Trading Metrics calculated at close of trading on 06-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
14,577.00 |
14,582.00 |
5.00 |
0.0% |
14,437.50 |
High |
14,694.75 |
14,623.75 |
-71.00 |
-0.5% |
14,627.75 |
Low |
14,512.75 |
14,504.50 |
-8.25 |
-0.1% |
14,248.25 |
Close |
14,588.75 |
14,586.50 |
-2.25 |
0.0% |
14,575.25 |
Range |
182.00 |
119.25 |
-62.75 |
-34.5% |
379.50 |
ATR |
224.17 |
216.67 |
-7.49 |
-3.3% |
0.00 |
Volume |
619,089 |
572,806 |
-46,283 |
-7.5% |
2,808,246 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,929.25 |
14,877.25 |
14,652.00 |
|
R3 |
14,810.00 |
14,758.00 |
14,619.25 |
|
R2 |
14,690.75 |
14,690.75 |
14,608.25 |
|
R1 |
14,638.75 |
14,638.75 |
14,597.50 |
14,664.75 |
PP |
14,571.50 |
14,571.50 |
14,571.50 |
14,584.50 |
S1 |
14,519.50 |
14,519.50 |
14,575.50 |
14,545.50 |
S2 |
14,452.25 |
14,452.25 |
14,564.75 |
|
S3 |
14,333.00 |
14,400.25 |
14,553.75 |
|
S4 |
14,213.75 |
14,281.00 |
14,521.00 |
|
|
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% |
183.75 |
1.3% |
76% |
False |
False |
623,588 |
10 |
14,694.75 |
13,566.50 |
1,128.25 |
7.7% |
237.25 |
1.6% |
90% |
False |
False |
691,182 |
20 |
14,694.75 |
13,202.75 |
1,492.00 |
10.2% |
202.00 |
1.4% |
93% |
False |
False |
660,581 |
40 |
14,694.75 |
12,800.00 |
1,894.75 |
13.0% |
202.00 |
1.4% |
94% |
False |
False |
638,024 |
60 |
14,694.75 |
11,806.25 |
2,888.50 |
19.8% |
221.75 |
1.5% |
96% |
False |
False |
643,161 |
80 |
14,694.75 |
11,806.25 |
2,888.50 |
19.8% |
228.50 |
1.6% |
96% |
False |
False |
488,143 |
100 |
14,694.75 |
11,425.00 |
3,269.75 |
22.4% |
241.00 |
1.7% |
97% |
False |
False |
390,725 |
120 |
14,694.75 |
10,870.00 |
3,824.75 |
26.2% |
249.25 |
1.7% |
97% |
False |
False |
325,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,130.50 |
2.618 |
14,936.00 |
1.618 |
14,816.75 |
1.000 |
14,743.00 |
0.618 |
14,697.50 |
HIGH |
14,623.75 |
0.618 |
14,578.25 |
0.500 |
14,564.00 |
0.382 |
14,550.00 |
LOW |
14,504.50 |
0.618 |
14,430.75 |
1.000 |
14,385.25 |
1.618 |
14,311.50 |
2.618 |
14,192.25 |
4.250 |
13,997.75 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,579.00 |
14,584.75 |
PP |
14,571.50 |
14,583.25 |
S1 |
14,564.00 |
14,581.50 |
|