| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,810.2 |
1,858.6 |
48.4 |
2.7% |
1,787.7 |
| High |
1,864.5 |
1,898.6 |
34.1 |
1.8% |
1,836.1 |
| Low |
1,802.5 |
1,854.8 |
52.3 |
2.9% |
1,738.5 |
| Close |
1,858.1 |
1,892.4 |
34.3 |
1.8% |
1,834.6 |
| Range |
62.0 |
43.8 |
-18.2 |
-29.4% |
97.6 |
| ATR |
38.8 |
39.1 |
0.4 |
0.9% |
0.0 |
| Volume |
267,447 |
307,688 |
40,241 |
15.0% |
982,393 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.3 |
1,996.7 |
1,916.5 |
|
| R3 |
1,969.5 |
1,952.9 |
1,904.4 |
|
| R2 |
1,925.7 |
1,925.7 |
1,900.4 |
|
| R1 |
1,909.1 |
1,909.1 |
1,896.4 |
1,917.4 |
| PP |
1,881.9 |
1,881.9 |
1,881.9 |
1,886.1 |
| S1 |
1,865.3 |
1,865.3 |
1,888.4 |
1,873.6 |
| S2 |
1,838.1 |
1,838.1 |
1,884.4 |
|
| S3 |
1,794.3 |
1,821.5 |
1,880.4 |
|
| S4 |
1,750.5 |
1,777.7 |
1,868.3 |
|
|
| 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 |
1,898.6 |
1,743.4 |
155.2 |
8.2% |
49.7 |
2.6% |
96% |
True |
False |
270,206 |
| 10 |
1,898.6 |
1,738.5 |
160.1 |
8.5% |
41.2 |
2.2% |
96% |
True |
False |
251,962 |
| 20 |
1,898.6 |
1,734.9 |
163.7 |
8.7% |
37.8 |
2.0% |
96% |
True |
False |
226,239 |
| 40 |
1,898.6 |
1,707.9 |
190.7 |
10.1% |
35.6 |
1.9% |
97% |
True |
False |
203,396 |
| 60 |
1,898.6 |
1,703.0 |
195.6 |
10.3% |
38.6 |
2.0% |
97% |
True |
False |
213,983 |
| 80 |
1,988.0 |
1,703.0 |
285.0 |
15.1% |
39.1 |
2.1% |
66% |
False |
False |
171,830 |
| 100 |
2,033.3 |
1,703.0 |
330.3 |
17.5% |
38.5 |
2.0% |
57% |
False |
False |
137,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.8 |
|
2.618 |
2,013.3 |
|
1.618 |
1,969.5 |
|
1.000 |
1,942.4 |
|
0.618 |
1,925.7 |
|
HIGH |
1,898.6 |
|
0.618 |
1,881.9 |
|
0.500 |
1,876.7 |
|
0.382 |
1,871.5 |
|
LOW |
1,854.8 |
|
0.618 |
1,827.7 |
|
1.000 |
1,811.0 |
|
1.618 |
1,783.9 |
|
2.618 |
1,740.1 |
|
4.250 |
1,668.7 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,887.2 |
1,877.8 |
| PP |
1,881.9 |
1,863.2 |
| S1 |
1,876.7 |
1,848.6 |
|