Trading Metrics calculated at close of trading on 03-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
12,483.28 |
12,650.64 |
167.36 |
1.3% |
12,688.95 |
High |
12,863.91 |
12,724.81 |
-139.10 |
-1.1% |
12,863.91 |
Low |
12,447.77 |
12,505.76 |
57.99 |
0.5% |
12,447.77 |
Close |
12,851.62 |
12,548.03 |
-303.59 |
-2.4% |
12,548.03 |
Range |
416.14 |
219.05 |
-197.09 |
-47.4% |
416.14 |
ATR |
403.24 |
399.14 |
-4.10 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,250.02 |
13,118.07 |
12,668.51 |
|
R3 |
13,030.97 |
12,899.02 |
12,608.27 |
|
R2 |
12,811.92 |
12,811.92 |
12,588.19 |
|
R1 |
12,679.97 |
12,679.97 |
12,568.11 |
12,636.42 |
PP |
12,592.87 |
12,592.87 |
12,592.87 |
12,571.09 |
S1 |
12,460.92 |
12,460.92 |
12,527.95 |
12,417.37 |
S2 |
12,373.82 |
12,373.82 |
12,507.87 |
|
S3 |
12,154.77 |
12,241.87 |
12,487.79 |
|
S4 |
11,935.72 |
12,022.82 |
12,427.55 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,868.32 |
13,624.32 |
12,776.91 |
|
R3 |
13,452.18 |
13,208.18 |
12,662.47 |
|
R2 |
13,036.04 |
13,036.04 |
12,624.32 |
|
R1 |
12,792.04 |
12,792.04 |
12,586.18 |
12,705.97 |
PP |
12,619.90 |
12,619.90 |
12,619.90 |
12,576.87 |
S1 |
12,375.90 |
12,375.90 |
12,509.88 |
12,289.83 |
S2 |
12,203.76 |
12,203.76 |
12,471.74 |
|
S3 |
11,787.62 |
11,959.76 |
12,433.59 |
|
S4 |
11,371.48 |
11,543.62 |
12,319.15 |
|
|
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 |
12,405.29 |
458.62 |
3.7% |
311.11 |
2.5% |
31% |
False |
False |
|
10 |
12,863.91 |
11,492.29 |
1,371.62 |
10.9% |
337.97 |
2.7% |
77% |
False |
False |
|
20 |
12,926.58 |
11,492.29 |
1,434.29 |
11.4% |
354.00 |
2.8% |
74% |
False |
False |
|
40 |
14,624.24 |
11,492.29 |
3,131.95 |
25.0% |
369.16 |
2.9% |
34% |
False |
False |
|
60 |
15,265.42 |
11,492.29 |
3,773.13 |
30.1% |
346.44 |
2.8% |
28% |
False |
False |
|
80 |
15,265.42 |
11,492.29 |
3,773.13 |
30.1% |
355.87 |
2.8% |
28% |
False |
False |
|
100 |
16,017.39 |
11,492.29 |
4,525.10 |
36.1% |
364.79 |
2.9% |
23% |
False |
False |
|
120 |
16,607.19 |
11,492.29 |
5,114.90 |
40.8% |
351.65 |
2.8% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,655.77 |
2.618 |
13,298.28 |
1.618 |
13,079.23 |
1.000 |
12,943.86 |
0.618 |
12,860.18 |
HIGH |
12,724.81 |
0.618 |
12,641.13 |
0.500 |
12,615.29 |
0.382 |
12,589.44 |
LOW |
12,505.76 |
0.618 |
12,370.39 |
1.000 |
12,286.71 |
1.618 |
12,151.34 |
2.618 |
11,932.29 |
4.250 |
11,574.80 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,615.29 |
12,655.84 |
PP |
12,592.87 |
12,619.90 |
S1 |
12,570.45 |
12,583.97 |
|