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 |
14,582.00 |
14,594.50 |
12.50 |
0.1% |
14,437.50 |
High |
14,623.75 |
14,675.00 |
51.25 |
0.4% |
14,627.75 |
Low |
14,504.50 |
14,305.50 |
-199.00 |
-1.4% |
14,248.25 |
Close |
14,586.50 |
14,331.50 |
-255.00 |
-1.7% |
14,575.25 |
Range |
119.25 |
369.50 |
250.25 |
209.9% |
379.50 |
ATR |
216.67 |
227.59 |
10.92 |
5.0% |
0.00 |
Volume |
572,806 |
770,555 |
197,749 |
34.5% |
2,808,246 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,545.75 |
15,308.25 |
14,534.75 |
|
R3 |
15,176.25 |
14,938.75 |
14,433.00 |
|
R2 |
14,806.75 |
14,806.75 |
14,399.25 |
|
R1 |
14,569.25 |
14,569.25 |
14,365.25 |
14,503.25 |
PP |
14,437.25 |
14,437.25 |
14,437.25 |
14,404.50 |
S1 |
14,199.75 |
14,199.75 |
14,297.75 |
14,133.75 |
S2 |
14,067.75 |
14,067.75 |
14,263.75 |
|
S3 |
13,698.25 |
13,830.25 |
14,230.00 |
|
S4 |
13,328.75 |
13,460.75 |
14,128.25 |
|
|
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% |
222.00 |
1.5% |
19% |
False |
False |
641,613 |
10 |
14,694.75 |
13,566.50 |
1,128.25 |
7.9% |
247.25 |
1.7% |
68% |
False |
False |
702,369 |
20 |
14,694.75 |
13,202.75 |
1,492.00 |
10.4% |
215.75 |
1.5% |
76% |
False |
False |
671,496 |
40 |
14,694.75 |
12,800.00 |
1,894.75 |
13.2% |
207.25 |
1.4% |
81% |
False |
False |
643,562 |
60 |
14,694.75 |
12,032.25 |
2,662.50 |
18.6% |
221.00 |
1.5% |
86% |
False |
False |
642,870 |
80 |
14,694.75 |
11,806.25 |
2,888.50 |
20.2% |
230.50 |
1.6% |
87% |
False |
False |
497,767 |
100 |
14,694.75 |
11,429.75 |
3,265.00 |
22.8% |
242.00 |
1.7% |
89% |
False |
False |
398,419 |
120 |
14,694.75 |
10,870.00 |
3,824.75 |
26.7% |
248.00 |
1.7% |
91% |
False |
False |
332,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,245.50 |
2.618 |
15,642.25 |
1.618 |
15,272.75 |
1.000 |
15,044.50 |
0.618 |
14,903.25 |
HIGH |
14,675.00 |
0.618 |
14,533.75 |
0.500 |
14,490.25 |
0.382 |
14,446.75 |
LOW |
14,305.50 |
0.618 |
14,077.25 |
1.000 |
13,936.00 |
1.618 |
13,707.75 |
2.618 |
13,338.25 |
4.250 |
12,735.00 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,490.25 |
14,500.00 |
PP |
14,437.25 |
14,444.00 |
S1 |
14,384.50 |
14,387.75 |
|