| 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 |
14,603.0 |
14,484.0 |
-119.0 |
-0.8% |
14,560.0 |
| High |
14,637.0 |
14,709.0 |
72.0 |
0.5% |
14,637.0 |
| Low |
14,435.0 |
14,480.0 |
45.0 |
0.3% |
14,305.0 |
| Close |
14,444.0 |
14,652.0 |
208.0 |
1.4% |
14,444.0 |
| Range |
202.0 |
229.0 |
27.0 |
13.4% |
332.0 |
| ATR |
292.1 |
290.2 |
-1.9 |
-0.7% |
0.0 |
| Volume |
56,283 |
59,590 |
3,307 |
5.9% |
257,247 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,300.7 |
15,205.3 |
14,778.0 |
|
| R3 |
15,071.7 |
14,976.3 |
14,715.0 |
|
| R2 |
14,842.7 |
14,842.7 |
14,694.0 |
|
| R1 |
14,747.3 |
14,747.3 |
14,673.0 |
14,795.0 |
| PP |
14,613.7 |
14,613.7 |
14,613.7 |
14,637.5 |
| S1 |
14,518.3 |
14,518.3 |
14,631.0 |
14,566.0 |
| S2 |
14,384.7 |
14,384.7 |
14,610.0 |
|
| S3 |
14,155.7 |
14,289.3 |
14,589.0 |
|
| S4 |
13,926.7 |
14,060.3 |
14,526.1 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,458.0 |
15,283.0 |
14,626.6 |
|
| R3 |
15,126.0 |
14,951.0 |
14,535.3 |
|
| R2 |
14,794.0 |
14,794.0 |
14,504.9 |
|
| R1 |
14,619.0 |
14,619.0 |
14,474.4 |
14,540.5 |
| PP |
14,462.0 |
14,462.0 |
14,462.0 |
14,422.8 |
| S1 |
14,287.0 |
14,287.0 |
14,413.6 |
14,208.5 |
| S2 |
14,130.0 |
14,130.0 |
14,383.1 |
|
| S3 |
13,798.0 |
13,955.0 |
14,352.7 |
|
| S4 |
13,466.0 |
13,623.0 |
14,261.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,709.0 |
14,305.0 |
404.0 |
2.8% |
225.6 |
1.5% |
86% |
True |
False |
63,367 |
| 10 |
14,709.0 |
13,858.0 |
851.0 |
5.8% |
239.0 |
1.6% |
93% |
True |
False |
61,427 |
| 20 |
14,709.0 |
13,272.0 |
1,437.0 |
9.8% |
285.6 |
1.9% |
96% |
True |
False |
66,661 |
| 40 |
14,709.0 |
13,272.0 |
1,437.0 |
9.8% |
288.0 |
2.0% |
96% |
True |
False |
63,507 |
| 60 |
14,945.0 |
13,272.0 |
1,673.0 |
11.4% |
312.1 |
2.1% |
82% |
False |
False |
58,308 |
| 80 |
15,589.0 |
12,448.0 |
3,141.0 |
21.4% |
355.6 |
2.4% |
70% |
False |
False |
43,860 |
| 100 |
16,103.0 |
12,448.0 |
3,655.0 |
24.9% |
327.7 |
2.2% |
60% |
False |
False |
35,104 |
| 120 |
16,307.0 |
12,448.0 |
3,859.0 |
26.3% |
293.8 |
2.0% |
57% |
False |
False |
29,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,682.3 |
|
2.618 |
15,308.5 |
|
1.618 |
15,079.5 |
|
1.000 |
14,938.0 |
|
0.618 |
14,850.5 |
|
HIGH |
14,709.0 |
|
0.618 |
14,621.5 |
|
0.500 |
14,594.5 |
|
0.382 |
14,567.5 |
|
LOW |
14,480.0 |
|
0.618 |
14,338.5 |
|
1.000 |
14,251.0 |
|
1.618 |
14,109.5 |
|
2.618 |
13,880.5 |
|
4.250 |
13,506.8 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,632.8 |
14,606.7 |
| PP |
14,613.7 |
14,561.3 |
| S1 |
14,594.5 |
14,516.0 |
|