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 |
4,270.0 |
4,328.0 |
58.0 |
1.4% |
4,320.0 |
High |
4,337.0 |
4,342.0 |
5.0 |
0.1% |
4,346.0 |
Low |
4,270.0 |
4,285.0 |
15.0 |
0.4% |
4,216.0 |
Close |
4,333.0 |
4,297.0 |
-36.0 |
-0.8% |
4,333.0 |
Range |
67.0 |
57.0 |
-10.0 |
-14.9% |
130.0 |
ATR |
59.8 |
59.6 |
-0.2 |
-0.3% |
0.0 |
Volume |
902,796 |
752,781 |
-150,015 |
-16.6% |
3,859,911 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,479.0 |
4,445.0 |
4,328.4 |
|
R3 |
4,422.0 |
4,388.0 |
4,312.7 |
|
R2 |
4,365.0 |
4,365.0 |
4,307.5 |
|
R1 |
4,331.0 |
4,331.0 |
4,302.2 |
4,319.5 |
PP |
4,308.0 |
4,308.0 |
4,308.0 |
4,302.3 |
S1 |
4,274.0 |
4,274.0 |
4,291.8 |
4,262.5 |
S2 |
4,251.0 |
4,251.0 |
4,286.6 |
|
S3 |
4,194.0 |
4,217.0 |
4,281.3 |
|
S4 |
4,137.0 |
4,160.0 |
4,265.7 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.3 |
4,640.7 |
4,404.5 |
|
R3 |
4,558.3 |
4,510.7 |
4,368.8 |
|
R2 |
4,428.3 |
4,428.3 |
4,356.8 |
|
R1 |
4,380.7 |
4,380.7 |
4,344.9 |
4,404.5 |
PP |
4,298.3 |
4,298.3 |
4,298.3 |
4,310.3 |
S1 |
4,250.7 |
4,250.7 |
4,321.1 |
4,274.5 |
S2 |
4,168.3 |
4,168.3 |
4,309.2 |
|
S3 |
4,038.3 |
4,120.7 |
4,297.3 |
|
S4 |
3,908.3 |
3,990.7 |
4,261.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,346.0 |
4,216.0 |
130.0 |
3.0% |
62.6 |
1.5% |
62% |
False |
False |
922,538 |
10 |
4,402.0 |
4,216.0 |
186.0 |
4.3% |
62.3 |
1.4% |
44% |
False |
False |
859,932 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
52.7 |
1.2% |
42% |
False |
False |
768,917 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
49.4 |
1.1% |
42% |
False |
False |
755,126 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
62.5 |
1.5% |
77% |
False |
False |
845,232 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
59.7 |
1.4% |
77% |
False |
False |
639,234 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
54.8 |
1.3% |
77% |
False |
False |
512,910 |
120 |
4,409.0 |
3,725.0 |
684.0 |
15.9% |
53.9 |
1.3% |
84% |
False |
False |
427,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.3 |
2.618 |
4,491.2 |
1.618 |
4,434.2 |
1.000 |
4,399.0 |
0.618 |
4,377.2 |
HIGH |
4,342.0 |
0.618 |
4,320.2 |
0.500 |
4,313.5 |
0.382 |
4,306.8 |
LOW |
4,285.0 |
0.618 |
4,249.8 |
1.000 |
4,228.0 |
1.618 |
4,192.8 |
2.618 |
4,135.8 |
4.250 |
4,042.8 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,313.5 |
4,293.3 |
PP |
4,308.0 |
4,289.7 |
S1 |
4,302.5 |
4,286.0 |
|