| 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 |
1,751.3 |
1,773.0 |
21.7 |
1.2% |
1,787.7 |
| High |
1,777.2 |
1,836.1 |
58.9 |
3.3% |
1,836.1 |
| Low |
1,743.4 |
1,771.5 |
28.1 |
1.6% |
1,738.5 |
| Close |
1,771.0 |
1,834.6 |
63.6 |
3.6% |
1,834.6 |
| Range |
33.8 |
64.6 |
30.8 |
91.1% |
97.6 |
| ATR |
34.2 |
36.4 |
2.2 |
6.4% |
0.0 |
| Volume |
223,294 |
285,999 |
62,705 |
28.1% |
982,393 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.9 |
1,985.8 |
1,870.1 |
|
| R3 |
1,943.3 |
1,921.2 |
1,852.4 |
|
| R2 |
1,878.7 |
1,878.7 |
1,846.4 |
|
| R1 |
1,856.6 |
1,856.6 |
1,840.5 |
1,867.7 |
| PP |
1,814.1 |
1,814.1 |
1,814.1 |
1,819.6 |
| S1 |
1,792.0 |
1,792.0 |
1,828.7 |
1,803.1 |
| S2 |
1,749.5 |
1,749.5 |
1,822.8 |
|
| S3 |
1,684.9 |
1,727.4 |
1,816.8 |
|
| S4 |
1,620.3 |
1,662.8 |
1,799.1 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.9 |
2,062.8 |
1,888.3 |
|
| R3 |
1,998.3 |
1,965.2 |
1,861.4 |
|
| R2 |
1,900.7 |
1,900.7 |
1,852.5 |
|
| R1 |
1,867.6 |
1,867.6 |
1,843.5 |
1,884.2 |
| PP |
1,803.1 |
1,803.1 |
1,803.1 |
1,811.3 |
| S1 |
1,770.0 |
1,770.0 |
1,825.7 |
1,786.6 |
| S2 |
1,705.5 |
1,705.5 |
1,816.7 |
|
| S3 |
1,607.9 |
1,672.4 |
1,807.8 |
|
| S4 |
1,510.3 |
1,574.8 |
1,780.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,836.1 |
1,738.5 |
97.6 |
5.3% |
38.8 |
2.1% |
98% |
True |
False |
236,472 |
| 10 |
1,836.1 |
1,738.5 |
97.6 |
5.3% |
36.9 |
2.0% |
98% |
True |
False |
233,590 |
| 20 |
1,836.1 |
1,723.4 |
112.7 |
6.1% |
35.0 |
1.9% |
99% |
True |
False |
208,474 |
| 40 |
1,836.1 |
1,707.9 |
128.2 |
7.0% |
33.7 |
1.8% |
99% |
True |
False |
193,365 |
| 60 |
1,903.7 |
1,703.0 |
200.7 |
10.9% |
40.0 |
2.2% |
66% |
False |
False |
214,921 |
| 80 |
1,989.7 |
1,703.0 |
286.7 |
15.6% |
38.5 |
2.1% |
46% |
False |
False |
161,313 |
| 100 |
2,033.3 |
1,703.0 |
330.3 |
18.0% |
38.0 |
2.1% |
40% |
False |
False |
129,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,110.7 |
|
2.618 |
2,005.2 |
|
1.618 |
1,940.6 |
|
1.000 |
1,900.7 |
|
0.618 |
1,876.0 |
|
HIGH |
1,836.1 |
|
0.618 |
1,811.4 |
|
0.500 |
1,803.8 |
|
0.382 |
1,796.2 |
|
LOW |
1,771.5 |
|
0.618 |
1,731.6 |
|
1.000 |
1,706.9 |
|
1.618 |
1,667.0 |
|
2.618 |
1,602.4 |
|
4.250 |
1,497.0 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,824.3 |
1,818.8 |
| PP |
1,814.1 |
1,803.1 |
| S1 |
1,803.8 |
1,787.3 |
|