| 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 |
12,690.00 |
12,575.00 |
-115.00 |
-0.9% |
11,890.00 |
| High |
12,852.50 |
12,934.75 |
82.25 |
0.6% |
12,750.50 |
| Low |
12,487.00 |
12,477.75 |
-9.25 |
-0.1% |
11,606.75 |
| Close |
12,582.50 |
12,924.25 |
341.75 |
2.7% |
12,709.25 |
| Range |
365.50 |
457.00 |
91.50 |
25.0% |
1,143.75 |
| ATR |
450.02 |
450.52 |
0.50 |
0.1% |
0.00 |
| Volume |
3,138 |
2,172 |
-966 |
-30.8% |
12,026 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,150.00 |
13,994.00 |
13,175.50 |
|
| R3 |
13,693.00 |
13,537.00 |
13,050.00 |
|
| R2 |
13,236.00 |
13,236.00 |
13,008.00 |
|
| R1 |
13,080.00 |
13,080.00 |
12,966.25 |
13,158.00 |
| PP |
12,779.00 |
12,779.00 |
12,779.00 |
12,818.00 |
| S1 |
12,623.00 |
12,623.00 |
12,882.25 |
12,701.00 |
| S2 |
12,322.00 |
12,322.00 |
12,840.50 |
|
| S3 |
11,865.00 |
12,166.00 |
12,798.50 |
|
| S4 |
11,408.00 |
11,709.00 |
12,673.00 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,786.75 |
15,391.75 |
13,338.25 |
|
| R3 |
14,643.00 |
14,248.00 |
13,023.75 |
|
| R2 |
13,499.25 |
13,499.25 |
12,919.00 |
|
| R1 |
13,104.25 |
13,104.25 |
12,814.00 |
13,301.75 |
| PP |
12,355.50 |
12,355.50 |
12,355.50 |
12,454.25 |
| S1 |
11,960.50 |
11,960.50 |
12,604.50 |
12,158.00 |
| S2 |
11,211.75 |
11,211.75 |
12,499.50 |
|
| S3 |
10,068.00 |
10,816.75 |
12,394.75 |
|
| S4 |
8,924.25 |
9,673.00 |
12,080.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,934.75 |
11,881.25 |
1,053.50 |
8.2% |
441.00 |
3.4% |
99% |
True |
False |
3,078 |
| 10 |
12,934.75 |
11,521.25 |
1,413.50 |
10.9% |
418.25 |
3.2% |
99% |
True |
False |
2,400 |
| 20 |
13,582.00 |
11,521.25 |
2,060.75 |
15.9% |
466.25 |
3.6% |
68% |
False |
False |
1,991 |
| 40 |
14,892.00 |
11,521.25 |
3,370.75 |
26.1% |
448.00 |
3.5% |
42% |
False |
False |
1,526 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
29.3% |
424.00 |
3.3% |
37% |
False |
False |
1,171 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
29.3% |
428.75 |
3.3% |
37% |
False |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,877.00 |
|
2.618 |
14,131.25 |
|
1.618 |
13,674.25 |
|
1.000 |
13,391.75 |
|
0.618 |
13,217.25 |
|
HIGH |
12,934.75 |
|
0.618 |
12,760.25 |
|
0.500 |
12,706.25 |
|
0.382 |
12,652.25 |
|
LOW |
12,477.75 |
|
0.618 |
12,195.25 |
|
1.000 |
12,020.75 |
|
1.618 |
11,738.25 |
|
2.618 |
11,281.25 |
|
4.250 |
10,535.50 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,851.50 |
12,851.50 |
| PP |
12,779.00 |
12,779.00 |
| S1 |
12,706.25 |
12,706.25 |
|