| 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 |
16,061.0 |
15,958.0 |
-103.0 |
-0.6% |
15,971.0 |
| High |
16,061.0 |
16,031.0 |
-30.0 |
-0.2% |
16,094.0 |
| Low |
15,921.0 |
15,900.0 |
-21.0 |
-0.1% |
15,649.0 |
| Close |
15,979.0 |
16,007.0 |
28.0 |
0.2% |
16,086.0 |
| Range |
140.0 |
131.0 |
-9.0 |
-6.4% |
445.0 |
| ATR |
196.0 |
191.4 |
-4.6 |
-2.4% |
0.0 |
| Volume |
60,323 |
51,917 |
-8,406 |
-13.9% |
263,582 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,372.3 |
16,320.7 |
16,079.1 |
|
| R3 |
16,241.3 |
16,189.7 |
16,043.0 |
|
| R2 |
16,110.3 |
16,110.3 |
16,031.0 |
|
| R1 |
16,058.7 |
16,058.7 |
16,019.0 |
16,084.5 |
| PP |
15,979.3 |
15,979.3 |
15,979.3 |
15,992.3 |
| S1 |
15,927.7 |
15,927.7 |
15,995.0 |
15,953.5 |
| S2 |
15,848.3 |
15,848.3 |
15,983.0 |
|
| S3 |
15,717.3 |
15,796.7 |
15,971.0 |
|
| S4 |
15,586.3 |
15,665.7 |
15,935.0 |
|
|
| 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 |
15,900.0 |
235.0 |
1.5% |
158.6 |
1.0% |
46% |
False |
True |
56,550 |
| 10 |
16,135.0 |
15,649.0 |
486.0 |
3.0% |
195.1 |
1.2% |
74% |
False |
False |
60,815 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
181.2 |
1.1% |
49% |
False |
False |
59,889 |
| 40 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
169.8 |
1.1% |
49% |
False |
False |
59,028 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
209.4 |
1.3% |
79% |
False |
False |
60,447 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
198.6 |
1.2% |
79% |
False |
False |
45,620 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
180.4 |
1.1% |
79% |
False |
False |
36,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,587.8 |
|
2.618 |
16,374.0 |
|
1.618 |
16,243.0 |
|
1.000 |
16,162.0 |
|
0.618 |
16,112.0 |
|
HIGH |
16,031.0 |
|
0.618 |
15,981.0 |
|
0.500 |
15,965.5 |
|
0.382 |
15,950.0 |
|
LOW |
15,900.0 |
|
0.618 |
15,819.0 |
|
1.000 |
15,769.0 |
|
1.618 |
15,688.0 |
|
2.618 |
15,557.0 |
|
4.250 |
15,343.3 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,993.2 |
15,998.2 |
| PP |
15,979.3 |
15,989.3 |
| S1 |
15,965.5 |
15,980.5 |
|