| 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 |
130.122 |
129.744 |
-0.378 |
-0.3% |
127.542 |
| High |
130.237 |
130.977 |
0.740 |
0.6% |
130.977 |
| Low |
129.514 |
129.688 |
0.174 |
0.1% |
127.505 |
| Close |
129.749 |
130.815 |
1.066 |
0.8% |
130.815 |
| Range |
0.723 |
1.289 |
0.566 |
78.3% |
3.472 |
| ATR |
1.236 |
1.240 |
0.004 |
0.3% |
0.000 |
| Volume |
239,843 |
215,595 |
-24,248 |
-10.1% |
1,020,462 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.360 |
133.877 |
131.524 |
|
| R3 |
133.071 |
132.588 |
131.169 |
|
| R2 |
131.782 |
131.782 |
131.051 |
|
| R1 |
131.299 |
131.299 |
130.933 |
131.541 |
| PP |
130.493 |
130.493 |
130.493 |
130.614 |
| S1 |
130.010 |
130.010 |
130.697 |
130.252 |
| S2 |
129.204 |
129.204 |
130.579 |
|
| S3 |
127.915 |
128.721 |
130.461 |
|
| S4 |
126.626 |
127.432 |
130.106 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.182 |
138.970 |
132.725 |
|
| R3 |
136.710 |
135.498 |
131.770 |
|
| R2 |
133.238 |
133.238 |
131.452 |
|
| R1 |
132.026 |
132.026 |
131.133 |
132.632 |
| PP |
129.766 |
129.766 |
129.766 |
130.069 |
| S1 |
128.554 |
128.554 |
130.497 |
129.160 |
| S2 |
126.294 |
126.294 |
130.178 |
|
| S3 |
122.822 |
125.082 |
129.860 |
|
| S4 |
119.350 |
121.610 |
128.905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.977 |
126.675 |
4.302 |
3.3% |
1.102 |
0.8% |
96% |
True |
False |
257,976 |
| 10 |
130.977 |
126.364 |
4.613 |
3.5% |
1.075 |
0.8% |
96% |
True |
False |
291,429 |
| 20 |
131.343 |
126.364 |
4.979 |
3.8% |
1.194 |
0.9% |
89% |
False |
False |
324,323 |
| 40 |
131.343 |
123.471 |
7.872 |
6.0% |
1.267 |
1.0% |
93% |
False |
False |
304,869 |
| 60 |
131.343 |
115.798 |
15.545 |
11.9% |
1.243 |
0.9% |
97% |
False |
False |
283,115 |
| 80 |
131.343 |
114.409 |
16.934 |
12.9% |
1.101 |
0.8% |
97% |
False |
False |
271,698 |
| 100 |
131.343 |
113.477 |
17.866 |
13.7% |
1.013 |
0.8% |
97% |
False |
False |
255,683 |
| 120 |
131.343 |
113.143 |
18.200 |
13.9% |
0.932 |
0.7% |
97% |
False |
False |
237,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.455 |
|
2.618 |
134.352 |
|
1.618 |
133.063 |
|
1.000 |
132.266 |
|
0.618 |
131.774 |
|
HIGH |
130.977 |
|
0.618 |
130.485 |
|
0.500 |
130.333 |
|
0.382 |
130.180 |
|
LOW |
129.688 |
|
0.618 |
128.891 |
|
1.000 |
128.399 |
|
1.618 |
127.602 |
|
2.618 |
126.313 |
|
4.250 |
124.210 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130.654 |
130.481 |
| PP |
130.493 |
130.147 |
| S1 |
130.333 |
129.813 |
|