 |
3,832.75 |
3,873.25 |
4,050.00 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.75 |
4,853.75 |
4,321.50 |
|
R3 |
4,660.50 |
4,557.50 |
4,240.00 |
|
R2 |
4,364.25 |
4,364.25 |
4,212.75 |
|
R1 |
4,261.25 |
4,261.25 |
4,185.75 |
4,312.75 |
PP |
4,068.00 |
4,068.00 |
4,068.00 |
4,093.50 |
S1 |
3,965.00 |
3,965.00 |
4,131.25 |
4,016.50 |
S2 |
3,771.75 |
3,771.75 |
4,104.25 |
|
S3 |
3,475.50 |
3,668.75 |
4,077.00 |
|
S4 |
3,179.25 |
3,372.50 |
3,995.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,204.75 |
3,916.00 |
288.75 |
7.0% |
103.25 |
2.5% |
64% |
False |
False |
12,786 |
10 |
4,204.75 |
3,810.00 |
394.75 |
9.6% |
110.50 |
2.7% |
74% |
False |
False |
10,847 |
20 |
4,306.50 |
3,810.00 |
496.50 |
12.1% |
115.00 |
2.8% |
59% |
False |
False |
7,623 |
40 |
4,591.50 |
3,810.00 |
781.50 |
19.1% |
104.50 |
2.5% |
37% |
False |
False |
5,093 |
60 |
4,634.00 |
3,810.00 |
824.00 |
20.1% |
98.25 |
2.4% |
35% |
False |
False |
3,930 |
80 |
4,634.00 |
3,810.00 |
824.00 |
20.1% |
99.75 |
2.4% |
35% |
False |
False |
3,029 |
100 |
4,726.00 |
3,810.00 |
916.00 |
22.3% |
100.25 |
2.4% |
32% |
False |
False |
2,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,567.75 |
2.618 |
4,414.25 |
1.618 |
4,320.25 |
1.000 |
4,262.25 |
0.618 |
4,226.25 |
HIGH |
4,168.25 |
0.618 |
4,132.25 |
0.500 |
4,121.25 |
0.382 |
4,110.25 |
LOW |
4,074.25 |
0.618 |
4,016.25 |
1.000 |
3,980.25 |
1.618 |
3,922.25 |
2.618 |
3,828.25 |
4.250 |
3,674.75 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,121.25 |
4,124.50 |
PP |
4,114.75 |
4,117.00 |
S1 |
4,108.25 |
4,109.25 |
|