Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
14,494.00 |
14,577.00 |
83.00 |
0.6% |
14,437.50 |
High |
14,627.75 |
14,694.75 |
67.00 |
0.5% |
14,627.75 |
Low |
14,468.25 |
14,512.75 |
44.50 |
0.3% |
14,248.25 |
Close |
14,575.25 |
14,588.75 |
13.50 |
0.1% |
14,575.25 |
Range |
159.50 |
182.00 |
22.50 |
14.1% |
379.50 |
ATR |
227.41 |
224.17 |
-3.24 |
-1.4% |
0.00 |
Volume |
623,290 |
619,089 |
-4,201 |
-0.7% |
2,808,246 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,144.75 |
15,048.75 |
14,688.75 |
|
R3 |
14,962.75 |
14,866.75 |
14,638.75 |
|
R2 |
14,780.75 |
14,780.75 |
14,622.00 |
|
R1 |
14,684.75 |
14,684.75 |
14,605.50 |
14,732.75 |
PP |
14,598.75 |
14,598.75 |
14,598.75 |
14,622.75 |
S1 |
14,502.75 |
14,502.75 |
14,572.00 |
14,550.75 |
S2 |
14,416.75 |
14,416.75 |
14,555.50 |
|
S3 |
14,234.75 |
14,320.75 |
14,538.75 |
|
S4 |
14,052.75 |
14,138.75 |
14,488.75 |
|
|
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 |
14,694.75 |
14,248.25 |
446.50 |
3.1% |
206.50 |
1.4% |
76% |
True |
False |
685,467 |
10 |
14,694.75 |
13,566.50 |
1,128.25 |
7.7% |
240.50 |
1.6% |
91% |
True |
False |
687,721 |
20 |
14,694.75 |
13,202.75 |
1,492.00 |
10.2% |
201.75 |
1.4% |
93% |
True |
False |
657,243 |
40 |
14,694.75 |
12,800.00 |
1,894.75 |
13.0% |
205.00 |
1.4% |
94% |
True |
False |
637,529 |
60 |
14,694.75 |
11,806.25 |
2,888.50 |
19.8% |
225.00 |
1.5% |
96% |
True |
False |
639,007 |
80 |
14,694.75 |
11,806.25 |
2,888.50 |
19.8% |
231.50 |
1.6% |
96% |
True |
False |
480,994 |
100 |
14,694.75 |
11,361.25 |
3,333.50 |
22.8% |
242.00 |
1.7% |
97% |
True |
False |
385,000 |
120 |
14,694.75 |
10,870.00 |
3,824.75 |
26.2% |
249.75 |
1.7% |
97% |
True |
False |
320,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,468.25 |
2.618 |
15,171.25 |
1.618 |
14,989.25 |
1.000 |
14,876.75 |
0.618 |
14,807.25 |
HIGH |
14,694.75 |
0.618 |
14,625.25 |
0.500 |
14,603.75 |
0.382 |
14,582.25 |
LOW |
14,512.75 |
0.618 |
14,400.25 |
1.000 |
14,330.75 |
1.618 |
14,218.25 |
2.618 |
14,036.25 |
4.250 |
13,739.25 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,603.75 |
14,549.75 |
PP |
14,598.75 |
14,510.50 |
S1 |
14,593.75 |
14,471.50 |
|