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 |
4,288.00 |
4,279.75 |
-8.25 |
-0.2% |
4,239.75 |
High |
4,305.75 |
4,294.75 |
-11.00 |
-0.3% |
4,297.75 |
Low |
4,273.00 |
4,268.50 |
-4.50 |
-0.1% |
4,174.00 |
Close |
4,281.00 |
4,289.75 |
8.75 |
0.2% |
4,288.00 |
Range |
32.75 |
26.25 |
-6.50 |
-19.8% |
123.75 |
ATR |
51.68 |
49.87 |
-1.82 |
-3.5% |
0.00 |
Volume |
1,668,759 |
1,548,125 |
-120,634 |
-7.2% |
7,920,111 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,363.00 |
4,352.75 |
4,304.25 |
|
R3 |
4,336.75 |
4,326.50 |
4,297.00 |
|
R2 |
4,310.50 |
4,310.50 |
4,294.50 |
|
R1 |
4,300.25 |
4,300.25 |
4,292.25 |
4,305.50 |
PP |
4,284.25 |
4,284.25 |
4,284.25 |
4,287.00 |
S1 |
4,274.00 |
4,274.00 |
4,287.25 |
4,279.00 |
S2 |
4,258.00 |
4,258.00 |
4,285.00 |
|
S3 |
4,231.75 |
4,247.75 |
4,282.50 |
|
S4 |
4,205.50 |
4,221.50 |
4,275.25 |
|
|
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 |
4,305.75 |
4,174.00 |
131.75 |
3.1% |
46.75 |
1.1% |
88% |
False |
False |
1,835,883 |
10 |
4,305.75 |
4,114.00 |
191.75 |
4.5% |
51.75 |
1.2% |
92% |
False |
False |
1,844,500 |
20 |
4,305.75 |
4,111.75 |
194.00 |
4.5% |
47.50 |
1.1% |
92% |
False |
False |
1,654,956 |
40 |
4,305.75 |
4,062.25 |
243.50 |
5.7% |
49.00 |
1.1% |
93% |
False |
False |
1,620,057 |
60 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
55.50 |
1.3% |
97% |
False |
False |
1,705,575 |
80 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
57.50 |
1.3% |
97% |
False |
False |
1,310,666 |
100 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
59.50 |
1.4% |
97% |
False |
False |
1,049,224 |
120 |
4,305.75 |
3,821.50 |
484.25 |
11.3% |
62.75 |
1.5% |
97% |
False |
False |
874,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,406.25 |
2.618 |
4,363.50 |
1.618 |
4,337.25 |
1.000 |
4,321.00 |
0.618 |
4,311.00 |
HIGH |
4,294.75 |
0.618 |
4,284.75 |
0.500 |
4,281.50 |
0.382 |
4,278.50 |
LOW |
4,268.50 |
0.618 |
4,252.25 |
1.000 |
4,242.25 |
1.618 |
4,226.00 |
2.618 |
4,199.75 |
4.250 |
4,157.00 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,287.00 |
4,282.25 |
PP |
4,284.25 |
4,274.75 |
S1 |
4,281.50 |
4,267.50 |
|