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 |
4,213.00 |
4,188.50 |
-24.50 |
-0.6% |
4,189.00 |
High |
4,217.75 |
4,239.75 |
22.00 |
0.5% |
4,222.75 |
Low |
4,174.00 |
4,178.00 |
4.00 |
0.1% |
4,114.00 |
Close |
4,190.50 |
4,228.00 |
37.50 |
0.9% |
4,213.25 |
Range |
43.75 |
61.75 |
18.00 |
41.1% |
108.75 |
ATR |
51.10 |
51.86 |
0.76 |
1.5% |
0.00 |
Volume |
2,138,566 |
1,868,363 |
-270,203 |
-12.6% |
8,610,855 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.50 |
4,376.00 |
4,262.00 |
|
R3 |
4,338.75 |
4,314.25 |
4,245.00 |
|
R2 |
4,277.00 |
4,277.00 |
4,239.25 |
|
R1 |
4,252.50 |
4,252.50 |
4,233.75 |
4,264.75 |
PP |
4,215.25 |
4,215.25 |
4,215.25 |
4,221.50 |
S1 |
4,190.75 |
4,190.75 |
4,222.25 |
4,203.00 |
S2 |
4,153.50 |
4,153.50 |
4,216.75 |
|
S3 |
4,091.75 |
4,129.00 |
4,211.00 |
|
S4 |
4,030.00 |
4,067.25 |
4,194.00 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,509.50 |
4,470.25 |
4,273.00 |
|
R3 |
4,400.75 |
4,361.50 |
4,243.25 |
|
R2 |
4,292.00 |
4,292.00 |
4,233.25 |
|
R1 |
4,252.75 |
4,252.75 |
4,223.25 |
4,272.50 |
PP |
4,183.25 |
4,183.25 |
4,183.25 |
4,193.25 |
S1 |
4,144.00 |
4,144.00 |
4,203.25 |
4,163.50 |
S2 |
4,074.50 |
4,074.50 |
4,193.25 |
|
S3 |
3,965.75 |
4,035.25 |
4,183.25 |
|
S4 |
3,857.00 |
3,926.50 |
4,153.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,243.25 |
4,131.50 |
111.75 |
2.6% |
53.50 |
1.3% |
86% |
False |
False |
1,935,111 |
10 |
4,243.25 |
4,114.00 |
129.25 |
3.1% |
51.50 |
1.2% |
88% |
False |
False |
1,804,938 |
20 |
4,243.25 |
4,062.25 |
181.00 |
4.3% |
49.25 |
1.2% |
92% |
False |
False |
1,624,666 |
40 |
4,243.25 |
4,062.25 |
181.00 |
4.3% |
48.75 |
1.2% |
92% |
False |
False |
1,589,173 |
60 |
4,243.25 |
3,839.25 |
404.00 |
9.6% |
57.50 |
1.4% |
96% |
False |
False |
1,657,246 |
80 |
4,243.25 |
3,839.25 |
404.00 |
9.6% |
59.00 |
1.4% |
96% |
False |
False |
1,246,154 |
100 |
4,244.75 |
3,839.25 |
405.50 |
9.6% |
60.00 |
1.4% |
96% |
False |
False |
997,530 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.0% |
63.25 |
1.5% |
96% |
False |
False |
831,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,502.25 |
2.618 |
4,401.50 |
1.618 |
4,339.75 |
1.000 |
4,301.50 |
0.618 |
4,278.00 |
HIGH |
4,239.75 |
0.618 |
4,216.25 |
0.500 |
4,209.00 |
0.382 |
4,201.50 |
LOW |
4,178.00 |
0.618 |
4,139.75 |
1.000 |
4,116.25 |
1.618 |
4,078.00 |
2.618 |
4,016.25 |
4.250 |
3,915.50 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,221.50 |
4,221.50 |
PP |
4,215.25 |
4,215.00 |
S1 |
4,209.00 |
4,208.50 |
|