Trading Metrics calculated at close of trading on 06-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,948.15 |
1,961.76 |
13.61 |
0.7% |
1,943.25 |
High |
1,963.64 |
1,965.57 |
1.93 |
0.1% |
1,983.19 |
Low |
1,938.90 |
1,956.33 |
17.43 |
0.9% |
1,932.85 |
Close |
1,961.78 |
1,963.25 |
1.47 |
0.1% |
1,948.11 |
Range |
24.74 |
9.24 |
-15.50 |
-62.7% |
50.34 |
ATR |
24.97 |
23.85 |
-1.12 |
-4.5% |
0.00 |
Volume |
5,536 |
5,748 |
212 |
3.8% |
22,532 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.44 |
1,985.58 |
1,968.33 |
|
R3 |
1,980.20 |
1,976.34 |
1,965.79 |
|
R2 |
1,970.96 |
1,970.96 |
1,964.94 |
|
R1 |
1,967.10 |
1,967.10 |
1,964.10 |
1,969.03 |
PP |
1,961.72 |
1,961.72 |
1,961.72 |
1,962.68 |
S1 |
1,957.86 |
1,957.86 |
1,962.40 |
1,959.79 |
S2 |
1,952.48 |
1,952.48 |
1,961.56 |
|
S3 |
1,943.24 |
1,948.62 |
1,960.71 |
|
S4 |
1,934.00 |
1,939.38 |
1,958.17 |
|
|
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 |
1,938.90 |
44.29 |
2.3% |
23.21 |
1.2% |
55% |
False |
False |
5,644 |
10 |
1,983.28 |
1,932.85 |
50.43 |
2.6% |
23.68 |
1.2% |
60% |
False |
False |
5,617 |
20 |
2,046.46 |
1,932.85 |
113.61 |
5.8% |
22.58 |
1.2% |
27% |
False |
False |
5,588 |
40 |
2,059.31 |
1,932.85 |
126.46 |
6.4% |
24.77 |
1.3% |
24% |
False |
False |
5,490 |
60 |
2,059.31 |
1,868.03 |
191.28 |
9.7% |
27.16 |
1.4% |
50% |
False |
False |
5,418 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
25.31 |
1.3% |
62% |
False |
False |
5,454 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
25.21 |
1.3% |
62% |
False |
False |
5,463 |
120 |
2,059.31 |
1,774.92 |
284.39 |
14.5% |
24.78 |
1.3% |
66% |
False |
False |
6,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.84 |
2.618 |
1,989.76 |
1.618 |
1,980.52 |
1.000 |
1,974.81 |
0.618 |
1,971.28 |
HIGH |
1,965.57 |
0.618 |
1,962.04 |
0.500 |
1,960.95 |
0.382 |
1,959.86 |
LOW |
1,956.33 |
0.618 |
1,950.62 |
1.000 |
1,947.09 |
1.618 |
1,941.38 |
2.618 |
1,932.14 |
4.250 |
1,917.06 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,962.48 |
1,962.52 |
PP |
1,961.72 |
1,961.78 |
S1 |
1,960.95 |
1,961.05 |
|