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 |
1,977.1 |
1,947.5 |
-29.6 |
-1.5% |
1,942.7 |
High |
1,982.5 |
1,961.9 |
-20.6 |
-1.0% |
1,983.0 |
Low |
1,947.4 |
1,937.8 |
-9.6 |
-0.5% |
1,930.9 |
Close |
1,952.4 |
1,958.0 |
5.6 |
0.3% |
1,952.4 |
Range |
35.1 |
24.1 |
-11.0 |
-31.3% |
52.1 |
ATR |
28.0 |
27.7 |
-0.3 |
-1.0% |
0.0 |
Volume |
356 |
713 |
357 |
100.3% |
44,903 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.9 |
2,015.5 |
1,971.3 |
|
R3 |
2,000.8 |
1,991.4 |
1,964.6 |
|
R2 |
1,976.7 |
1,976.7 |
1,962.4 |
|
R1 |
1,967.3 |
1,967.3 |
1,960.2 |
1,972.0 |
PP |
1,952.6 |
1,952.6 |
1,952.6 |
1,954.9 |
S1 |
1,943.2 |
1,943.2 |
1,955.8 |
1,947.9 |
S2 |
1,928.5 |
1,928.5 |
1,953.6 |
|
S3 |
1,904.4 |
1,919.1 |
1,951.4 |
|
S4 |
1,880.3 |
1,895.0 |
1,944.7 |
|
|
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% |
27.9 |
1.4% |
52% |
False |
False |
9,123 |
10 |
1,987.9 |
1,930.9 |
57.0 |
2.9% |
25.5 |
1.3% |
48% |
False |
False |
107,553 |
20 |
2,056.0 |
1,930.9 |
125.1 |
6.4% |
25.2 |
1.3% |
22% |
False |
False |
164,890 |
40 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
28.7 |
1.5% |
18% |
False |
False |
185,338 |
60 |
2,085.4 |
1,847.0 |
238.4 |
12.2% |
31.4 |
1.6% |
47% |
False |
False |
161,905 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.9 |
1.5% |
51% |
False |
False |
125,333 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.6 |
1.5% |
51% |
False |
False |
101,222 |
120 |
2,085.4 |
1,813.2 |
272.2 |
13.9% |
27.9 |
1.4% |
53% |
False |
False |
84,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,064.3 |
2.618 |
2,025.0 |
1.618 |
2,000.9 |
1.000 |
1,986.0 |
0.618 |
1,976.8 |
HIGH |
1,961.9 |
0.618 |
1,952.7 |
0.500 |
1,949.9 |
0.382 |
1,947.0 |
LOW |
1,937.8 |
0.618 |
1,922.9 |
1.000 |
1,913.7 |
1.618 |
1,898.8 |
2.618 |
1,874.7 |
4.250 |
1,835.4 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,955.3 |
1,960.4 |
PP |
1,952.6 |
1,959.6 |
S1 |
1,949.9 |
1,958.8 |
|