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 |
1,977.5 |
1,981.3 |
3.8 |
0.2% |
1,998.4 |
High |
1,993.1 |
2,000.7 |
7.6 |
0.4% |
2,006.2 |
Low |
1,971.8 |
1,970.1 |
-1.7 |
-0.1% |
1,954.7 |
Close |
1,982.1 |
1,995.5 |
13.4 |
0.7% |
1,963.1 |
Range |
21.3 |
30.6 |
9.3 |
43.7% |
51.5 |
ATR |
27.2 |
27.5 |
0.2 |
0.9% |
0.0 |
Volume |
207,753 |
176,911 |
-30,842 |
-14.8% |
433,813 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.6 |
2,068.6 |
2,012.3 |
|
R3 |
2,050.0 |
2,038.0 |
2,003.9 |
|
R2 |
2,019.4 |
2,019.4 |
2,001.1 |
|
R1 |
2,007.4 |
2,007.4 |
1,998.3 |
2,013.4 |
PP |
1,988.8 |
1,988.8 |
1,988.8 |
1,991.8 |
S1 |
1,976.8 |
1,976.8 |
1,992.7 |
1,982.8 |
S2 |
1,958.2 |
1,958.2 |
1,989.9 |
|
S3 |
1,927.6 |
1,946.2 |
1,987.1 |
|
S4 |
1,897.0 |
1,915.6 |
1,978.7 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.2 |
2,097.6 |
1,991.4 |
|
R3 |
2,077.7 |
2,046.1 |
1,977.3 |
|
R2 |
2,026.2 |
2,026.2 |
1,972.5 |
|
R1 |
1,994.6 |
1,994.6 |
1,967.8 |
1,984.7 |
PP |
1,974.7 |
1,974.7 |
1,974.7 |
1,969.7 |
S1 |
1,943.1 |
1,943.1 |
1,958.4 |
1,933.2 |
S2 |
1,923.2 |
1,923.2 |
1,953.7 |
|
S3 |
1,871.7 |
1,891.6 |
1,948.9 |
|
S4 |
1,820.2 |
1,840.1 |
1,934.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,000.7 |
1,949.6 |
51.1 |
2.6% |
26.3 |
1.3% |
90% |
True |
False |
178,359 |
10 |
2,007.3 |
1,949.6 |
57.7 |
2.9% |
26.4 |
1.3% |
80% |
False |
False |
114,357 |
20 |
2,102.2 |
1,949.6 |
152.6 |
7.6% |
27.2 |
1.4% |
30% |
False |
False |
79,396 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.6% |
28.1 |
1.4% |
30% |
False |
False |
43,357 |
60 |
2,102.2 |
1,848.6 |
253.6 |
12.7% |
30.3 |
1.5% |
58% |
False |
False |
30,043 |
80 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.8 |
1.4% |
58% |
False |
False |
22,974 |
100 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.4 |
1.4% |
58% |
False |
False |
18,688 |
120 |
2,102.2 |
1,828.8 |
273.4 |
13.7% |
26.3 |
1.3% |
61% |
False |
False |
15,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,130.8 |
2.618 |
2,080.8 |
1.618 |
2,050.2 |
1.000 |
2,031.3 |
0.618 |
2,019.6 |
HIGH |
2,000.7 |
0.618 |
1,989.0 |
0.500 |
1,985.4 |
0.382 |
1,981.8 |
LOW |
1,970.1 |
0.618 |
1,951.2 |
1.000 |
1,939.5 |
1.618 |
1,920.6 |
2.618 |
1,890.0 |
4.250 |
1,840.1 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,992.1 |
1,988.7 |
PP |
1,988.8 |
1,981.9 |
S1 |
1,985.4 |
1,975.2 |
|