| 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 |
15,945.0 |
16,061.0 |
116.0 |
0.7% |
15,971.0 |
| High |
16,054.0 |
16,061.0 |
7.0 |
0.0% |
16,094.0 |
| Low |
15,923.0 |
15,921.0 |
-2.0 |
0.0% |
15,649.0 |
| Close |
16,012.0 |
15,979.0 |
-33.0 |
-0.2% |
16,086.0 |
| Range |
131.0 |
140.0 |
9.0 |
6.9% |
445.0 |
| ATR |
200.4 |
196.0 |
-4.3 |
-2.2% |
0.0 |
| Volume |
47,948 |
60,323 |
12,375 |
25.8% |
263,582 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,407.0 |
16,333.0 |
16,056.0 |
|
| R3 |
16,267.0 |
16,193.0 |
16,017.5 |
|
| R2 |
16,127.0 |
16,127.0 |
16,004.7 |
|
| R1 |
16,053.0 |
16,053.0 |
15,991.8 |
16,020.0 |
| PP |
15,987.0 |
15,987.0 |
15,987.0 |
15,970.5 |
| S1 |
15,913.0 |
15,913.0 |
15,966.2 |
15,880.0 |
| S2 |
15,847.0 |
15,847.0 |
15,953.3 |
|
| S3 |
15,707.0 |
15,773.0 |
15,940.5 |
|
| S4 |
15,567.0 |
15,633.0 |
15,902.0 |
|
|
| 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 |
15,719.0 |
416.0 |
2.6% |
173.2 |
1.1% |
63% |
False |
False |
59,210 |
| 10 |
16,135.0 |
15,649.0 |
486.0 |
3.0% |
211.3 |
1.3% |
68% |
False |
False |
63,142 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
183.2 |
1.1% |
45% |
False |
False |
60,874 |
| 40 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
169.5 |
1.1% |
45% |
False |
False |
58,743 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
211.0 |
1.3% |
77% |
False |
False |
59,761 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
199.2 |
1.2% |
77% |
False |
False |
44,972 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
179.1 |
1.1% |
77% |
False |
False |
35,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,656.0 |
|
2.618 |
16,427.5 |
|
1.618 |
16,287.5 |
|
1.000 |
16,201.0 |
|
0.618 |
16,147.5 |
|
HIGH |
16,061.0 |
|
0.618 |
16,007.5 |
|
0.500 |
15,991.0 |
|
0.382 |
15,974.5 |
|
LOW |
15,921.0 |
|
0.618 |
15,834.5 |
|
1.000 |
15,781.0 |
|
1.618 |
15,694.5 |
|
2.618 |
15,554.5 |
|
4.250 |
15,326.0 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,991.0 |
16,028.0 |
| PP |
15,987.0 |
16,011.7 |
| S1 |
15,983.0 |
15,995.3 |
|