Trading Metrics calculated at close of trading on 02-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
4,137.25 |
4,100.00 |
-37.25 |
-0.9% |
3,910.50 |
High |
4,168.25 |
4,181.75 |
13.50 |
0.3% |
4,170.75 |
Low |
4,074.25 |
4,074.75 |
0.50 |
0.0% |
3,874.50 |
Close |
4,101.75 |
4,178.00 |
76.25 |
1.9% |
4,158.50 |
Range |
94.00 |
107.00 |
13.00 |
13.8% |
296.25 |
ATR |
108.11 |
108.03 |
-0.08 |
-0.1% |
0.00 |
Volume |
18,069 |
19,831 |
1,762 |
9.8% |
37,963 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,465.75 |
4,429.00 |
4,236.75 |
|
R3 |
4,358.75 |
4,322.00 |
4,207.50 |
|
R2 |
4,251.75 |
4,251.75 |
4,197.50 |
|
R1 |
4,215.00 |
4,215.00 |
4,187.75 |
4,233.50 |
PP |
4,144.75 |
4,144.75 |
4,144.75 |
4,154.00 |
S1 |
4,108.00 |
4,108.00 |
4,168.25 |
4,126.50 |
S2 |
4,037.75 |
4,037.75 |
4,158.50 |
|
S3 |
3,930.75 |
4,001.00 |
4,148.50 |
|
S4 |
3,823.75 |
3,894.00 |
4,119.25 |
|
|
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 |
3,963.25 |
241.50 |
5.8% |
107.75 |
2.6% |
89% |
False |
False |
15,137 |
10 |
4,204.75 |
3,810.00 |
394.75 |
9.4% |
102.25 |
2.4% |
93% |
False |
False |
12,165 |
20 |
4,304.50 |
3,810.00 |
494.50 |
11.8% |
112.50 |
2.7% |
74% |
False |
False |
8,422 |
40 |
4,531.75 |
3,810.00 |
721.75 |
17.3% |
105.25 |
2.5% |
51% |
False |
False |
5,534 |
60 |
4,634.00 |
3,810.00 |
824.00 |
19.7% |
97.75 |
2.3% |
45% |
False |
False |
4,214 |
80 |
4,634.00 |
3,810.00 |
824.00 |
19.7% |
100.50 |
2.4% |
45% |
False |
False |
3,277 |
100 |
4,726.00 |
3,810.00 |
916.00 |
21.9% |
100.75 |
2.4% |
40% |
False |
False |
2,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,636.50 |
2.618 |
4,462.00 |
1.618 |
4,355.00 |
1.000 |
4,288.75 |
0.618 |
4,248.00 |
HIGH |
4,181.75 |
0.618 |
4,141.00 |
0.500 |
4,128.25 |
0.382 |
4,115.50 |
LOW |
4,074.75 |
0.618 |
4,008.50 |
1.000 |
3,967.75 |
1.618 |
3,901.50 |
2.618 |
3,794.50 |
4.250 |
3,620.00 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
4,161.50 |
4,165.25 |
PP |
4,144.75 |
4,152.25 |
S1 |
4,128.25 |
4,139.50 |
|