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 |
1,958.2 |
1,963.2 |
5.0 |
0.3% |
1,979.4 |
High |
1,973.0 |
1,983.0 |
10.0 |
0.5% |
1,987.9 |
Low |
1,953.0 |
1,954.3 |
1.3 |
0.1% |
1,936.0 |
Close |
1,963.9 |
1,978.0 |
14.1 |
0.7% |
1,944.3 |
Range |
20.0 |
28.7 |
8.7 |
43.5% |
51.9 |
ATR |
27.4 |
27.5 |
0.1 |
0.3% |
0.0 |
Volume |
5,959 |
750 |
-5,209 |
-87.4% |
1,029,922 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.9 |
2,046.6 |
1,993.8 |
|
R3 |
2,029.2 |
2,017.9 |
1,985.9 |
|
R2 |
2,000.5 |
2,000.5 |
1,983.3 |
|
R1 |
1,989.2 |
1,989.2 |
1,980.6 |
1,994.9 |
PP |
1,971.8 |
1,971.8 |
1,971.8 |
1,974.6 |
S1 |
1,960.5 |
1,960.5 |
1,975.4 |
1,966.2 |
S2 |
1,943.1 |
1,943.1 |
1,972.7 |
|
S3 |
1,914.4 |
1,931.8 |
1,970.1 |
|
S4 |
1,885.7 |
1,903.1 |
1,962.2 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,111.8 |
2,079.9 |
1,972.8 |
|
R3 |
2,059.9 |
2,028.0 |
1,958.6 |
|
R2 |
2,008.0 |
2,008.0 |
1,953.8 |
|
R1 |
1,976.1 |
1,976.1 |
1,949.1 |
1,966.1 |
PP |
1,956.1 |
1,956.1 |
1,956.1 |
1,951.1 |
S1 |
1,924.2 |
1,924.2 |
1,939.5 |
1,914.2 |
S2 |
1,904.2 |
1,904.2 |
1,934.8 |
|
S3 |
1,852.3 |
1,872.3 |
1,930.0 |
|
S4 |
1,800.4 |
1,820.4 |
1,915.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.0 |
1,930.9 |
52.1 |
2.6% |
25.6 |
1.3% |
90% |
True |
False |
92,891 |
10 |
1,988.8 |
1,930.9 |
57.9 |
2.9% |
26.1 |
1.3% |
81% |
False |
False |
153,680 |
20 |
2,085.4 |
1,930.9 |
154.5 |
7.8% |
27.3 |
1.4% |
30% |
False |
False |
194,552 |
40 |
2,085.4 |
1,930.9 |
154.5 |
7.8% |
28.3 |
1.4% |
30% |
False |
False |
195,180 |
60 |
2,085.4 |
1,830.2 |
255.2 |
12.9% |
31.0 |
1.6% |
58% |
False |
False |
164,157 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.0% |
28.6 |
1.4% |
58% |
False |
False |
125,457 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.0% |
28.3 |
1.4% |
58% |
False |
False |
101,328 |
120 |
2,085.4 |
1,813.2 |
272.2 |
13.8% |
27.6 |
1.4% |
61% |
False |
False |
84,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,105.0 |
2.618 |
2,058.1 |
1.618 |
2,029.4 |
1.000 |
2,011.7 |
0.618 |
2,000.7 |
HIGH |
1,983.0 |
0.618 |
1,972.0 |
0.500 |
1,968.7 |
0.382 |
1,965.3 |
LOW |
1,954.3 |
0.618 |
1,936.6 |
1.000 |
1,925.6 |
1.618 |
1,907.9 |
2.618 |
1,879.2 |
4.250 |
1,832.3 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,974.9 |
1,971.0 |
PP |
1,971.8 |
1,964.0 |
S1 |
1,968.7 |
1,957.0 |
|