Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,977.62 |
1,948.15 |
-29.47 |
-1.5% |
1,943.25 |
High |
1,983.19 |
1,963.64 |
-19.55 |
-1.0% |
1,983.19 |
Low |
1,948.07 |
1,938.90 |
-9.17 |
-0.5% |
1,932.85 |
Close |
1,948.11 |
1,961.78 |
13.67 |
0.7% |
1,948.11 |
Range |
35.12 |
24.74 |
-10.38 |
-29.6% |
50.34 |
ATR |
24.99 |
24.97 |
-0.02 |
-0.1% |
0.00 |
Volume |
5,692 |
5,536 |
-156 |
-2.7% |
22,532 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.99 |
2,020.13 |
1,975.39 |
|
R3 |
2,004.25 |
1,995.39 |
1,968.58 |
|
R2 |
1,979.51 |
1,979.51 |
1,966.32 |
|
R1 |
1,970.65 |
1,970.65 |
1,964.05 |
1,975.08 |
PP |
1,954.77 |
1,954.77 |
1,954.77 |
1,956.99 |
S1 |
1,945.91 |
1,945.91 |
1,959.51 |
1,950.34 |
S2 |
1,930.03 |
1,930.03 |
1,957.24 |
|
S3 |
1,905.29 |
1,921.17 |
1,954.98 |
|
S4 |
1,880.55 |
1,896.43 |
1,948.17 |
|
|
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% |
27.39 |
1.4% |
57% |
False |
False |
5,613 |
10 |
1,983.28 |
1,932.85 |
50.43 |
2.6% |
23.93 |
1.2% |
57% |
False |
False |
5,600 |
20 |
2,046.46 |
1,932.85 |
113.61 |
5.8% |
22.82 |
1.2% |
25% |
False |
False |
5,571 |
40 |
2,059.31 |
1,932.85 |
126.46 |
6.4% |
25.12 |
1.3% |
23% |
False |
False |
5,481 |
60 |
2,059.31 |
1,828.09 |
231.22 |
11.8% |
27.69 |
1.4% |
58% |
False |
False |
5,412 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.56 |
1.3% |
61% |
False |
False |
5,451 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.29 |
1.3% |
61% |
False |
False |
5,462 |
120 |
2,059.31 |
1,774.92 |
284.39 |
14.5% |
24.88 |
1.3% |
66% |
False |
False |
6,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.79 |
2.618 |
2,028.41 |
1.618 |
2,003.67 |
1.000 |
1,988.38 |
0.618 |
1,978.93 |
HIGH |
1,963.64 |
0.618 |
1,954.19 |
0.500 |
1,951.27 |
0.382 |
1,948.35 |
LOW |
1,938.90 |
0.618 |
1,923.61 |
1.000 |
1,914.16 |
1.618 |
1,898.87 |
2.618 |
1,874.13 |
4.250 |
1,833.76 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,958.28 |
1,961.54 |
PP |
1,954.77 |
1,961.29 |
S1 |
1,951.27 |
1,961.05 |
|