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 |
4,295.0 |
4,241.0 |
-54.0 |
-1.3% |
4,393.0 |
High |
4,298.0 |
4,278.0 |
-20.0 |
-0.5% |
4,402.0 |
Low |
4,216.0 |
4,230.0 |
14.0 |
0.3% |
4,252.0 |
Close |
4,217.0 |
4,264.0 |
47.0 |
1.1% |
4,341.0 |
Range |
82.0 |
48.0 |
-34.0 |
-41.5% |
150.0 |
ATR |
58.6 |
58.8 |
0.2 |
0.3% |
0.0 |
Volume |
1,277,349 |
902,796 |
-374,553 |
-29.3% |
3,986,637 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,401.3 |
4,380.7 |
4,290.4 |
|
R3 |
4,353.3 |
4,332.7 |
4,277.2 |
|
R2 |
4,305.3 |
4,305.3 |
4,272.8 |
|
R1 |
4,284.7 |
4,284.7 |
4,268.4 |
4,295.0 |
PP |
4,257.3 |
4,257.3 |
4,257.3 |
4,262.5 |
S1 |
4,236.7 |
4,236.7 |
4,259.6 |
4,247.0 |
S2 |
4,209.3 |
4,209.3 |
4,255.2 |
|
S3 |
4,161.3 |
4,188.7 |
4,250.8 |
|
S4 |
4,113.3 |
4,140.7 |
4,237.6 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,781.7 |
4,711.3 |
4,423.5 |
|
R3 |
4,631.7 |
4,561.3 |
4,382.3 |
|
R2 |
4,481.7 |
4,481.7 |
4,368.5 |
|
R1 |
4,411.3 |
4,411.3 |
4,354.8 |
4,371.5 |
PP |
4,331.7 |
4,331.7 |
4,331.7 |
4,311.8 |
S1 |
4,261.3 |
4,261.3 |
4,327.3 |
4,221.5 |
S2 |
4,181.7 |
4,181.7 |
4,313.5 |
|
S3 |
4,031.7 |
4,111.3 |
4,299.8 |
|
S4 |
3,881.7 |
3,961.3 |
4,258.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,350.0 |
4,216.0 |
134.0 |
3.1% |
63.4 |
1.5% |
36% |
False |
False |
932,110 |
10 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
57.6 |
1.4% |
25% |
False |
False |
867,713 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
52.3 |
1.2% |
25% |
False |
False |
775,810 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
48.0 |
1.1% |
25% |
False |
False |
749,331 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.6% |
61.9 |
1.5% |
71% |
False |
False |
820,030 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.6% |
58.7 |
1.4% |
71% |
False |
False |
618,671 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.6% |
54.3 |
1.3% |
71% |
False |
False |
496,655 |
120 |
4,409.0 |
3,725.0 |
684.0 |
16.0% |
53.2 |
1.2% |
79% |
False |
False |
414,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,482.0 |
2.618 |
4,403.7 |
1.618 |
4,355.7 |
1.000 |
4,326.0 |
0.618 |
4,307.7 |
HIGH |
4,278.0 |
0.618 |
4,259.7 |
0.500 |
4,254.0 |
0.382 |
4,248.3 |
LOW |
4,230.0 |
0.618 |
4,200.3 |
1.000 |
4,182.0 |
1.618 |
4,152.3 |
2.618 |
4,104.3 |
4.250 |
4,026.0 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,260.7 |
4,281.0 |
PP |
4,257.3 |
4,275.3 |
S1 |
4,254.0 |
4,269.7 |
|