Trading Metrics calculated at close of trading on 07-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1,881.7 |
1,889.7 |
8.0 |
0.4% |
1,891.1 |
High |
1,905.7 |
1,919.6 |
13.9 |
0.7% |
1,908.3 |
Low |
1,878.0 |
1,868.1 |
-9.9 |
-0.5% |
1,827.5 |
Close |
1,888.7 |
1,918.6 |
29.9 |
1.6% |
1,881.3 |
Range |
27.7 |
51.5 |
23.8 |
85.9% |
80.8 |
ATR |
55.1 |
54.9 |
-0.3 |
-0.5% |
0.0 |
Volume |
168,764 |
172,056 |
3,292 |
2.0% |
867,053 |
|
Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.6 |
2,039.1 |
1,946.9 |
|
R3 |
2,005.1 |
1,987.6 |
1,932.8 |
|
R2 |
1,953.6 |
1,953.6 |
1,928.0 |
|
R1 |
1,936.1 |
1,936.1 |
1,923.3 |
1,944.9 |
PP |
1,902.1 |
1,902.1 |
1,902.1 |
1,906.5 |
S1 |
1,884.6 |
1,884.6 |
1,913.9 |
1,893.4 |
S2 |
1,850.6 |
1,850.6 |
1,909.2 |
|
S3 |
1,799.1 |
1,833.1 |
1,904.4 |
|
S4 |
1,747.6 |
1,781.6 |
1,890.3 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,114.8 |
2,078.8 |
1,925.7 |
|
R3 |
2,034.0 |
1,998.0 |
1,903.5 |
|
R2 |
1,953.2 |
1,953.2 |
1,896.1 |
|
R1 |
1,917.2 |
1,917.2 |
1,888.7 |
1,894.8 |
PP |
1,872.4 |
1,872.4 |
1,872.4 |
1,861.2 |
S1 |
1,836.4 |
1,836.4 |
1,873.9 |
1,814.0 |
S2 |
1,791.6 |
1,791.6 |
1,866.5 |
|
S3 |
1,710.8 |
1,755.6 |
1,859.1 |
|
S4 |
1,630.0 |
1,674.8 |
1,836.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.6 |
1,827.5 |
92.1 |
4.8% |
44.0 |
2.3% |
99% |
True |
False |
188,185 |
10 |
1,919.6 |
1,732.3 |
187.3 |
9.8% |
51.0 |
2.7% |
99% |
True |
False |
199,019 |
20 |
1,919.6 |
1,698.3 |
221.3 |
11.5% |
56.8 |
3.0% |
100% |
True |
False |
218,639 |
40 |
2,060.9 |
1,698.3 |
362.6 |
18.9% |
57.3 |
3.0% |
61% |
False |
False |
222,221 |
60 |
2,137.1 |
1,698.3 |
438.8 |
22.9% |
53.8 |
2.8% |
50% |
False |
False |
218,490 |
80 |
2,137.1 |
1,698.3 |
438.8 |
22.9% |
56.6 |
3.0% |
50% |
False |
False |
168,598 |
100 |
2,194.4 |
1,698.3 |
496.1 |
25.9% |
58.2 |
3.0% |
44% |
False |
False |
134,951 |
120 |
2,285.0 |
1,698.3 |
586.7 |
30.6% |
56.2 |
2.9% |
38% |
False |
False |
112,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,138.5 |
2.618 |
2,054.4 |
1.618 |
2,002.9 |
1.000 |
1,971.1 |
0.618 |
1,951.4 |
HIGH |
1,919.6 |
0.618 |
1,899.9 |
0.500 |
1,893.9 |
0.382 |
1,887.8 |
LOW |
1,868.1 |
0.618 |
1,836.3 |
1.000 |
1,816.6 |
1.618 |
1,784.8 |
2.618 |
1,733.3 |
4.250 |
1,649.2 |
|
|
Fisher Pivots for day following 07-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1,910.4 |
1,910.3 |
PP |
1,902.1 |
1,902.0 |
S1 |
1,893.9 |
1,893.7 |
|