| 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 |
12,549.75 |
12,896.00 |
346.25 |
2.8% |
12,705.25 |
| High |
12,903.75 |
12,945.25 |
41.50 |
0.3% |
12,945.25 |
| Low |
12,442.50 |
12,503.00 |
60.50 |
0.5% |
12,442.50 |
| Close |
12,893.75 |
12,551.00 |
-342.75 |
-2.7% |
12,551.00 |
| Range |
461.25 |
442.25 |
-19.00 |
-4.1% |
502.75 |
| ATR |
454.77 |
453.88 |
-0.89 |
-0.2% |
0.00 |
| Volume |
620,008 |
652,955 |
32,947 |
5.3% |
2,787,562 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,993.25 |
13,714.25 |
12,794.25 |
|
| R3 |
13,551.00 |
13,272.00 |
12,672.50 |
|
| R2 |
13,108.75 |
13,108.75 |
12,632.00 |
|
| R1 |
12,829.75 |
12,829.75 |
12,591.50 |
12,748.00 |
| PP |
12,666.50 |
12,666.50 |
12,666.50 |
12,625.50 |
| S1 |
12,387.50 |
12,387.50 |
12,510.50 |
12,306.00 |
| S2 |
12,224.25 |
12,224.25 |
12,470.00 |
|
| S3 |
11,782.00 |
11,945.25 |
12,429.50 |
|
| S4 |
11,339.75 |
11,503.00 |
12,307.75 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,154.50 |
13,855.50 |
12,827.50 |
|
| R3 |
13,651.75 |
13,352.75 |
12,689.25 |
|
| R2 |
13,149.00 |
13,149.00 |
12,643.25 |
|
| R1 |
12,850.00 |
12,850.00 |
12,597.00 |
12,748.00 |
| PP |
12,646.25 |
12,646.25 |
12,646.25 |
12,595.25 |
| S1 |
12,347.25 |
12,347.25 |
12,505.00 |
12,245.50 |
| S2 |
12,143.50 |
12,143.50 |
12,458.75 |
|
| S3 |
11,640.75 |
11,844.50 |
12,412.75 |
|
| S4 |
11,138.00 |
11,341.75 |
12,274.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,945.25 |
12,222.00 |
723.25 |
5.8% |
434.75 |
3.5% |
45% |
True |
False |
680,710 |
| 10 |
12,945.25 |
11,491.25 |
1,454.00 |
11.6% |
427.00 |
3.4% |
73% |
True |
False |
687,095 |
| 20 |
12,945.25 |
11,491.25 |
1,454.00 |
11.6% |
449.25 |
3.6% |
73% |
True |
False |
732,039 |
| 40 |
14,642.25 |
11,491.25 |
3,151.00 |
25.1% |
451.75 |
3.6% |
34% |
False |
False |
704,171 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
30.1% |
427.25 |
3.4% |
28% |
False |
False |
644,843 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
30.1% |
442.00 |
3.5% |
28% |
False |
False |
484,772 |
| 100 |
16,007.50 |
11,491.25 |
4,516.25 |
36.0% |
449.25 |
3.6% |
23% |
False |
False |
388,190 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
41.1% |
429.75 |
3.4% |
21% |
False |
False |
323,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,824.75 |
|
2.618 |
14,103.00 |
|
1.618 |
13,660.75 |
|
1.000 |
13,387.50 |
|
0.618 |
13,218.50 |
|
HIGH |
12,945.25 |
|
0.618 |
12,776.25 |
|
0.500 |
12,724.00 |
|
0.382 |
12,672.00 |
|
LOW |
12,503.00 |
|
0.618 |
12,229.75 |
|
1.000 |
12,060.75 |
|
1.618 |
11,787.50 |
|
2.618 |
11,345.25 |
|
4.250 |
10,623.50 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,724.00 |
12,694.00 |
| PP |
12,666.50 |
12,646.25 |
| S1 |
12,608.75 |
12,598.50 |
|