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 |
1,994.6 |
1,962.3 |
-32.3 |
-1.6% |
1,961.3 |
High |
2,000.5 |
1,980.4 |
-20.1 |
-1.0% |
2,000.7 |
Low |
1,963.7 |
1,953.8 |
-9.9 |
-0.5% |
1,949.6 |
Close |
1,969.6 |
1,974.3 |
4.7 |
0.2% |
1,969.6 |
Range |
36.8 |
26.6 |
-10.2 |
-27.7% |
51.1 |
ATR |
28.2 |
28.0 |
-0.1 |
-0.4% |
0.0 |
Volume |
209,694 |
179,985 |
-29,709 |
-14.2% |
858,731 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.3 |
2,038.4 |
1,988.9 |
|
R3 |
2,022.7 |
2,011.8 |
1,981.6 |
|
R2 |
1,996.1 |
1,996.1 |
1,979.2 |
|
R1 |
1,985.2 |
1,985.2 |
1,976.7 |
1,990.7 |
PP |
1,969.5 |
1,969.5 |
1,969.5 |
1,972.2 |
S1 |
1,958.6 |
1,958.6 |
1,971.9 |
1,964.1 |
S2 |
1,942.9 |
1,942.9 |
1,969.4 |
|
S3 |
1,916.3 |
1,932.0 |
1,967.0 |
|
S4 |
1,889.7 |
1,905.4 |
1,959.7 |
|
|
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% |
29.5 |
1.5% |
48% |
False |
False |
207,743 |
10 |
2,006.2 |
1,949.6 |
56.6 |
2.9% |
26.3 |
1.3% |
44% |
False |
False |
147,252 |
20 |
2,075.3 |
1,949.6 |
125.7 |
6.4% |
25.5 |
1.3% |
20% |
False |
False |
95,447 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
28.6 |
1.4% |
16% |
False |
False |
52,878 |
60 |
2,102.2 |
1,867.0 |
235.2 |
11.9% |
30.7 |
1.6% |
46% |
False |
False |
36,470 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.2 |
1.4% |
50% |
False |
False |
27,794 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.8 |
1.4% |
50% |
False |
False |
22,563 |
120 |
2,102.2 |
1,828.8 |
273.4 |
13.8% |
26.6 |
1.3% |
53% |
False |
False |
18,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,093.5 |
2.618 |
2,050.0 |
1.618 |
2,023.4 |
1.000 |
2,007.0 |
0.618 |
1,996.8 |
HIGH |
1,980.4 |
0.618 |
1,970.2 |
0.500 |
1,967.1 |
0.382 |
1,964.0 |
LOW |
1,953.8 |
0.618 |
1,937.4 |
1.000 |
1,927.2 |
1.618 |
1,910.8 |
2.618 |
1,884.2 |
4.250 |
1,840.8 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,971.9 |
1,977.3 |
PP |
1,969.5 |
1,976.3 |
S1 |
1,967.1 |
1,975.3 |
|