Trading Metrics calculated at close of trading on 02-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,962.86 |
1,977.62 |
14.76 |
0.8% |
1,943.25 |
High |
1,982.43 |
1,983.19 |
0.76 |
0.0% |
1,983.19 |
Low |
1,954.18 |
1,948.07 |
-6.11 |
-0.3% |
1,932.85 |
Close |
1,977.64 |
1,948.11 |
-29.53 |
-1.5% |
1,948.11 |
Range |
28.25 |
35.12 |
6.87 |
24.3% |
50.34 |
ATR |
24.21 |
24.99 |
0.78 |
3.2% |
0.00 |
Volume |
5,675 |
5,692 |
17 |
0.3% |
22,532 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.15 |
2,041.75 |
1,967.43 |
|
R3 |
2,030.03 |
2,006.63 |
1,957.77 |
|
R2 |
1,994.91 |
1,994.91 |
1,954.55 |
|
R1 |
1,971.51 |
1,971.51 |
1,951.33 |
1,965.65 |
PP |
1,959.79 |
1,959.79 |
1,959.79 |
1,956.86 |
S1 |
1,936.39 |
1,936.39 |
1,944.89 |
1,930.53 |
S2 |
1,924.67 |
1,924.67 |
1,941.67 |
|
S3 |
1,889.55 |
1,901.27 |
1,938.45 |
|
S4 |
1,854.43 |
1,866.15 |
1,928.79 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,105.74 |
2,077.26 |
1,975.80 |
|
R3 |
2,055.40 |
2,026.92 |
1,961.95 |
|
R2 |
2,005.06 |
2,005.06 |
1,957.34 |
|
R1 |
1,976.58 |
1,976.58 |
1,952.72 |
1,990.82 |
PP |
1,954.72 |
1,954.72 |
1,954.72 |
1,961.84 |
S1 |
1,926.24 |
1,926.24 |
1,943.50 |
1,940.48 |
S2 |
1,904.38 |
1,904.38 |
1,938.88 |
|
S3 |
1,854.04 |
1,875.90 |
1,934.27 |
|
S4 |
1,803.70 |
1,825.56 |
1,920.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.19 |
1,932.85 |
50.34 |
2.6% |
26.04 |
1.3% |
30% |
True |
False |
5,630 |
10 |
1,983.28 |
1,932.85 |
50.43 |
2.6% |
24.20 |
1.2% |
30% |
False |
False |
5,610 |
20 |
2,052.28 |
1,932.85 |
119.43 |
6.1% |
24.12 |
1.2% |
13% |
False |
False |
5,562 |
40 |
2,059.31 |
1,932.85 |
126.46 |
6.5% |
24.94 |
1.3% |
12% |
False |
False |
5,478 |
60 |
2,059.31 |
1,812.56 |
246.75 |
12.7% |
27.65 |
1.4% |
55% |
False |
False |
5,415 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.44 |
1.3% |
56% |
False |
False |
5,451 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.15 |
1.3% |
56% |
False |
False |
5,463 |
120 |
2,059.31 |
1,774.92 |
284.39 |
14.6% |
24.82 |
1.3% |
61% |
False |
False |
6,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,132.45 |
2.618 |
2,075.13 |
1.618 |
2,040.01 |
1.000 |
2,018.31 |
0.618 |
2,004.89 |
HIGH |
1,983.19 |
0.618 |
1,969.77 |
0.500 |
1,965.63 |
0.382 |
1,961.49 |
LOW |
1,948.07 |
0.618 |
1,926.37 |
1.000 |
1,912.95 |
1.618 |
1,891.25 |
2.618 |
1,856.13 |
4.250 |
1,798.81 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,965.63 |
1,965.63 |
PP |
1,959.79 |
1,959.79 |
S1 |
1,953.95 |
1,953.95 |
|