| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,629.5 |
7,586.0 |
-43.5 |
-0.6% |
7,636.0 |
| High |
7,661.0 |
7,649.0 |
-12.0 |
-0.2% |
7,646.0 |
| Low |
7,586.5 |
7,558.0 |
-28.5 |
-0.4% |
7,442.0 |
| Close |
7,603.0 |
7,637.0 |
34.0 |
0.4% |
7,619.5 |
| Range |
74.5 |
91.0 |
16.5 |
22.1% |
204.0 |
| ATR |
84.2 |
84.7 |
0.5 |
0.6% |
0.0 |
| Volume |
88,938 |
97,774 |
8,836 |
9.9% |
483,707 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,887.5 |
7,853.5 |
7,687.0 |
|
| R3 |
7,796.5 |
7,762.5 |
7,662.0 |
|
| R2 |
7,705.5 |
7,705.5 |
7,653.5 |
|
| R1 |
7,671.5 |
7,671.5 |
7,645.5 |
7,688.5 |
| PP |
7,614.5 |
7,614.5 |
7,614.5 |
7,623.0 |
| S1 |
7,580.5 |
7,580.5 |
7,628.5 |
7,597.5 |
| S2 |
7,523.5 |
7,523.5 |
7,620.5 |
|
| S3 |
7,432.5 |
7,489.5 |
7,612.0 |
|
| S4 |
7,341.5 |
7,398.5 |
7,587.0 |
|
|
| 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 |
7,661.0 |
7,442.0 |
219.0 |
2.9% |
94.0 |
1.2% |
89% |
False |
False |
114,061 |
| 10 |
7,809.0 |
7,442.0 |
367.0 |
4.8% |
98.5 |
1.3% |
53% |
False |
False |
111,445 |
| 20 |
7,810.0 |
7,442.0 |
368.0 |
4.8% |
80.0 |
1.0% |
53% |
False |
False |
94,505 |
| 40 |
7,935.5 |
7,442.0 |
493.5 |
6.5% |
72.5 |
1.0% |
40% |
False |
False |
79,800 |
| 60 |
7,935.5 |
7,198.0 |
737.5 |
9.7% |
92.0 |
1.2% |
60% |
False |
False |
87,185 |
| 80 |
7,980.0 |
7,198.0 |
782.0 |
10.2% |
78.0 |
1.0% |
56% |
False |
False |
65,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,036.0 |
|
2.618 |
7,887.0 |
|
1.618 |
7,796.0 |
|
1.000 |
7,740.0 |
|
0.618 |
7,705.0 |
|
HIGH |
7,649.0 |
|
0.618 |
7,614.0 |
|
0.500 |
7,603.5 |
|
0.382 |
7,593.0 |
|
LOW |
7,558.0 |
|
0.618 |
7,502.0 |
|
1.000 |
7,467.0 |
|
1.618 |
7,411.0 |
|
2.618 |
7,320.0 |
|
4.250 |
7,171.0 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,626.0 |
7,618.0 |
| PP |
7,614.5 |
7,599.0 |
| S1 |
7,603.5 |
7,580.0 |
|