Trading Metrics calculated at close of trading on 02-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
7,470.0 |
7,508.5 |
38.5 |
0.5% |
7,636.0 |
High |
7,515.0 |
7,635.5 |
120.5 |
1.6% |
7,646.0 |
Low |
7,450.5 |
7,498.5 |
48.0 |
0.6% |
7,442.0 |
Close |
7,505.5 |
7,619.5 |
114.0 |
1.5% |
7,619.5 |
Range |
64.5 |
137.0 |
72.5 |
112.4% |
204.0 |
ATR |
80.9 |
84.9 |
4.0 |
5.0% |
0.0 |
Volume |
117,531 |
110,904 |
-6,627 |
-5.6% |
483,707 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,995.5 |
7,944.5 |
7,695.0 |
|
R3 |
7,858.5 |
7,807.5 |
7,657.0 |
|
R2 |
7,721.5 |
7,721.5 |
7,644.5 |
|
R1 |
7,670.5 |
7,670.5 |
7,632.0 |
7,696.0 |
PP |
7,584.5 |
7,584.5 |
7,584.5 |
7,597.0 |
S1 |
7,533.5 |
7,533.5 |
7,607.0 |
7,559.0 |
S2 |
7,447.5 |
7,447.5 |
7,594.5 |
|
S3 |
7,310.5 |
7,396.5 |
7,582.0 |
|
S4 |
7,173.5 |
7,259.5 |
7,544.0 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,181.0 |
8,104.5 |
7,731.5 |
|
R3 |
7,977.0 |
7,900.5 |
7,675.5 |
|
R2 |
7,773.0 |
7,773.0 |
7,657.0 |
|
R1 |
7,696.5 |
7,696.5 |
7,638.0 |
7,633.0 |
PP |
7,569.0 |
7,569.0 |
7,569.0 |
7,537.5 |
S1 |
7,492.5 |
7,492.5 |
7,601.0 |
7,429.0 |
S2 |
7,365.0 |
7,365.0 |
7,582.0 |
|
S3 |
7,161.0 |
7,288.5 |
7,563.5 |
|
S4 |
6,957.0 |
7,084.5 |
7,507.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,650.5 |
7,442.0 |
208.5 |
2.7% |
104.0 |
1.4% |
85% |
False |
False |
115,997 |
10 |
7,809.0 |
7,442.0 |
367.0 |
4.8% |
90.0 |
1.2% |
48% |
False |
False |
110,101 |
20 |
7,810.0 |
7,442.0 |
368.0 |
4.8% |
76.0 |
1.0% |
48% |
False |
False |
89,289 |
40 |
7,935.5 |
7,442.0 |
493.5 |
6.5% |
72.0 |
0.9% |
36% |
False |
False |
79,058 |
60 |
7,954.0 |
7,198.0 |
756.0 |
9.9% |
91.0 |
1.2% |
56% |
False |
False |
84,373 |
80 |
7,980.0 |
7,198.0 |
782.0 |
10.3% |
76.5 |
1.0% |
54% |
False |
False |
63,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,218.0 |
2.618 |
7,994.0 |
1.618 |
7,857.0 |
1.000 |
7,772.5 |
0.618 |
7,720.0 |
HIGH |
7,635.5 |
0.618 |
7,583.0 |
0.500 |
7,567.0 |
0.382 |
7,551.0 |
LOW |
7,498.5 |
0.618 |
7,414.0 |
1.000 |
7,361.5 |
1.618 |
7,277.0 |
2.618 |
7,140.0 |
4.250 |
6,916.0 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,602.0 |
7,592.5 |
PP |
7,584.5 |
7,565.5 |
S1 |
7,567.0 |
7,539.0 |
|