| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,805.1690 |
1,877.4030 |
72.2340 |
4.0% |
1,892.3790 |
| High |
1,897.2140 |
1,894.9550 |
-2.2590 |
-0.1% |
1,916.4340 |
| Low |
1,797.3580 |
1,834.3790 |
37.0210 |
2.1% |
1,843.1550 |
| Close |
1,877.0720 |
1,841.5000 |
-35.5720 |
-1.9% |
1,905.2190 |
| Range |
99.8560 |
60.5760 |
-39.2800 |
-39.3% |
73.2790 |
| ATR |
72.1919 |
71.3622 |
-0.8297 |
-1.1% |
0.0000 |
| Volume |
2,659 |
181,655 |
178,996 |
6,731.7% |
505,461 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.6727 |
2,000.6623 |
1,874.8168 |
|
| R3 |
1,978.0967 |
1,940.0863 |
1,858.1584 |
|
| R2 |
1,917.5207 |
1,917.5207 |
1,852.6056 |
|
| R1 |
1,879.5103 |
1,879.5103 |
1,847.0528 |
1,868.2275 |
| PP |
1,856.9447 |
1,856.9447 |
1,856.9447 |
1,851.3033 |
| S1 |
1,818.9343 |
1,818.9343 |
1,835.9472 |
1,807.6515 |
| S2 |
1,796.3687 |
1,796.3687 |
1,830.3944 |
|
| S3 |
1,735.7927 |
1,758.3583 |
1,824.8416 |
|
| S4 |
1,675.2167 |
1,697.7823 |
1,808.1832 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.1063 |
2,079.9417 |
1,945.5225 |
|
| R3 |
2,034.8273 |
2,006.6627 |
1,925.3707 |
|
| R2 |
1,961.5483 |
1,961.5483 |
1,918.6535 |
|
| R1 |
1,933.3837 |
1,933.3837 |
1,911.9362 |
1,947.4660 |
| PP |
1,888.2693 |
1,888.2693 |
1,888.2693 |
1,895.3105 |
| S1 |
1,860.1047 |
1,860.1047 |
1,898.5018 |
1,874.1870 |
| S2 |
1,814.9903 |
1,814.9903 |
1,891.7845 |
|
| S3 |
1,741.7113 |
1,786.8257 |
1,885.0673 |
|
| S4 |
1,668.4323 |
1,713.5467 |
1,864.9156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,912.3630 |
1,782.5800 |
129.7830 |
7.0% |
78.6506 |
4.3% |
45% |
False |
False |
72,527 |
| 10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.2% |
65.3886 |
3.6% |
51% |
False |
False |
99,765 |
| 20 |
1,916.4340 |
1,742.1740 |
174.2600 |
9.5% |
59.9070 |
3.3% |
57% |
False |
False |
126,931 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.5% |
76.6157 |
4.2% |
25% |
False |
False |
182,738 |
| 60 |
2,137.7700 |
1,617.6840 |
520.0860 |
28.2% |
80.2616 |
4.4% |
43% |
False |
False |
201,317 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.5% |
81.7419 |
4.4% |
61% |
False |
False |
213,956 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.5% |
80.2509 |
4.4% |
61% |
False |
False |
235,794 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
53.5% |
73.9270 |
4.0% |
70% |
False |
False |
271,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.4030 |
|
2.618 |
2,053.5430 |
|
1.618 |
1,992.9670 |
|
1.000 |
1,955.5310 |
|
0.618 |
1,932.3910 |
|
HIGH |
1,894.9550 |
|
0.618 |
1,871.8150 |
|
0.500 |
1,864.6670 |
|
0.382 |
1,857.5190 |
|
LOW |
1,834.3790 |
|
0.618 |
1,796.9430 |
|
1.000 |
1,773.8030 |
|
1.618 |
1,736.3670 |
|
2.618 |
1,675.7910 |
|
4.250 |
1,576.9310 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.6670 |
1,847.4715 |
| PP |
1,856.9447 |
1,845.4810 |
| S1 |
1,849.2223 |
1,843.4905 |
|