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 |
4,231.75 |
4,288.00 |
56.25 |
1.3% |
4,239.75 |
High |
4,297.75 |
4,305.75 |
8.00 |
0.2% |
4,297.75 |
Low |
4,229.00 |
4,273.00 |
44.00 |
1.0% |
4,174.00 |
Close |
4,288.00 |
4,281.00 |
-7.00 |
-0.2% |
4,288.00 |
Range |
68.75 |
32.75 |
-36.00 |
-52.4% |
123.75 |
ATR |
53.14 |
51.68 |
-1.46 |
-2.7% |
0.00 |
Volume |
1,955,603 |
1,668,759 |
-286,844 |
-14.7% |
7,920,111 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,384.75 |
4,365.75 |
4,299.00 |
|
R3 |
4,352.00 |
4,333.00 |
4,290.00 |
|
R2 |
4,319.25 |
4,319.25 |
4,287.00 |
|
R1 |
4,300.25 |
4,300.25 |
4,284.00 |
4,293.50 |
PP |
4,286.50 |
4,286.50 |
4,286.50 |
4,283.25 |
S1 |
4,267.50 |
4,267.50 |
4,278.00 |
4,260.50 |
S2 |
4,253.75 |
4,253.75 |
4,275.00 |
|
S3 |
4,221.00 |
4,234.75 |
4,272.00 |
|
S4 |
4,188.25 |
4,202.00 |
4,263.00 |
|
|
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 |
4,305.75 |
4,174.00 |
131.75 |
3.1% |
50.00 |
1.2% |
81% |
True |
False |
1,917,774 |
10 |
4,305.75 |
4,114.00 |
191.75 |
4.5% |
52.75 |
1.2% |
87% |
True |
False |
1,819,972 |
20 |
4,305.75 |
4,111.75 |
194.00 |
4.5% |
47.25 |
1.1% |
87% |
True |
False |
1,628,850 |
40 |
4,305.75 |
4,062.25 |
243.50 |
5.7% |
49.50 |
1.2% |
90% |
True |
False |
1,610,547 |
60 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
56.75 |
1.3% |
95% |
True |
False |
1,710,036 |
80 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
58.50 |
1.4% |
95% |
True |
False |
1,291,355 |
100 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
59.75 |
1.4% |
95% |
True |
False |
1,033,750 |
120 |
4,305.75 |
3,821.50 |
484.25 |
11.3% |
63.00 |
1.5% |
95% |
True |
False |
861,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,445.00 |
2.618 |
4,391.50 |
1.618 |
4,358.75 |
1.000 |
4,338.50 |
0.618 |
4,326.00 |
HIGH |
4,305.75 |
0.618 |
4,293.25 |
0.500 |
4,289.50 |
0.382 |
4,285.50 |
LOW |
4,273.00 |
0.618 |
4,252.75 |
1.000 |
4,240.25 |
1.618 |
4,220.00 |
2.618 |
4,187.25 |
4.250 |
4,133.75 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,289.50 |
4,268.00 |
PP |
4,286.50 |
4,255.00 |
S1 |
4,283.75 |
4,242.00 |
|