| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,877.4030 |
1,841.4620 |
-35.9410 |
-1.9% |
1,892.3790 |
| High |
1,894.9550 |
1,860.3790 |
-34.5760 |
-1.8% |
1,916.4340 |
| Low |
1,834.3790 |
1,822.0790 |
-12.3000 |
-0.7% |
1,843.1550 |
| Close |
1,841.5000 |
1,853.1910 |
11.6910 |
0.6% |
1,905.2190 |
| Range |
60.5760 |
38.3000 |
-22.2760 |
-36.8% |
73.2790 |
| ATR |
71.3622 |
69.0006 |
-2.3616 |
-3.3% |
0.0000 |
| Volume |
181,655 |
125,519 |
-56,136 |
-30.9% |
505,461 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.1163 |
1,944.9537 |
1,874.2560 |
|
| R3 |
1,921.8163 |
1,906.6537 |
1,863.7235 |
|
| R2 |
1,883.5163 |
1,883.5163 |
1,860.2127 |
|
| R1 |
1,868.3537 |
1,868.3537 |
1,856.7018 |
1,875.9350 |
| PP |
1,845.2163 |
1,845.2163 |
1,845.2163 |
1,849.0070 |
| S1 |
1,830.0537 |
1,830.0537 |
1,849.6802 |
1,837.6350 |
| S2 |
1,806.9163 |
1,806.9163 |
1,846.1693 |
|
| S3 |
1,768.6163 |
1,791.7537 |
1,842.6585 |
|
| S4 |
1,730.3163 |
1,753.4537 |
1,832.1260 |
|
|
| 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% |
77.3298 |
4.2% |
54% |
False |
False |
62,320 |
| 10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.2% |
61.7415 |
3.3% |
58% |
False |
False |
112,128 |
| 20 |
1,916.4340 |
1,742.1740 |
174.2600 |
9.4% |
57.4280 |
3.1% |
64% |
False |
False |
117,098 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.3% |
75.8556 |
4.1% |
28% |
False |
False |
178,943 |
| 60 |
2,137.7700 |
1,617.6840 |
520.0860 |
28.1% |
78.9840 |
4.3% |
45% |
False |
False |
193,935 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
81.2068 |
4.4% |
63% |
False |
False |
215,482 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
80.0483 |
4.3% |
63% |
False |
False |
231,385 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
53.2% |
73.8663 |
4.0% |
71% |
False |
False |
266,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.1540 |
|
2.618 |
1,960.6484 |
|
1.618 |
1,922.3484 |
|
1.000 |
1,898.6790 |
|
0.618 |
1,884.0484 |
|
HIGH |
1,860.3790 |
|
0.618 |
1,845.7484 |
|
0.500 |
1,841.2290 |
|
0.382 |
1,836.7096 |
|
LOW |
1,822.0790 |
|
0.618 |
1,798.4096 |
|
1.000 |
1,783.7790 |
|
1.618 |
1,760.1096 |
|
2.618 |
1,721.8096 |
|
4.250 |
1,659.3040 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,849.2037 |
1,851.2227 |
| PP |
1,845.2163 |
1,849.2543 |
| S1 |
1,841.2290 |
1,847.2860 |
|