| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
32,986.32 |
33,032.04 |
45.72 |
0.1% |
33,160.59 |
| High |
33,135.61 |
33,235.37 |
99.76 |
0.3% |
33,272.34 |
| Low |
32,839.21 |
32,819.50 |
-19.71 |
-0.1% |
32,509.43 |
| Close |
32,899.70 |
32,915.78 |
16.08 |
0.0% |
32,899.70 |
| Range |
296.40 |
415.87 |
119.47 |
40.3% |
762.91 |
| ATR |
659.07 |
641.70 |
-17.37 |
-2.6% |
0.00 |
| Volume |
298,566,771 |
258,400,749 |
-40,166,022 |
-13.5% |
1,517,776,477 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,237.83 |
33,992.67 |
33,144.51 |
|
| R3 |
33,821.96 |
33,576.80 |
33,030.14 |
|
| R2 |
33,406.09 |
33,406.09 |
32,992.02 |
|
| R1 |
33,160.93 |
33,160.93 |
32,953.90 |
33,075.58 |
| PP |
32,990.22 |
32,990.22 |
32,990.22 |
32,947.54 |
| S1 |
32,745.06 |
32,745.06 |
32,877.66 |
32,659.71 |
| S2 |
32,574.35 |
32,574.35 |
32,839.54 |
|
| S3 |
32,158.48 |
32,329.19 |
32,801.42 |
|
| S4 |
31,742.61 |
31,913.32 |
32,687.05 |
|
|
| 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% |
525.38 |
1.6% |
53% |
False |
False |
355,235,445 |
| 10 |
33,272.34 |
31,365.59 |
1,906.75 |
5.8% |
540.64 |
1.6% |
81% |
False |
False |
359,741,768 |
| 20 |
33,272.34 |
30,635.76 |
2,636.58 |
8.0% |
609.64 |
1.9% |
86% |
False |
False |
405,378,393 |
| 40 |
35,492.22 |
30,635.76 |
4,856.46 |
14.8% |
636.25 |
1.9% |
47% |
False |
False |
393,548,132 |
| 60 |
35,492.22 |
30,635.76 |
4,856.46 |
14.8% |
574.06 |
1.7% |
47% |
False |
False |
385,813,840 |
| 80 |
35,800.24 |
30,635.76 |
5,164.48 |
15.7% |
586.00 |
1.8% |
44% |
False |
False |
393,845,828 |
| 100 |
36,513.88 |
30,635.76 |
5,878.12 |
17.9% |
588.53 |
1.8% |
39% |
False |
False |
401,067,813 |
| 120 |
36,952.65 |
30,635.76 |
6,316.89 |
19.2% |
552.43 |
1.7% |
36% |
False |
False |
395,419,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,002.82 |
|
2.618 |
34,324.12 |
|
1.618 |
33,908.25 |
|
1.000 |
33,651.24 |
|
0.618 |
33,492.38 |
|
HIGH |
33,235.37 |
|
0.618 |
33,076.51 |
|
0.500 |
33,027.44 |
|
0.382 |
32,978.36 |
|
LOW |
32,819.50 |
|
0.618 |
32,562.49 |
|
1.000 |
32,403.63 |
|
1.618 |
32,146.62 |
|
2.618 |
31,730.75 |
|
4.250 |
31,052.05 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
33,027.44 |
32,903.53 |
| PP |
32,990.22 |
32,891.27 |
| S1 |
32,953.00 |
32,879.02 |
|