| 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 |
1,855.9 |
1,866.8 |
10.9 |
0.6% |
1,872.0 |
| High |
1,869.9 |
1,891.4 |
21.5 |
1.1% |
1,890.2 |
| Low |
1,847.6 |
1,863.6 |
16.0 |
0.9% |
1,858.8 |
| Close |
1,865.6 |
1,888.5 |
22.9 |
1.2% |
1,873.7 |
| Range |
22.3 |
27.8 |
5.5 |
24.7% |
31.4 |
| ATR |
26.0 |
26.1 |
0.1 |
0.5% |
0.0 |
| Volume |
2,483 |
4,000 |
1,517 |
61.1% |
14,613 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.6 |
1,954.3 |
1,903.8 |
|
| R3 |
1,936.8 |
1,926.5 |
1,896.1 |
|
| R2 |
1,909.0 |
1,909.0 |
1,893.6 |
|
| R1 |
1,898.7 |
1,898.7 |
1,891.0 |
1,903.9 |
| PP |
1,881.2 |
1,881.2 |
1,881.2 |
1,883.7 |
| S1 |
1,870.9 |
1,870.9 |
1,886.0 |
1,876.1 |
| S2 |
1,853.4 |
1,853.4 |
1,883.4 |
|
| S3 |
1,825.6 |
1,843.1 |
1,880.9 |
|
| S4 |
1,797.8 |
1,815.3 |
1,873.2 |
|
|
| 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 |
1,891.4 |
1,847.6 |
43.8 |
2.3% |
21.6 |
1.1% |
93% |
True |
False |
3,067 |
| 10 |
1,891.4 |
1,833.0 |
58.4 |
3.1% |
22.5 |
1.2% |
95% |
True |
False |
3,003 |
| 20 |
1,933.5 |
1,808.0 |
125.5 |
6.6% |
26.1 |
1.4% |
64% |
False |
False |
2,832 |
| 40 |
2,024.3 |
1,808.0 |
216.3 |
11.5% |
26.0 |
1.4% |
37% |
False |
False |
2,490 |
| 60 |
2,081.1 |
1,808.0 |
273.1 |
14.5% |
28.2 |
1.5% |
29% |
False |
False |
2,223 |
| 80 |
2,091.4 |
1,808.0 |
283.4 |
15.0% |
29.8 |
1.6% |
28% |
False |
False |
1,975 |
| 100 |
2,091.4 |
1,793.5 |
297.9 |
15.8% |
27.3 |
1.4% |
32% |
False |
False |
1,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,009.6 |
|
2.618 |
1,964.2 |
|
1.618 |
1,936.4 |
|
1.000 |
1,919.2 |
|
0.618 |
1,908.6 |
|
HIGH |
1,891.4 |
|
0.618 |
1,880.8 |
|
0.500 |
1,877.5 |
|
0.382 |
1,874.2 |
|
LOW |
1,863.6 |
|
0.618 |
1,846.4 |
|
1.000 |
1,835.8 |
|
1.618 |
1,818.6 |
|
2.618 |
1,790.8 |
|
4.250 |
1,745.5 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.8 |
1,882.2 |
| PP |
1,881.2 |
1,875.8 |
| S1 |
1,877.5 |
1,869.5 |
|