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 |
1,963.2 |
1,977.1 |
13.9 |
0.7% |
1,942.7 |
High |
1,983.0 |
1,982.5 |
-0.5 |
0.0% |
1,983.0 |
Low |
1,954.3 |
1,947.4 |
-6.9 |
-0.4% |
1,930.9 |
Close |
1,978.0 |
1,952.4 |
-25.6 |
-1.3% |
1,952.4 |
Range |
28.7 |
35.1 |
6.4 |
22.3% |
52.1 |
ATR |
27.5 |
28.0 |
0.5 |
2.0% |
0.0 |
Volume |
750 |
356 |
-394 |
-52.5% |
44,903 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.1 |
2,044.3 |
1,971.7 |
|
R3 |
2,031.0 |
2,009.2 |
1,962.1 |
|
R2 |
1,995.9 |
1,995.9 |
1,958.8 |
|
R1 |
1,974.1 |
1,974.1 |
1,955.6 |
1,967.5 |
PP |
1,960.8 |
1,960.8 |
1,960.8 |
1,957.4 |
S1 |
1,939.0 |
1,939.0 |
1,949.2 |
1,932.4 |
S2 |
1,925.7 |
1,925.7 |
1,946.0 |
|
S3 |
1,890.6 |
1,903.9 |
1,942.7 |
|
S4 |
1,855.5 |
1,868.8 |
1,933.1 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,111.7 |
2,084.2 |
1,981.1 |
|
R3 |
2,059.6 |
2,032.1 |
1,966.7 |
|
R2 |
2,007.5 |
2,007.5 |
1,962.0 |
|
R1 |
1,980.0 |
1,980.0 |
1,957.2 |
1,993.8 |
PP |
1,955.4 |
1,955.4 |
1,955.4 |
1,962.3 |
S1 |
1,927.9 |
1,927.9 |
1,947.6 |
1,941.7 |
S2 |
1,903.3 |
1,903.3 |
1,942.8 |
|
S3 |
1,851.2 |
1,875.8 |
1,938.1 |
|
S4 |
1,799.1 |
1,823.7 |
1,923.7 |
|
|
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 |
2.7% |
27.3 |
1.4% |
41% |
False |
False |
42,187 |
10 |
1,987.9 |
1,930.9 |
57.0 |
2.9% |
26.2 |
1.3% |
38% |
False |
False |
130,942 |
20 |
2,061.3 |
1,930.9 |
130.4 |
6.7% |
26.7 |
1.4% |
16% |
False |
False |
179,019 |
40 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
28.6 |
1.5% |
14% |
False |
False |
190,255 |
60 |
2,085.4 |
1,832.7 |
252.7 |
12.9% |
31.4 |
1.6% |
47% |
False |
False |
163,119 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.8 |
1.5% |
48% |
False |
False |
125,405 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.5 |
1.5% |
48% |
False |
False |
101,272 |
120 |
2,085.4 |
1,813.2 |
272.2 |
13.9% |
27.8 |
1.4% |
51% |
False |
False |
84,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,131.7 |
2.618 |
2,074.4 |
1.618 |
2,039.3 |
1.000 |
2,017.6 |
0.618 |
2,004.2 |
HIGH |
1,982.5 |
0.618 |
1,969.1 |
0.500 |
1,965.0 |
0.382 |
1,960.8 |
LOW |
1,947.4 |
0.618 |
1,925.7 |
1.000 |
1,912.3 |
1.618 |
1,890.6 |
2.618 |
1,855.5 |
4.250 |
1,798.2 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,965.0 |
1,965.2 |
PP |
1,960.8 |
1,960.9 |
S1 |
1,956.6 |
1,956.7 |
|