| 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 |
15,906.0 |
16,060.0 |
154.0 |
1.0% |
15,971.0 |
| High |
16,094.0 |
16,135.0 |
41.0 |
0.3% |
16,094.0 |
| Low |
15,900.0 |
15,938.0 |
38.0 |
0.2% |
15,649.0 |
| Close |
16,086.0 |
15,982.0 |
-104.0 |
-0.6% |
16,086.0 |
| Range |
194.0 |
197.0 |
3.0 |
1.5% |
445.0 |
| ATR |
206.4 |
205.7 |
-0.7 |
-0.3% |
0.0 |
| Volume |
65,218 |
57,345 |
-7,873 |
-12.1% |
263,582 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,609.3 |
16,492.7 |
16,090.4 |
|
| R3 |
16,412.3 |
16,295.7 |
16,036.2 |
|
| R2 |
16,215.3 |
16,215.3 |
16,018.1 |
|
| R1 |
16,098.7 |
16,098.7 |
16,000.1 |
16,058.5 |
| PP |
16,018.3 |
16,018.3 |
16,018.3 |
15,998.3 |
| S1 |
15,901.7 |
15,901.7 |
15,963.9 |
15,861.5 |
| S2 |
15,821.3 |
15,821.3 |
15,945.9 |
|
| S3 |
15,624.3 |
15,704.7 |
15,927.8 |
|
| S4 |
15,427.3 |
15,507.7 |
15,873.7 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,278.0 |
17,127.0 |
16,330.8 |
|
| R3 |
16,833.0 |
16,682.0 |
16,208.4 |
|
| R2 |
16,388.0 |
16,388.0 |
16,167.6 |
|
| R1 |
16,237.0 |
16,237.0 |
16,126.8 |
16,312.5 |
| PP |
15,943.0 |
15,943.0 |
15,943.0 |
15,980.8 |
| S1 |
15,792.0 |
15,792.0 |
16,045.2 |
15,867.5 |
| S2 |
15,498.0 |
15,498.0 |
16,004.4 |
|
| S3 |
15,053.0 |
15,347.0 |
15,963.6 |
|
| S4 |
14,608.0 |
14,902.0 |
15,841.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,135.0 |
15,649.0 |
486.0 |
3.0% |
213.8 |
1.3% |
69% |
True |
False |
64,185 |
| 10 |
16,343.0 |
15,649.0 |
694.0 |
4.3% |
215.7 |
1.3% |
48% |
False |
False |
61,375 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
178.4 |
1.1% |
46% |
False |
False |
60,001 |
| 40 |
16,375.0 |
15,628.0 |
747.0 |
4.7% |
171.1 |
1.1% |
47% |
False |
False |
58,434 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
212.5 |
1.3% |
78% |
False |
False |
58,095 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
199.3 |
1.2% |
78% |
False |
False |
43,622 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
179.1 |
1.1% |
78% |
False |
False |
34,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,972.3 |
|
2.618 |
16,650.7 |
|
1.618 |
16,453.7 |
|
1.000 |
16,332.0 |
|
0.618 |
16,256.7 |
|
HIGH |
16,135.0 |
|
0.618 |
16,059.7 |
|
0.500 |
16,036.5 |
|
0.382 |
16,013.3 |
|
LOW |
15,938.0 |
|
0.618 |
15,816.3 |
|
1.000 |
15,741.0 |
|
1.618 |
15,619.3 |
|
2.618 |
15,422.3 |
|
4.250 |
15,100.8 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,036.5 |
15,963.7 |
| PP |
16,018.3 |
15,945.3 |
| S1 |
16,000.2 |
15,927.0 |
|