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 |
1,872.2 |
1,855.9 |
-16.3 |
-0.9% |
1,872.0 |
High |
1,883.9 |
1,869.9 |
-14.0 |
-0.7% |
1,890.2 |
Low |
1,855.6 |
1,847.6 |
-8.0 |
-0.4% |
1,858.8 |
Close |
1,865.0 |
1,865.6 |
0.6 |
0.0% |
1,873.7 |
Range |
28.3 |
22.3 |
-6.0 |
-21.2% |
31.4 |
ATR |
26.3 |
26.0 |
-0.3 |
-1.1% |
0.0 |
Volume |
4,156 |
2,483 |
-1,673 |
-40.3% |
14,613 |
|
Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.9 |
1,919.1 |
1,877.9 |
|
R3 |
1,905.6 |
1,896.8 |
1,871.7 |
|
R2 |
1,883.3 |
1,883.3 |
1,869.7 |
|
R1 |
1,874.5 |
1,874.5 |
1,867.6 |
1,878.9 |
PP |
1,861.0 |
1,861.0 |
1,861.0 |
1,863.3 |
S1 |
1,852.2 |
1,852.2 |
1,863.6 |
1,856.6 |
S2 |
1,838.7 |
1,838.7 |
1,861.5 |
|
S3 |
1,816.4 |
1,829.9 |
1,859.5 |
|
S4 |
1,794.1 |
1,807.6 |
1,853.3 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.4 |
1,952.5 |
1,891.0 |
|
R3 |
1,937.0 |
1,921.1 |
1,882.3 |
|
R2 |
1,905.6 |
1,905.6 |
1,879.5 |
|
R1 |
1,889.7 |
1,889.7 |
1,876.6 |
1,897.7 |
PP |
1,874.2 |
1,874.2 |
1,874.2 |
1,878.2 |
S1 |
1,858.3 |
1,858.3 |
1,870.8 |
1,866.3 |
S2 |
1,842.8 |
1,842.8 |
1,867.9 |
|
S3 |
1,811.4 |
1,826.9 |
1,865.1 |
|
S4 |
1,780.0 |
1,795.5 |
1,856.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,884.1 |
1,847.6 |
36.5 |
2.0% |
20.6 |
1.1% |
49% |
False |
True |
2,987 |
10 |
1,890.2 |
1,828.6 |
61.6 |
3.3% |
21.3 |
1.1% |
60% |
False |
False |
2,764 |
20 |
1,933.5 |
1,808.0 |
125.5 |
6.7% |
26.2 |
1.4% |
46% |
False |
False |
2,678 |
40 |
2,024.3 |
1,808.0 |
216.3 |
11.6% |
26.0 |
1.4% |
27% |
False |
False |
2,418 |
60 |
2,091.4 |
1,808.0 |
283.4 |
15.2% |
29.3 |
1.6% |
20% |
False |
False |
2,192 |
80 |
2,091.4 |
1,808.0 |
283.4 |
15.2% |
29.7 |
1.6% |
20% |
False |
False |
1,947 |
100 |
2,091.4 |
1,793.5 |
297.9 |
16.0% |
27.1 |
1.5% |
24% |
False |
False |
1,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.7 |
2.618 |
1,928.3 |
1.618 |
1,906.0 |
1.000 |
1,892.2 |
0.618 |
1,883.7 |
HIGH |
1,869.9 |
0.618 |
1,861.4 |
0.500 |
1,858.8 |
0.382 |
1,856.1 |
LOW |
1,847.6 |
0.618 |
1,833.8 |
1.000 |
1,825.3 |
1.618 |
1,811.5 |
2.618 |
1,789.2 |
4.250 |
1,752.8 |
|
|
Fisher Pivots for day following 01-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,863.3 |
1,865.8 |
PP |
1,861.0 |
1,865.7 |
S1 |
1,858.8 |
1,865.7 |
|