Trading Metrics calculated at close of trading on 02-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,981.3 |
1,994.6 |
13.3 |
0.7% |
1,961.3 |
High |
2,000.7 |
2,000.5 |
-0.2 |
0.0% |
2,000.7 |
Low |
1,970.1 |
1,963.7 |
-6.4 |
-0.3% |
1,949.6 |
Close |
1,995.5 |
1,969.6 |
-25.9 |
-1.3% |
1,969.6 |
Range |
30.6 |
36.8 |
6.2 |
20.3% |
51.1 |
ATR |
27.5 |
28.2 |
0.7 |
2.4% |
0.0 |
Volume |
176,911 |
209,694 |
32,783 |
18.5% |
858,731 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.3 |
2,065.8 |
1,989.8 |
|
R3 |
2,051.5 |
2,029.0 |
1,979.7 |
|
R2 |
2,014.7 |
2,014.7 |
1,976.3 |
|
R1 |
1,992.2 |
1,992.2 |
1,973.0 |
1,985.1 |
PP |
1,977.9 |
1,977.9 |
1,977.9 |
1,974.4 |
S1 |
1,955.4 |
1,955.4 |
1,966.2 |
1,948.3 |
S2 |
1,941.1 |
1,941.1 |
1,962.9 |
|
S3 |
1,904.3 |
1,918.6 |
1,959.5 |
|
S4 |
1,867.5 |
1,881.8 |
1,949.4 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,126.6 |
2,099.2 |
1,997.7 |
|
R3 |
2,075.5 |
2,048.1 |
1,983.7 |
|
R2 |
2,024.4 |
2,024.4 |
1,979.0 |
|
R1 |
1,997.0 |
1,997.0 |
1,974.3 |
2,010.7 |
PP |
1,973.3 |
1,973.3 |
1,973.3 |
1,980.2 |
S1 |
1,945.9 |
1,945.9 |
1,964.9 |
1,959.6 |
S2 |
1,922.2 |
1,922.2 |
1,960.2 |
|
S3 |
1,871.1 |
1,894.8 |
1,955.5 |
|
S4 |
1,820.0 |
1,843.7 |
1,941.5 |
|
|
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% |
28.4 |
1.4% |
39% |
False |
False |
197,759 |
10 |
2,006.2 |
1,949.6 |
56.6 |
2.9% |
26.7 |
1.4% |
35% |
False |
False |
132,205 |
20 |
2,080.3 |
1,949.6 |
130.7 |
6.6% |
26.8 |
1.4% |
15% |
False |
False |
88,739 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
28.4 |
1.4% |
13% |
False |
False |
48,489 |
60 |
2,102.2 |
1,851.4 |
250.8 |
12.7% |
30.6 |
1.6% |
47% |
False |
False |
33,487 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.1 |
1.4% |
48% |
False |
False |
25,573 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.6 |
1.4% |
48% |
False |
False |
20,770 |
120 |
2,102.2 |
1,828.8 |
273.4 |
13.9% |
26.5 |
1.3% |
51% |
False |
False |
17,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,156.9 |
2.618 |
2,096.8 |
1.618 |
2,060.0 |
1.000 |
2,037.3 |
0.618 |
2,023.2 |
HIGH |
2,000.5 |
0.618 |
1,986.4 |
0.500 |
1,982.1 |
0.382 |
1,977.8 |
LOW |
1,963.7 |
0.618 |
1,941.0 |
1.000 |
1,926.9 |
1.618 |
1,904.2 |
2.618 |
1,867.4 |
4.250 |
1,807.3 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,982.1 |
1,982.2 |
PP |
1,977.9 |
1,978.0 |
S1 |
1,973.8 |
1,973.8 |
|