Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,286.0 |
4,312.0 |
26.0 |
0.6% |
4,320.0 |
High |
4,312.0 |
4,314.0 |
2.0 |
0.0% |
4,346.0 |
Low |
4,279.0 |
4,276.0 |
-3.0 |
-0.1% |
4,216.0 |
Close |
4,300.0 |
4,297.0 |
-3.0 |
-0.1% |
4,333.0 |
Range |
33.0 |
38.0 |
5.0 |
15.2% |
130.0 |
ATR |
57.7 |
56.3 |
-1.4 |
-2.4% |
0.0 |
Volume |
643,366 |
681,364 |
37,998 |
5.9% |
3,859,911 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,409.7 |
4,391.3 |
4,317.9 |
|
R3 |
4,371.7 |
4,353.3 |
4,307.5 |
|
R2 |
4,333.7 |
4,333.7 |
4,304.0 |
|
R1 |
4,315.3 |
4,315.3 |
4,300.5 |
4,305.5 |
PP |
4,295.7 |
4,295.7 |
4,295.7 |
4,290.8 |
S1 |
4,277.3 |
4,277.3 |
4,293.5 |
4,267.5 |
S2 |
4,257.7 |
4,257.7 |
4,290.0 |
|
S3 |
4,219.7 |
4,239.3 |
4,286.6 |
|
S4 |
4,181.7 |
4,201.3 |
4,276.1 |
|
|
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 |
4,342.0 |
4,230.0 |
112.0 |
2.6% |
48.6 |
1.1% |
60% |
False |
False |
776,620 |
10 |
4,350.0 |
4,216.0 |
134.0 |
3.1% |
59.0 |
1.4% |
60% |
False |
False |
869,317 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
52.7 |
1.2% |
42% |
False |
False |
781,376 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
49.2 |
1.1% |
42% |
False |
False |
753,482 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
62.0 |
1.4% |
77% |
False |
False |
860,515 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
59.6 |
1.4% |
77% |
False |
False |
655,711 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
54.8 |
1.3% |
77% |
False |
False |
526,107 |
120 |
4,409.0 |
3,725.0 |
684.0 |
15.9% |
53.9 |
1.3% |
84% |
False |
False |
438,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,475.5 |
2.618 |
4,413.5 |
1.618 |
4,375.5 |
1.000 |
4,352.0 |
0.618 |
4,337.5 |
HIGH |
4,314.0 |
0.618 |
4,299.5 |
0.500 |
4,295.0 |
0.382 |
4,290.5 |
LOW |
4,276.0 |
0.618 |
4,252.5 |
1.000 |
4,238.0 |
1.618 |
4,214.5 |
2.618 |
4,176.5 |
4.250 |
4,114.5 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,296.3 |
4,309.0 |
PP |
4,295.7 |
4,305.0 |
S1 |
4,295.0 |
4,301.0 |
|