| 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 |
12,688.95 |
12,748.29 |
59.34 |
0.5% |
11,857.19 |
| High |
12,762.84 |
12,820.47 |
57.63 |
0.5% |
12,682.58 |
| Low |
12,482.32 |
12,457.91 |
-24.41 |
-0.2% |
11,576.11 |
| Close |
12,642.10 |
12,548.36 |
-93.74 |
-0.7% |
12,681.42 |
| Range |
280.52 |
362.56 |
82.04 |
29.2% |
1,106.47 |
| ATR |
405.30 |
402.25 |
-3.05 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,696.59 |
13,485.04 |
12,747.77 |
|
| R3 |
13,334.03 |
13,122.48 |
12,648.06 |
|
| R2 |
12,971.47 |
12,971.47 |
12,614.83 |
|
| R1 |
12,759.92 |
12,759.92 |
12,581.59 |
12,684.42 |
| PP |
12,608.91 |
12,608.91 |
12,608.91 |
12,571.16 |
| S1 |
12,397.36 |
12,397.36 |
12,515.13 |
12,321.86 |
| S2 |
12,246.35 |
12,246.35 |
12,481.89 |
|
| S3 |
11,883.79 |
12,034.80 |
12,448.66 |
|
| S4 |
11,521.23 |
11,672.24 |
12,348.95 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,632.78 |
15,263.57 |
13,289.98 |
|
| R3 |
14,526.31 |
14,157.10 |
12,985.70 |
|
| R2 |
13,419.84 |
13,419.84 |
12,884.27 |
|
| R1 |
13,050.63 |
13,050.63 |
12,782.85 |
13,235.24 |
| PP |
12,313.37 |
12,313.37 |
12,313.37 |
12,405.67 |
| S1 |
11,944.16 |
11,944.16 |
12,579.99 |
12,128.77 |
| S2 |
11,206.90 |
11,206.90 |
12,478.57 |
|
| S3 |
10,100.43 |
10,837.69 |
12,377.14 |
|
| S4 |
8,993.96 |
9,731.22 |
12,072.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,820.47 |
11,714.27 |
1,106.20 |
8.8% |
334.00 |
2.7% |
75% |
True |
False |
|
| 10 |
12,820.47 |
11,492.29 |
1,328.18 |
10.6% |
351.51 |
2.8% |
80% |
True |
False |
|
| 20 |
13,556.67 |
11,492.29 |
2,064.38 |
16.5% |
387.34 |
3.1% |
51% |
False |
False |
|
| 40 |
15,118.97 |
11,492.29 |
3,626.68 |
28.9% |
367.79 |
2.9% |
29% |
False |
False |
|
| 60 |
15,265.42 |
11,492.29 |
3,773.13 |
30.1% |
349.55 |
2.8% |
28% |
False |
False |
|
| 80 |
15,265.42 |
11,492.29 |
3,773.13 |
30.1% |
355.29 |
2.8% |
28% |
False |
False |
|
| 100 |
16,017.39 |
11,492.29 |
4,525.10 |
36.1% |
366.07 |
2.9% |
23% |
False |
False |
|
| 120 |
16,607.19 |
11,492.29 |
5,114.90 |
40.8% |
350.26 |
2.8% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,361.35 |
|
2.618 |
13,769.65 |
|
1.618 |
13,407.09 |
|
1.000 |
13,183.03 |
|
0.618 |
13,044.53 |
|
HIGH |
12,820.47 |
|
0.618 |
12,681.97 |
|
0.500 |
12,639.19 |
|
0.382 |
12,596.41 |
|
LOW |
12,457.91 |
|
0.618 |
12,233.85 |
|
1.000 |
12,095.35 |
|
1.618 |
11,871.29 |
|
2.618 |
11,508.73 |
|
4.250 |
10,917.03 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,639.19 |
12,612.88 |
| PP |
12,608.91 |
12,591.37 |
| S1 |
12,578.64 |
12,569.87 |
|