Trading Metrics calculated at close of trading on 08-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,292.25 |
4,273.25 |
-19.00 |
-0.4% |
4,239.75 |
High |
4,304.75 |
4,302.50 |
-2.25 |
-0.1% |
4,297.75 |
Low |
4,269.25 |
4,262.75 |
-6.50 |
-0.2% |
4,174.00 |
Close |
4,274.25 |
4,298.25 |
24.00 |
0.6% |
4,288.00 |
Range |
35.50 |
39.75 |
4.25 |
12.0% |
123.75 |
ATR |
48.84 |
48.19 |
-0.65 |
-1.3% |
0.00 |
Volume |
1,925,195 |
1,664,333 |
-260,862 |
-13.5% |
7,920,111 |
|
Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,407.00 |
4,392.50 |
4,320.00 |
|
R3 |
4,367.25 |
4,352.75 |
4,309.25 |
|
R2 |
4,327.50 |
4,327.50 |
4,305.50 |
|
R1 |
4,313.00 |
4,313.00 |
4,302.00 |
4,320.25 |
PP |
4,287.75 |
4,287.75 |
4,287.75 |
4,291.50 |
S1 |
4,273.25 |
4,273.25 |
4,294.50 |
4,280.50 |
S2 |
4,248.00 |
4,248.00 |
4,291.00 |
|
S3 |
4,208.25 |
4,233.50 |
4,287.25 |
|
S4 |
4,168.50 |
4,193.75 |
4,276.50 |
|
|
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 |
4,229.00 |
76.75 |
1.8% |
40.50 |
0.9% |
90% |
False |
False |
1,752,403 |
10 |
4,305.75 |
4,131.50 |
174.25 |
4.1% |
47.00 |
1.1% |
96% |
False |
False |
1,843,757 |
20 |
4,305.75 |
4,111.75 |
194.00 |
4.5% |
47.00 |
1.1% |
96% |
False |
False |
1,690,007 |
40 |
4,305.75 |
4,062.25 |
243.50 |
5.7% |
48.75 |
1.1% |
97% |
False |
False |
1,632,908 |
60 |
4,305.75 |
3,865.00 |
440.75 |
10.3% |
53.25 |
1.2% |
98% |
False |
False |
1,655,734 |
80 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
57.00 |
1.3% |
98% |
False |
False |
1,355,455 |
100 |
4,305.75 |
3,839.25 |
466.50 |
10.9% |
59.00 |
1.4% |
98% |
False |
False |
1,085,072 |
120 |
4,305.75 |
3,821.50 |
484.25 |
11.3% |
61.25 |
1.4% |
98% |
False |
False |
904,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,471.50 |
2.618 |
4,406.50 |
1.618 |
4,366.75 |
1.000 |
4,342.25 |
0.618 |
4,327.00 |
HIGH |
4,302.50 |
0.618 |
4,287.25 |
0.500 |
4,282.50 |
0.382 |
4,278.00 |
LOW |
4,262.75 |
0.618 |
4,238.25 |
1.000 |
4,223.00 |
1.618 |
4,198.50 |
2.618 |
4,158.75 |
4.250 |
4,093.75 |
|
|
Fisher Pivots for day following 08-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,293.00 |
4,293.50 |
PP |
4,287.75 |
4,288.50 |
S1 |
4,282.50 |
4,283.75 |
|