| 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 |
128.688 |
130.122 |
1.434 |
1.1% |
127.844 |
| High |
130.186 |
130.237 |
0.051 |
0.0% |
128.078 |
| Low |
128.648 |
129.514 |
0.866 |
0.7% |
126.364 |
| Close |
130.121 |
129.749 |
-0.372 |
-0.3% |
127.083 |
| Range |
1.538 |
0.723 |
-0.815 |
-53.0% |
1.714 |
| ATR |
1.275 |
1.236 |
-0.039 |
-3.1% |
0.000 |
| Volume |
263,150 |
239,843 |
-23,307 |
-8.9% |
1,528,239 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.002 |
131.599 |
130.147 |
|
| R3 |
131.279 |
130.876 |
129.948 |
|
| R2 |
130.556 |
130.556 |
129.882 |
|
| R1 |
130.153 |
130.153 |
129.815 |
129.993 |
| PP |
129.833 |
129.833 |
129.833 |
129.754 |
| S1 |
129.430 |
129.430 |
129.683 |
129.270 |
| S2 |
129.110 |
129.110 |
129.616 |
|
| S3 |
128.387 |
128.707 |
129.550 |
|
| S4 |
127.664 |
127.984 |
129.351 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.317 |
131.414 |
128.026 |
|
| R3 |
130.603 |
129.700 |
127.554 |
|
| R2 |
128.889 |
128.889 |
127.397 |
|
| R1 |
127.986 |
127.986 |
127.240 |
127.581 |
| PP |
127.175 |
127.175 |
127.175 |
126.972 |
| S1 |
126.272 |
126.272 |
126.926 |
125.867 |
| S2 |
125.461 |
125.461 |
126.769 |
|
| S3 |
123.747 |
124.558 |
126.612 |
|
| S4 |
122.033 |
122.844 |
126.140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.237 |
126.551 |
3.686 |
2.8% |
1.049 |
0.8% |
87% |
True |
False |
278,587 |
| 10 |
130.237 |
126.364 |
3.873 |
3.0% |
1.138 |
0.9% |
87% |
True |
False |
314,224 |
| 20 |
131.343 |
126.364 |
4.979 |
3.8% |
1.220 |
0.9% |
68% |
False |
False |
332,040 |
| 40 |
131.343 |
123.466 |
7.877 |
6.1% |
1.250 |
1.0% |
80% |
False |
False |
306,597 |
| 60 |
131.343 |
115.561 |
15.782 |
12.2% |
1.228 |
0.9% |
90% |
False |
False |
282,676 |
| 80 |
131.343 |
114.409 |
16.934 |
13.1% |
1.092 |
0.8% |
91% |
False |
False |
271,168 |
| 100 |
131.343 |
113.477 |
17.866 |
13.8% |
1.008 |
0.8% |
91% |
False |
False |
255,054 |
| 120 |
131.343 |
113.143 |
18.200 |
14.0% |
0.926 |
0.7% |
91% |
False |
False |
236,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.310 |
|
2.618 |
132.130 |
|
1.618 |
131.407 |
|
1.000 |
130.960 |
|
0.618 |
130.684 |
|
HIGH |
130.237 |
|
0.618 |
129.961 |
|
0.500 |
129.876 |
|
0.382 |
129.790 |
|
LOW |
129.514 |
|
0.618 |
129.067 |
|
1.000 |
128.791 |
|
1.618 |
128.344 |
|
2.618 |
127.621 |
|
4.250 |
126.441 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129.876 |
129.456 |
| PP |
129.833 |
129.164 |
| S1 |
129.791 |
128.871 |
|