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 |
14,397.25 |
14,289.50 |
-107.75 |
-0.7% |
13,805.50 |
High |
14,429.00 |
14,528.25 |
99.25 |
0.7% |
14,369.00 |
Low |
14,251.25 |
14,248.25 |
-3.00 |
0.0% |
13,566.50 |
Close |
14,300.50 |
14,472.25 |
171.75 |
1.2% |
14,332.50 |
Range |
177.75 |
280.00 |
102.25 |
57.5% |
802.50 |
ATR |
228.99 |
232.64 |
3.64 |
1.6% |
0.00 |
Volume |
680,429 |
622,329 |
-58,100 |
-8.5% |
3,449,882 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,256.25 |
15,144.25 |
14,626.25 |
|
R3 |
14,976.25 |
14,864.25 |
14,549.25 |
|
R2 |
14,696.25 |
14,696.25 |
14,523.50 |
|
R1 |
14,584.25 |
14,584.25 |
14,498.00 |
14,640.25 |
PP |
14,416.25 |
14,416.25 |
14,416.25 |
14,444.25 |
S1 |
14,304.25 |
14,304.25 |
14,446.50 |
14,360.25 |
S2 |
14,136.25 |
14,136.25 |
14,421.00 |
|
S3 |
13,856.25 |
14,024.25 |
14,395.25 |
|
S4 |
13,576.25 |
13,744.25 |
14,318.25 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,496.75 |
16,217.25 |
14,774.00 |
|
R3 |
15,694.25 |
15,414.75 |
14,553.25 |
|
R2 |
14,891.75 |
14,891.75 |
14,479.50 |
|
R1 |
14,612.25 |
14,612.25 |
14,406.00 |
14,752.00 |
PP |
14,089.25 |
14,089.25 |
14,089.25 |
14,159.25 |
S1 |
13,809.75 |
13,809.75 |
14,259.00 |
13,949.50 |
S2 |
13,286.75 |
13,286.75 |
14,185.50 |
|
S3 |
12,484.25 |
13,007.25 |
14,111.75 |
|
S4 |
11,681.75 |
12,204.75 |
13,891.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,570.00 |
13,803.00 |
767.00 |
5.3% |
272.75 |
1.9% |
87% |
False |
False |
746,630 |
10 |
14,570.00 |
13,566.50 |
1,003.50 |
6.9% |
249.50 |
1.7% |
90% |
False |
False |
704,415 |
20 |
14,570.00 |
13,001.75 |
1,568.25 |
10.8% |
208.50 |
1.4% |
94% |
False |
False |
656,611 |
40 |
14,570.00 |
12,800.00 |
1,770.00 |
12.2% |
208.25 |
1.4% |
94% |
False |
False |
636,290 |
60 |
14,570.00 |
11,806.25 |
2,763.75 |
19.1% |
228.25 |
1.6% |
96% |
False |
False |
619,688 |
80 |
14,570.00 |
11,806.25 |
2,763.75 |
19.1% |
235.25 |
1.6% |
96% |
False |
False |
465,490 |
100 |
14,570.00 |
11,216.50 |
3,353.50 |
23.2% |
243.25 |
1.7% |
97% |
False |
False |
372,587 |
120 |
14,570.00 |
10,870.00 |
3,700.00 |
25.6% |
250.25 |
1.7% |
97% |
False |
False |
310,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,718.25 |
2.618 |
15,261.25 |
1.618 |
14,981.25 |
1.000 |
14,808.25 |
0.618 |
14,701.25 |
HIGH |
14,528.25 |
0.618 |
14,421.25 |
0.500 |
14,388.25 |
0.382 |
14,355.25 |
LOW |
14,248.25 |
0.618 |
14,075.25 |
1.000 |
13,968.25 |
1.618 |
13,795.25 |
2.618 |
13,515.25 |
4.250 |
13,058.25 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,444.25 |
14,451.25 |
PP |
14,416.25 |
14,430.25 |
S1 |
14,388.25 |
14,409.00 |
|