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 |
14,289.50 |
14,494.00 |
204.50 |
1.4% |
14,437.50 |
High |
14,528.25 |
14,627.75 |
99.50 |
0.7% |
14,627.75 |
Low |
14,248.25 |
14,468.25 |
220.00 |
1.5% |
14,248.25 |
Close |
14,472.25 |
14,575.25 |
103.00 |
0.7% |
14,575.25 |
Range |
280.00 |
159.50 |
-120.50 |
-43.0% |
379.50 |
ATR |
232.64 |
227.41 |
-5.22 |
-2.2% |
0.00 |
Volume |
622,329 |
623,290 |
961 |
0.2% |
2,808,246 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,035.50 |
14,965.00 |
14,663.00 |
|
R3 |
14,876.00 |
14,805.50 |
14,619.00 |
|
R2 |
14,716.50 |
14,716.50 |
14,604.50 |
|
R1 |
14,646.00 |
14,646.00 |
14,589.75 |
14,681.25 |
PP |
14,557.00 |
14,557.00 |
14,557.00 |
14,574.75 |
S1 |
14,486.50 |
14,486.50 |
14,560.75 |
14,521.75 |
S2 |
14,397.50 |
14,397.50 |
14,546.00 |
|
S3 |
14,238.00 |
14,327.00 |
14,531.50 |
|
S4 |
14,078.50 |
14,167.50 |
14,487.50 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,622.25 |
15,478.25 |
14,784.00 |
|
R3 |
15,242.75 |
15,098.75 |
14,679.50 |
|
R2 |
14,863.25 |
14,863.25 |
14,644.75 |
|
R1 |
14,719.25 |
14,719.25 |
14,610.00 |
14,791.25 |
PP |
14,483.75 |
14,483.75 |
14,483.75 |
14,519.75 |
S1 |
14,339.75 |
14,339.75 |
14,540.50 |
14,411.75 |
S2 |
14,104.25 |
14,104.25 |
14,505.75 |
|
S3 |
13,724.75 |
13,960.25 |
14,471.00 |
|
S4 |
13,345.25 |
13,580.75 |
14,366.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,627.75 |
13,924.50 |
703.25 |
4.8% |
259.00 |
1.8% |
93% |
True |
False |
707,458 |
10 |
14,627.75 |
13,566.50 |
1,061.25 |
7.3% |
237.00 |
1.6% |
95% |
True |
False |
691,794 |
20 |
14,627.75 |
13,055.75 |
1,572.00 |
10.8% |
208.00 |
1.4% |
97% |
True |
False |
654,954 |
40 |
14,627.75 |
12,800.00 |
1,827.75 |
12.5% |
206.25 |
1.4% |
97% |
True |
False |
637,007 |
60 |
14,627.75 |
11,806.25 |
2,821.50 |
19.4% |
228.50 |
1.6% |
98% |
True |
False |
629,765 |
80 |
14,627.75 |
11,806.25 |
2,821.50 |
19.4% |
232.75 |
1.6% |
98% |
True |
False |
473,266 |
100 |
14,627.75 |
11,216.50 |
3,411.25 |
23.4% |
242.25 |
1.7% |
98% |
True |
False |
378,813 |
120 |
14,627.75 |
10,870.00 |
3,757.75 |
25.8% |
249.75 |
1.7% |
99% |
True |
False |
315,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,305.50 |
2.618 |
15,045.25 |
1.618 |
14,885.75 |
1.000 |
14,787.25 |
0.618 |
14,726.25 |
HIGH |
14,627.75 |
0.618 |
14,566.75 |
0.500 |
14,548.00 |
0.382 |
14,529.25 |
LOW |
14,468.25 |
0.618 |
14,369.75 |
1.000 |
14,308.75 |
1.618 |
14,210.25 |
2.618 |
14,050.75 |
4.250 |
13,790.50 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,566.25 |
14,529.50 |
PP |
14,557.00 |
14,483.75 |
S1 |
14,548.00 |
14,438.00 |
|