| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,944.0 |
15,741.0 |
-203.0 |
-1.3% |
16,325.0 |
| High |
15,944.0 |
15,923.0 |
-21.0 |
-0.1% |
16,343.0 |
| Low |
15,649.0 |
15,719.0 |
70.0 |
0.4% |
15,753.0 |
| Close |
15,665.0 |
15,875.0 |
210.0 |
1.3% |
16,014.0 |
| Range |
295.0 |
204.0 |
-91.0 |
-30.8% |
590.0 |
| ATR |
201.3 |
205.4 |
4.0 |
2.0% |
0.0 |
| Volume |
78,456 |
65,218 |
-13,238 |
-16.9% |
292,829 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,451.0 |
16,367.0 |
15,987.2 |
|
| R3 |
16,247.0 |
16,163.0 |
15,931.1 |
|
| R2 |
16,043.0 |
16,043.0 |
15,912.4 |
|
| R1 |
15,959.0 |
15,959.0 |
15,893.7 |
16,001.0 |
| PP |
15,839.0 |
15,839.0 |
15,839.0 |
15,860.0 |
| S1 |
15,755.0 |
15,755.0 |
15,856.3 |
15,797.0 |
| S2 |
15,635.0 |
15,635.0 |
15,837.6 |
|
| S3 |
15,431.0 |
15,551.0 |
15,818.9 |
|
| S4 |
15,227.0 |
15,347.0 |
15,762.8 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,806.7 |
17,500.3 |
16,338.5 |
|
| R3 |
17,216.7 |
16,910.3 |
16,176.3 |
|
| R2 |
16,626.7 |
16,626.7 |
16,122.2 |
|
| R1 |
16,320.3 |
16,320.3 |
16,068.1 |
16,178.5 |
| PP |
16,036.7 |
16,036.7 |
16,036.7 |
15,965.8 |
| S1 |
15,730.3 |
15,730.3 |
15,959.9 |
15,588.5 |
| S2 |
15,446.7 |
15,446.7 |
15,905.8 |
|
| S3 |
14,856.7 |
15,140.3 |
15,851.8 |
|
| S4 |
14,266.7 |
14,550.3 |
15,689.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,089.0 |
15,649.0 |
440.0 |
2.8% |
231.6 |
1.5% |
51% |
False |
False |
65,080 |
| 10 |
16,375.0 |
15,649.0 |
726.0 |
4.6% |
212.8 |
1.3% |
31% |
False |
False |
62,840 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.6% |
180.5 |
1.1% |
31% |
False |
False |
61,879 |
| 40 |
16,375.0 |
15,628.0 |
747.0 |
4.7% |
167.8 |
1.1% |
33% |
False |
False |
58,099 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.1% |
210.5 |
1.3% |
72% |
False |
False |
56,076 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.1% |
195.6 |
1.2% |
72% |
False |
False |
42,090 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
11.1% |
178.3 |
1.1% |
72% |
False |
False |
33,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,790.0 |
|
2.618 |
16,457.1 |
|
1.618 |
16,253.1 |
|
1.000 |
16,127.0 |
|
0.618 |
16,049.1 |
|
HIGH |
15,923.0 |
|
0.618 |
15,845.1 |
|
0.500 |
15,821.0 |
|
0.382 |
15,796.9 |
|
LOW |
15,719.0 |
|
0.618 |
15,592.9 |
|
1.000 |
15,515.0 |
|
1.618 |
15,388.9 |
|
2.618 |
15,184.9 |
|
4.250 |
14,852.0 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,857.0 |
15,873.0 |
| PP |
15,839.0 |
15,871.0 |
| S1 |
15,821.0 |
15,869.0 |
|