| 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 |
32,809.01 |
32,986.32 |
177.31 |
0.5% |
33,160.59 |
| High |
33,248.61 |
33,135.61 |
-113.00 |
-0.3% |
33,272.34 |
| Low |
32,509.43 |
32,839.21 |
329.78 |
1.0% |
32,509.43 |
| Close |
33,248.28 |
32,899.70 |
-348.58 |
-1.0% |
32,899.70 |
| Range |
739.18 |
296.40 |
-442.78 |
-59.9% |
762.91 |
| ATR |
678.30 |
659.07 |
-19.23 |
-2.8% |
0.00 |
| Volume |
331,185,297 |
298,566,771 |
-32,618,526 |
-9.8% |
1,517,776,477 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,847.37 |
33,669.94 |
33,062.72 |
|
| R3 |
33,550.97 |
33,373.54 |
32,981.21 |
|
| R2 |
33,254.57 |
33,254.57 |
32,954.04 |
|
| R1 |
33,077.14 |
33,077.14 |
32,926.87 |
33,017.66 |
| PP |
32,958.17 |
32,958.17 |
32,958.17 |
32,928.43 |
| S1 |
32,780.74 |
32,780.74 |
32,872.53 |
32,721.26 |
| S2 |
32,661.77 |
32,661.77 |
32,845.36 |
|
| S3 |
32,365.37 |
32,484.34 |
32,818.19 |
|
| S4 |
32,068.97 |
32,187.94 |
32,736.68 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,182.55 |
34,804.04 |
33,319.30 |
|
| R3 |
34,419.64 |
34,041.13 |
33,109.50 |
|
| R2 |
33,656.73 |
33,656.73 |
33,039.57 |
|
| R1 |
33,278.22 |
33,278.22 |
32,969.63 |
33,086.02 |
| PP |
32,893.82 |
32,893.82 |
32,893.82 |
32,797.73 |
| S1 |
32,515.31 |
32,515.31 |
32,829.77 |
32,323.11 |
| S2 |
32,130.91 |
32,130.91 |
32,759.83 |
|
| S3 |
31,368.00 |
31,752.40 |
32,689.90 |
|
| S4 |
30,605.09 |
30,989.49 |
32,480.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33,272.34 |
32,509.43 |
762.91 |
2.3% |
548.53 |
1.7% |
51% |
False |
False |
369,793,259 |
| 10 |
33,272.34 |
30,635.76 |
2,636.58 |
8.0% |
587.06 |
1.8% |
86% |
False |
False |
383,790,798 |
| 20 |
33,272.34 |
30,635.76 |
2,636.58 |
8.0% |
617.91 |
1.9% |
86% |
False |
False |
413,365,201 |
| 40 |
35,492.22 |
30,635.76 |
4,856.46 |
14.8% |
638.72 |
1.9% |
47% |
False |
False |
395,208,415 |
| 60 |
35,492.22 |
30,635.76 |
4,856.46 |
14.8% |
574.08 |
1.7% |
47% |
False |
False |
388,165,105 |
| 80 |
35,824.28 |
30,635.76 |
5,188.52 |
15.8% |
583.42 |
1.8% |
44% |
False |
False |
394,860,963 |
| 100 |
36,513.88 |
30,635.76 |
5,878.12 |
17.9% |
589.39 |
1.8% |
39% |
False |
False |
402,115,733 |
| 120 |
36,952.65 |
30,635.76 |
6,316.89 |
19.2% |
551.87 |
1.7% |
36% |
False |
False |
397,029,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,395.31 |
|
2.618 |
33,911.59 |
|
1.618 |
33,615.19 |
|
1.000 |
33,432.01 |
|
0.618 |
33,318.79 |
|
HIGH |
33,135.61 |
|
0.618 |
33,022.39 |
|
0.500 |
32,987.41 |
|
0.382 |
32,952.43 |
|
LOW |
32,839.21 |
|
0.618 |
32,656.03 |
|
1.000 |
32,542.81 |
|
1.618 |
32,359.63 |
|
2.618 |
32,063.23 |
|
4.250 |
31,579.51 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
32,987.41 |
32,896.76 |
| PP |
32,958.17 |
32,893.82 |
| S1 |
32,928.94 |
32,890.89 |
|