| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,904.2530 |
1,865.8020 |
-38.4510 |
-2.0% |
1,812.2710 |
| High |
1,913.9250 |
1,888.0590 |
-25.8660 |
-1.4% |
1,869.3040 |
| Low |
1,852.5510 |
1,843.1550 |
-9.3960 |
-0.5% |
1,764.5670 |
| Close |
1,865.8070 |
1,870.1730 |
4.3660 |
0.2% |
1,835.3880 |
| Range |
61.3740 |
44.9040 |
-16.4700 |
-26.8% |
104.7370 |
| ATR |
67.6599 |
66.0345 |
-1.6254 |
-2.4% |
0.0000 |
| Volume |
177,020 |
176,554 |
-466 |
-0.3% |
310,801 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.8410 |
1,980.9110 |
1,894.8702 |
|
| R3 |
1,956.9370 |
1,936.0070 |
1,882.5216 |
|
| R2 |
1,912.0330 |
1,912.0330 |
1,878.4054 |
|
| R1 |
1,891.1030 |
1,891.1030 |
1,874.2892 |
1,901.5680 |
| PP |
1,867.1290 |
1,867.1290 |
1,867.1290 |
1,872.3615 |
| S1 |
1,846.1990 |
1,846.1990 |
1,866.0568 |
1,856.6640 |
| S2 |
1,822.2250 |
1,822.2250 |
1,861.9406 |
|
| S3 |
1,777.3210 |
1,801.2950 |
1,857.8244 |
|
| S4 |
1,732.4170 |
1,756.3910 |
1,845.4758 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.2973 |
2,091.0797 |
1,892.9934 |
|
| R3 |
2,032.5603 |
1,986.3427 |
1,864.1907 |
|
| R2 |
1,927.8233 |
1,927.8233 |
1,854.5898 |
|
| R1 |
1,881.6057 |
1,881.6057 |
1,844.9889 |
1,904.7145 |
| PP |
1,823.0863 |
1,823.0863 |
1,823.0863 |
1,834.6408 |
| S1 |
1,776.8687 |
1,776.8687 |
1,825.7871 |
1,799.9775 |
| S2 |
1,718.3493 |
1,718.3493 |
1,816.1862 |
|
| S3 |
1,613.6123 |
1,672.1317 |
1,806.5853 |
|
| S4 |
1,508.8753 |
1,567.3947 |
1,777.7827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.1% |
46.1532 |
2.5% |
70% |
False |
False |
161,936 |
| 10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.1% |
48.2053 |
2.6% |
70% |
False |
False |
109,980 |
| 20 |
2,016.1780 |
1,742.1740 |
274.0040 |
14.7% |
62.4695 |
3.3% |
47% |
False |
False |
151,147 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.2% |
74.3751 |
4.0% |
32% |
False |
False |
196,695 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.9% |
82.9940 |
4.4% |
65% |
False |
False |
217,012 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.9% |
81.3051 |
4.3% |
65% |
False |
False |
228,592 |
| 100 |
2,137.7700 |
1,258.7110 |
879.0590 |
47.0% |
79.0866 |
4.2% |
70% |
False |
False |
252,200 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
52.7% |
72.9504 |
3.9% |
73% |
False |
False |
284,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.9010 |
|
2.618 |
2,005.6177 |
|
1.618 |
1,960.7137 |
|
1.000 |
1,932.9630 |
|
0.618 |
1,915.8097 |
|
HIGH |
1,888.0590 |
|
0.618 |
1,870.9057 |
|
0.500 |
1,865.6070 |
|
0.382 |
1,860.3083 |
|
LOW |
1,843.1550 |
|
0.618 |
1,815.4043 |
|
1.000 |
1,798.2510 |
|
1.618 |
1,770.5003 |
|
2.618 |
1,725.5963 |
|
4.250 |
1,652.3130 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,868.6510 |
1,879.7945 |
| PP |
1,867.1290 |
1,876.5873 |
| S1 |
1,865.6070 |
1,873.3802 |
|