| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
12,705.25 |
12,662.50 |
-42.75 |
-0.3% |
11,866.00 |
| High |
12,883.00 |
12,823.50 |
-59.50 |
-0.5% |
12,720.25 |
| Low |
12,480.00 |
12,454.75 |
-25.25 |
-0.2% |
11,576.25 |
| Close |
12,646.50 |
12,551.00 |
-95.50 |
-0.8% |
12,677.75 |
| Range |
403.00 |
368.75 |
-34.25 |
-8.5% |
1,144.00 |
| ATR |
460.85 |
454.28 |
-6.58 |
-1.4% |
0.00 |
| Volume |
832,388 |
682,211 |
-150,177 |
-18.0% |
3,276,614 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,716.00 |
13,502.25 |
12,753.75 |
|
| R3 |
13,347.25 |
13,133.50 |
12,652.50 |
|
| R2 |
12,978.50 |
12,978.50 |
12,618.50 |
|
| R1 |
12,764.75 |
12,764.75 |
12,584.75 |
12,687.25 |
| PP |
12,609.75 |
12,609.75 |
12,609.75 |
12,571.00 |
| S1 |
12,396.00 |
12,396.00 |
12,517.25 |
12,318.50 |
| S2 |
12,241.00 |
12,241.00 |
12,483.50 |
|
| S3 |
11,872.25 |
12,027.25 |
12,449.50 |
|
| S4 |
11,503.50 |
11,658.50 |
12,348.25 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,756.75 |
15,361.25 |
13,307.00 |
|
| R3 |
14,612.75 |
14,217.25 |
12,992.25 |
|
| R2 |
13,468.75 |
13,468.75 |
12,887.50 |
|
| R1 |
13,073.25 |
13,073.25 |
12,782.50 |
13,271.00 |
| PP |
12,324.75 |
12,324.75 |
12,324.75 |
12,423.50 |
| S1 |
11,929.25 |
11,929.25 |
12,573.00 |
12,127.00 |
| S2 |
11,180.75 |
11,180.75 |
12,468.00 |
|
| S3 |
10,036.75 |
10,785.25 |
12,363.25 |
|
| S4 |
8,892.75 |
9,641.25 |
12,048.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,883.00 |
11,672.00 |
1,211.00 |
9.6% |
425.75 |
3.4% |
73% |
False |
False |
682,714 |
| 10 |
12,883.00 |
11,491.25 |
1,391.75 |
11.1% |
447.25 |
3.6% |
76% |
False |
False |
716,112 |
| 20 |
13,555.25 |
11,491.25 |
2,064.00 |
16.4% |
479.75 |
3.8% |
51% |
False |
False |
747,440 |
| 40 |
15,198.00 |
11,491.25 |
3,706.75 |
29.5% |
451.25 |
3.6% |
29% |
False |
False |
706,007 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
30.1% |
432.00 |
3.4% |
28% |
False |
False |
624,253 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
30.1% |
438.00 |
3.5% |
28% |
False |
False |
468,881 |
| 100 |
16,007.50 |
11,491.25 |
4,516.25 |
36.0% |
448.75 |
3.6% |
23% |
False |
False |
375,516 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
41.1% |
426.00 |
3.4% |
21% |
False |
False |
313,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,390.75 |
|
2.618 |
13,789.00 |
|
1.618 |
13,420.25 |
|
1.000 |
13,192.25 |
|
0.618 |
13,051.50 |
|
HIGH |
12,823.50 |
|
0.618 |
12,682.75 |
|
0.500 |
12,639.00 |
|
0.382 |
12,595.50 |
|
LOW |
12,454.75 |
|
0.618 |
12,226.75 |
|
1.000 |
12,086.00 |
|
1.618 |
11,858.00 |
|
2.618 |
11,489.25 |
|
4.250 |
10,887.50 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,639.00 |
12,552.50 |
| PP |
12,609.75 |
12,552.00 |
| S1 |
12,580.50 |
12,551.50 |
|