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 |
1,959.54 |
1,962.86 |
3.32 |
0.2% |
1,977.90 |
High |
1,972.87 |
1,982.43 |
9.56 |
0.5% |
1,983.28 |
Low |
1,954.15 |
1,954.18 |
0.03 |
0.0% |
1,938.42 |
Close |
1,962.88 |
1,977.64 |
14.76 |
0.8% |
1,946.80 |
Range |
18.72 |
28.25 |
9.53 |
50.9% |
44.86 |
ATR |
23.90 |
24.21 |
0.31 |
1.3% |
0.00 |
Volume |
5,571 |
5,675 |
104 |
1.9% |
27,936 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.17 |
2,045.15 |
1,993.18 |
|
R3 |
2,027.92 |
2,016.90 |
1,985.41 |
|
R2 |
1,999.67 |
1,999.67 |
1,982.82 |
|
R1 |
1,988.65 |
1,988.65 |
1,980.23 |
1,994.16 |
PP |
1,971.42 |
1,971.42 |
1,971.42 |
1,974.17 |
S1 |
1,960.40 |
1,960.40 |
1,975.05 |
1,965.91 |
S2 |
1,943.17 |
1,943.17 |
1,972.46 |
|
S3 |
1,914.92 |
1,932.15 |
1,969.87 |
|
S4 |
1,886.67 |
1,903.90 |
1,962.10 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.75 |
2,063.63 |
1,971.47 |
|
R3 |
2,045.89 |
2,018.77 |
1,959.14 |
|
R2 |
2,001.03 |
2,001.03 |
1,955.02 |
|
R1 |
1,973.91 |
1,973.91 |
1,950.91 |
1,965.04 |
PP |
1,956.17 |
1,956.17 |
1,956.17 |
1,951.73 |
S1 |
1,929.05 |
1,929.05 |
1,942.69 |
1,920.18 |
S2 |
1,911.31 |
1,911.31 |
1,938.58 |
|
S3 |
1,866.45 |
1,884.19 |
1,934.46 |
|
S4 |
1,821.59 |
1,839.33 |
1,922.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,982.43 |
1,932.85 |
49.58 |
2.5% |
23.97 |
1.2% |
90% |
True |
False |
5,619 |
10 |
1,985.48 |
1,932.85 |
52.63 |
2.7% |
23.96 |
1.2% |
85% |
False |
False |
5,616 |
20 |
2,059.31 |
1,932.85 |
126.46 |
6.4% |
23.72 |
1.2% |
35% |
False |
False |
5,521 |
40 |
2,059.31 |
1,932.85 |
126.46 |
6.4% |
24.43 |
1.2% |
35% |
False |
False |
5,469 |
60 |
2,059.31 |
1,809.69 |
249.62 |
12.6% |
27.28 |
1.4% |
67% |
False |
False |
5,416 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
25.19 |
1.3% |
68% |
False |
False |
5,447 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
24.93 |
1.3% |
68% |
False |
False |
5,461 |
120 |
2,059.31 |
1,774.92 |
284.39 |
14.4% |
24.63 |
1.2% |
71% |
False |
False |
6,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.49 |
2.618 |
2,056.39 |
1.618 |
2,028.14 |
1.000 |
2,010.68 |
0.618 |
1,999.89 |
HIGH |
1,982.43 |
0.618 |
1,971.64 |
0.500 |
1,968.31 |
0.382 |
1,964.97 |
LOW |
1,954.18 |
0.618 |
1,936.72 |
1.000 |
1,925.93 |
1.618 |
1,908.47 |
2.618 |
1,880.22 |
4.250 |
1,834.12 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,974.53 |
1,970.97 |
PP |
1,971.42 |
1,964.31 |
S1 |
1,968.31 |
1,957.64 |
|