Trading Metrics calculated at close of trading on 06-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
12,650.64 |
12,753.14 |
102.50 |
0.8% |
12,688.95 |
High |
12,724.81 |
12,804.46 |
79.65 |
0.6% |
12,863.91 |
Low |
12,505.76 |
12,534.58 |
28.82 |
0.2% |
12,447.77 |
Close |
12,548.03 |
12,599.63 |
51.60 |
0.4% |
12,548.03 |
Range |
219.05 |
269.88 |
50.83 |
23.2% |
416.14 |
ATR |
399.14 |
389.91 |
-9.23 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,455.86 |
13,297.63 |
12,748.06 |
|
R3 |
13,185.98 |
13,027.75 |
12,673.85 |
|
R2 |
12,916.10 |
12,916.10 |
12,649.11 |
|
R1 |
12,757.87 |
12,757.87 |
12,624.37 |
12,702.05 |
PP |
12,646.22 |
12,646.22 |
12,646.22 |
12,618.31 |
S1 |
12,487.99 |
12,487.99 |
12,574.89 |
12,432.17 |
S2 |
12,376.34 |
12,376.34 |
12,550.15 |
|
S3 |
12,106.46 |
12,218.11 |
12,525.41 |
|
S4 |
11,836.58 |
11,948.23 |
12,451.20 |
|
|
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 |
12,447.77 |
416.14 |
3.3% |
309.63 |
2.5% |
36% |
False |
False |
|
10 |
12,863.91 |
11,576.11 |
1,287.80 |
10.2% |
310.20 |
2.5% |
79% |
False |
False |
|
20 |
12,863.91 |
11,492.29 |
1,371.62 |
10.9% |
347.56 |
2.8% |
81% |
False |
False |
|
40 |
14,490.19 |
11,492.29 |
2,997.90 |
23.8% |
368.20 |
2.9% |
37% |
False |
False |
|
60 |
15,265.42 |
11,492.29 |
3,773.13 |
29.9% |
347.03 |
2.8% |
29% |
False |
False |
|
80 |
15,265.42 |
11,492.29 |
3,773.13 |
29.9% |
356.90 |
2.8% |
29% |
False |
False |
|
100 |
16,017.39 |
11,492.29 |
4,525.10 |
35.9% |
364.04 |
2.9% |
24% |
False |
False |
|
120 |
16,607.19 |
11,492.29 |
5,114.90 |
40.6% |
351.78 |
2.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,951.45 |
2.618 |
13,511.01 |
1.618 |
13,241.13 |
1.000 |
13,074.34 |
0.618 |
12,971.25 |
HIGH |
12,804.46 |
0.618 |
12,701.37 |
0.500 |
12,669.52 |
0.382 |
12,637.67 |
LOW |
12,534.58 |
0.618 |
12,367.79 |
1.000 |
12,264.70 |
1.618 |
12,097.91 |
2.618 |
11,828.03 |
4.250 |
11,387.59 |
|
|
Fisher Pivots for day following 06-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
12,669.52 |
12,655.84 |
PP |
12,646.22 |
12,637.10 |
S1 |
12,622.93 |
12,618.37 |
|