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 |
4,279.75 |
4,292.25 |
12.50 |
0.3% |
4,239.75 |
High |
4,294.75 |
4,304.75 |
10.00 |
0.2% |
4,297.75 |
Low |
4,268.50 |
4,269.25 |
0.75 |
0.0% |
4,174.00 |
Close |
4,289.75 |
4,274.25 |
-15.50 |
-0.4% |
4,288.00 |
Range |
26.25 |
35.50 |
9.25 |
35.2% |
123.75 |
ATR |
49.87 |
48.84 |
-1.03 |
-2.1% |
0.00 |
Volume |
1,548,125 |
1,925,195 |
377,070 |
24.4% |
7,920,111 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.25 |
4,367.25 |
4,293.75 |
|
R3 |
4,353.75 |
4,331.75 |
4,284.00 |
|
R2 |
4,318.25 |
4,318.25 |
4,280.75 |
|
R1 |
4,296.25 |
4,296.25 |
4,277.50 |
4,289.50 |
PP |
4,282.75 |
4,282.75 |
4,282.75 |
4,279.50 |
S1 |
4,260.75 |
4,260.75 |
4,271.00 |
4,254.00 |
S2 |
4,247.25 |
4,247.25 |
4,267.75 |
|
S3 |
4,211.75 |
4,225.25 |
4,264.50 |
|
S4 |
4,176.25 |
4,189.75 |
4,254.75 |
|
|
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 |
4,178.00 |
127.75 |
3.0% |
45.00 |
1.1% |
75% |
False |
False |
1,793,209 |
10 |
4,305.75 |
4,114.00 |
191.75 |
4.5% |
48.25 |
1.1% |
84% |
False |
False |
1,868,514 |
20 |
4,305.75 |
4,111.75 |
194.00 |
4.5% |
48.00 |
1.1% |
84% |
False |
False |
1,701,170 |
40 |
4,305.75 |
4,062.25 |
243.50 |
5.7% |
49.50 |
1.2% |
87% |
False |
False |
1,637,642 |
60 |
4,305.75 |
3,865.00 |
440.75 |
10.3% |
54.00 |
1.3% |
93% |
False |
False |
1,679,667 |
80 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
57.50 |
1.3% |
93% |
False |
False |
1,334,696 |
100 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
59.25 |
1.4% |
93% |
False |
False |
1,068,445 |
120 |
4,305.75 |
3,821.50 |
484.25 |
11.3% |
61.75 |
1.4% |
93% |
False |
False |
890,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,455.50 |
2.618 |
4,397.75 |
1.618 |
4,362.25 |
1.000 |
4,340.25 |
0.618 |
4,326.75 |
HIGH |
4,304.75 |
0.618 |
4,291.25 |
0.500 |
4,287.00 |
0.382 |
4,282.75 |
LOW |
4,269.25 |
0.618 |
4,247.25 |
1.000 |
4,233.75 |
1.618 |
4,211.75 |
2.618 |
4,176.25 |
4.250 |
4,118.50 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,287.00 |
4,287.00 |
PP |
4,282.75 |
4,282.75 |
S1 |
4,278.50 |
4,278.50 |
|