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 |
4,188.50 |
4,231.75 |
43.25 |
1.0% |
4,239.75 |
High |
4,239.75 |
4,297.75 |
58.00 |
1.4% |
4,297.75 |
Low |
4,178.00 |
4,229.00 |
51.00 |
1.2% |
4,174.00 |
Close |
4,228.00 |
4,288.00 |
60.00 |
1.4% |
4,288.00 |
Range |
61.75 |
68.75 |
7.00 |
11.3% |
123.75 |
ATR |
51.86 |
53.14 |
1.28 |
2.5% |
0.00 |
Volume |
1,868,363 |
1,955,603 |
87,240 |
4.7% |
7,920,111 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.75 |
4,451.75 |
4,325.75 |
|
R3 |
4,409.00 |
4,383.00 |
4,307.00 |
|
R2 |
4,340.25 |
4,340.25 |
4,300.50 |
|
R1 |
4,314.25 |
4,314.25 |
4,294.25 |
4,327.25 |
PP |
4,271.50 |
4,271.50 |
4,271.50 |
4,278.00 |
S1 |
4,245.50 |
4,245.50 |
4,281.75 |
4,258.50 |
S2 |
4,202.75 |
4,202.75 |
4,275.50 |
|
S3 |
4,134.00 |
4,176.75 |
4,269.00 |
|
S4 |
4,065.25 |
4,108.00 |
4,250.25 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.50 |
4,580.00 |
4,356.00 |
|
R3 |
4,500.75 |
4,456.25 |
4,322.00 |
|
R2 |
4,377.00 |
4,377.00 |
4,310.75 |
|
R1 |
4,332.50 |
4,332.50 |
4,299.25 |
4,354.75 |
PP |
4,253.25 |
4,253.25 |
4,253.25 |
4,264.50 |
S1 |
4,208.75 |
4,208.75 |
4,276.75 |
4,231.00 |
S2 |
4,129.50 |
4,129.50 |
4,265.25 |
|
S3 |
4,005.75 |
4,085.00 |
4,254.00 |
|
S4 |
3,882.00 |
3,961.25 |
4,220.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,297.75 |
4,146.00 |
151.75 |
3.5% |
58.50 |
1.4% |
94% |
True |
False |
1,932,907 |
10 |
4,297.75 |
4,114.00 |
183.75 |
4.3% |
53.00 |
1.2% |
95% |
True |
False |
1,824,431 |
20 |
4,297.75 |
4,076.75 |
221.00 |
5.2% |
50.00 |
1.2% |
96% |
True |
False |
1,622,707 |
40 |
4,297.75 |
4,062.25 |
235.50 |
5.5% |
49.75 |
1.2% |
96% |
True |
False |
1,601,308 |
60 |
4,297.75 |
3,839.25 |
458.50 |
10.7% |
58.00 |
1.4% |
98% |
True |
False |
1,688,509 |
80 |
4,297.75 |
3,839.25 |
458.50 |
10.7% |
58.75 |
1.4% |
98% |
True |
False |
1,270,558 |
100 |
4,297.75 |
3,839.25 |
458.50 |
10.7% |
60.00 |
1.4% |
98% |
True |
False |
1,017,074 |
120 |
4,297.75 |
3,821.50 |
476.25 |
11.1% |
63.25 |
1.5% |
98% |
True |
False |
847,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,590.00 |
2.618 |
4,477.75 |
1.618 |
4,409.00 |
1.000 |
4,366.50 |
0.618 |
4,340.25 |
HIGH |
4,297.75 |
0.618 |
4,271.50 |
0.500 |
4,263.50 |
0.382 |
4,255.25 |
LOW |
4,229.00 |
0.618 |
4,186.50 |
1.000 |
4,160.25 |
1.618 |
4,117.75 |
2.618 |
4,049.00 |
4.250 |
3,936.75 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,279.75 |
4,270.50 |
PP |
4,271.50 |
4,253.25 |
S1 |
4,263.50 |
4,236.00 |
|