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 |
12,748.29 |
12,483.28 |
-265.01 |
-2.1% |
11,857.19 |
High |
12,820.47 |
12,863.91 |
43.44 |
0.3% |
12,682.58 |
Low |
12,457.91 |
12,447.77 |
-10.14 |
-0.1% |
11,576.11 |
Close |
12,548.36 |
12,851.62 |
303.26 |
2.4% |
12,681.42 |
Range |
362.56 |
416.14 |
53.58 |
14.8% |
1,106.47 |
ATR |
402.25 |
403.24 |
0.99 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,969.52 |
13,826.71 |
13,080.50 |
|
R3 |
13,553.38 |
13,410.57 |
12,966.06 |
|
R2 |
13,137.24 |
13,137.24 |
12,927.91 |
|
R1 |
12,994.43 |
12,994.43 |
12,889.77 |
13,065.84 |
PP |
12,721.10 |
12,721.10 |
12,721.10 |
12,756.80 |
S1 |
12,578.29 |
12,578.29 |
12,813.47 |
12,649.70 |
S2 |
12,304.96 |
12,304.96 |
12,775.33 |
|
S3 |
11,888.82 |
12,162.15 |
12,737.18 |
|
S4 |
11,472.68 |
11,746.01 |
12,622.74 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,632.78 |
15,263.57 |
13,289.98 |
|
R3 |
14,526.31 |
14,157.10 |
12,985.70 |
|
R2 |
13,419.84 |
13,419.84 |
12,884.27 |
|
R1 |
13,050.63 |
13,050.63 |
12,782.85 |
13,235.24 |
PP |
12,313.37 |
12,313.37 |
12,313.37 |
12,405.67 |
S1 |
11,944.16 |
11,944.16 |
12,579.99 |
12,128.77 |
S2 |
11,206.90 |
11,206.90 |
12,478.57 |
|
S3 |
10,100.43 |
10,837.69 |
12,377.14 |
|
S4 |
8,993.96 |
9,731.22 |
12,072.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,863.91 |
11,902.74 |
961.17 |
7.5% |
354.30 |
2.8% |
99% |
True |
False |
|
10 |
12,863.91 |
11,492.29 |
1,371.62 |
10.7% |
343.12 |
2.7% |
99% |
True |
False |
|
20 |
13,343.51 |
11,492.29 |
1,851.22 |
14.4% |
374.69 |
2.9% |
73% |
False |
False |
|
40 |
14,639.35 |
11,492.29 |
3,147.06 |
24.5% |
369.78 |
2.9% |
43% |
False |
False |
|
60 |
15,265.42 |
11,492.29 |
3,773.13 |
29.4% |
347.60 |
2.7% |
36% |
False |
False |
|
80 |
15,265.42 |
11,492.29 |
3,773.13 |
29.4% |
356.87 |
2.8% |
36% |
False |
False |
|
100 |
16,017.39 |
11,492.29 |
4,525.10 |
35.2% |
367.19 |
2.9% |
30% |
False |
False |
|
120 |
16,607.19 |
11,492.29 |
5,114.90 |
39.8% |
351.46 |
2.7% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,632.51 |
2.618 |
13,953.36 |
1.618 |
13,537.22 |
1.000 |
13,280.05 |
0.618 |
13,121.08 |
HIGH |
12,863.91 |
0.618 |
12,704.94 |
0.500 |
12,655.84 |
0.382 |
12,606.74 |
LOW |
12,447.77 |
0.618 |
12,190.60 |
1.000 |
12,031.63 |
1.618 |
11,774.46 |
2.618 |
11,358.32 |
4.250 |
10,679.18 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,786.36 |
12,786.36 |
PP |
12,721.10 |
12,721.10 |
S1 |
12,655.84 |
12,655.84 |
|