Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
33,064 |
32,910 |
-154 |
-0.5% |
33,412 |
High |
33,076 |
33,212 |
136 |
0.4% |
33,587 |
Low |
32,793 |
32,737 |
-56 |
-0.2% |
32,619 |
Close |
32,979 |
33,103 |
124 |
0.4% |
33,125 |
Range |
283 |
475 |
192 |
67.8% |
968 |
ATR |
390 |
396 |
6 |
1.6% |
0 |
Volume |
174,704 |
186,746 |
12,042 |
6.9% |
878,313 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,442 |
34,248 |
33,364 |
|
R3 |
33,967 |
33,773 |
33,234 |
|
R2 |
33,492 |
33,492 |
33,190 |
|
R1 |
33,298 |
33,298 |
33,147 |
33,395 |
PP |
33,017 |
33,017 |
33,017 |
33,066 |
S1 |
32,823 |
32,823 |
33,060 |
32,920 |
S2 |
32,542 |
32,542 |
33,016 |
|
S3 |
32,067 |
32,348 |
32,973 |
|
S4 |
31,592 |
31,873 |
32,842 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,014 |
35,538 |
33,658 |
|
R3 |
35,046 |
34,570 |
33,391 |
|
R2 |
34,078 |
34,078 |
33,303 |
|
R1 |
33,602 |
33,602 |
33,214 |
33,356 |
PP |
33,110 |
33,110 |
33,110 |
32,988 |
S1 |
32,634 |
32,634 |
33,036 |
32,388 |
S2 |
32,142 |
32,142 |
32,948 |
|
S3 |
31,174 |
31,666 |
32,859 |
|
S4 |
30,206 |
30,698 |
32,593 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,330 |
32,619 |
711 |
2.1% |
388 |
1.2% |
68% |
False |
False |
185,523 |
10 |
33,731 |
32,619 |
1,112 |
3.4% |
375 |
1.1% |
44% |
False |
False |
180,761 |
20 |
33,854 |
32,619 |
1,235 |
3.7% |
400 |
1.2% |
39% |
False |
False |
166,565 |
40 |
34,363 |
32,619 |
1,744 |
5.3% |
371 |
1.1% |
28% |
False |
False |
158,173 |
60 |
34,363 |
31,640 |
2,723 |
8.2% |
432 |
1.3% |
54% |
False |
False |
162,261 |
80 |
34,830 |
31,640 |
3,190 |
9.6% |
440 |
1.3% |
46% |
False |
False |
121,850 |
100 |
34,830 |
31,640 |
3,190 |
9.6% |
440 |
1.3% |
46% |
False |
False |
97,522 |
120 |
35,354 |
31,640 |
3,714 |
11.2% |
462 |
1.4% |
39% |
False |
False |
81,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,231 |
2.618 |
34,456 |
1.618 |
33,981 |
1.000 |
33,687 |
0.618 |
33,506 |
HIGH |
33,212 |
0.618 |
33,031 |
0.500 |
32,975 |
0.382 |
32,919 |
LOW |
32,737 |
0.618 |
32,444 |
1.000 |
32,262 |
1.618 |
31,969 |
2.618 |
31,494 |
4.250 |
30,718 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
33,060 |
33,080 |
PP |
33,017 |
33,057 |
S1 |
32,975 |
33,034 |
|