Trading Metrics calculated at close of trading on 08-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,312.0 |
4,292.0 |
-20.0 |
-0.5% |
4,320.0 |
High |
4,314.0 |
4,314.0 |
0.0 |
0.0% |
4,346.0 |
Low |
4,276.0 |
4,275.0 |
-1.0 |
0.0% |
4,216.0 |
Close |
4,297.0 |
4,303.0 |
6.0 |
0.1% |
4,333.0 |
Range |
38.0 |
39.0 |
1.0 |
2.6% |
130.0 |
ATR |
56.3 |
55.1 |
-1.2 |
-2.2% |
0.0 |
Volume |
681,364 |
742,430 |
61,066 |
9.0% |
3,859,911 |
|
Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,414.3 |
4,397.7 |
4,324.5 |
|
R3 |
4,375.3 |
4,358.7 |
4,313.7 |
|
R2 |
4,336.3 |
4,336.3 |
4,310.2 |
|
R1 |
4,319.7 |
4,319.7 |
4,306.6 |
4,328.0 |
PP |
4,297.3 |
4,297.3 |
4,297.3 |
4,301.5 |
S1 |
4,280.7 |
4,280.7 |
4,299.4 |
4,289.0 |
S2 |
4,258.3 |
4,258.3 |
4,295.9 |
|
S3 |
4,219.3 |
4,241.7 |
4,292.3 |
|
S4 |
4,180.3 |
4,202.7 |
4,281.6 |
|
|
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 |
4,270.0 |
72.0 |
1.7% |
46.8 |
1.1% |
46% |
False |
False |
744,547 |
10 |
4,350.0 |
4,216.0 |
134.0 |
3.1% |
55.1 |
1.3% |
65% |
False |
False |
838,328 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
52.1 |
1.2% |
45% |
False |
False |
782,238 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
49.5 |
1.2% |
45% |
False |
False |
758,783 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
61.3 |
1.4% |
79% |
False |
False |
860,620 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
59.4 |
1.4% |
79% |
False |
False |
664,991 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
55.0 |
1.3% |
79% |
False |
False |
533,532 |
120 |
4,409.0 |
3,725.0 |
684.0 |
15.9% |
53.7 |
1.2% |
85% |
False |
False |
445,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,479.8 |
2.618 |
4,416.1 |
1.618 |
4,377.1 |
1.000 |
4,353.0 |
0.618 |
4,338.1 |
HIGH |
4,314.0 |
0.618 |
4,299.1 |
0.500 |
4,294.5 |
0.382 |
4,289.9 |
LOW |
4,275.0 |
0.618 |
4,250.9 |
1.000 |
4,236.0 |
1.618 |
4,211.9 |
2.618 |
4,172.9 |
4.250 |
4,109.3 |
|
|
Fisher Pivots for day following 08-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,300.2 |
4,300.2 |
PP |
4,297.3 |
4,297.3 |
S1 |
4,294.5 |
4,294.5 |
|