Trading Metrics calculated at close of trading on 06-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,962.3 |
1,978.0 |
15.7 |
0.8% |
1,961.3 |
High |
1,980.4 |
1,982.9 |
2.5 |
0.1% |
2,000.7 |
Low |
1,953.8 |
1,970.3 |
16.5 |
0.8% |
1,949.6 |
Close |
1,974.3 |
1,981.5 |
7.2 |
0.4% |
1,969.6 |
Range |
26.6 |
12.6 |
-14.0 |
-52.6% |
51.1 |
ATR |
28.0 |
26.9 |
-1.1 |
-3.9% |
0.0 |
Volume |
179,985 |
135,995 |
-43,990 |
-24.4% |
858,731 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.0 |
2,011.4 |
1,988.4 |
|
R3 |
2,003.4 |
1,998.8 |
1,985.0 |
|
R2 |
1,990.8 |
1,990.8 |
1,983.8 |
|
R1 |
1,986.2 |
1,986.2 |
1,982.7 |
1,988.5 |
PP |
1,978.2 |
1,978.2 |
1,978.2 |
1,979.4 |
S1 |
1,973.6 |
1,973.6 |
1,980.3 |
1,975.9 |
S2 |
1,965.6 |
1,965.6 |
1,979.2 |
|
S3 |
1,953.0 |
1,961.0 |
1,978.0 |
|
S4 |
1,940.4 |
1,948.4 |
1,974.6 |
|
|
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 |
1,953.8 |
46.9 |
2.4% |
25.6 |
1.3% |
59% |
False |
False |
182,067 |
10 |
2,006.2 |
1,949.6 |
56.6 |
2.9% |
26.1 |
1.3% |
56% |
False |
False |
156,015 |
20 |
2,075.3 |
1,949.6 |
125.7 |
6.3% |
25.3 |
1.3% |
25% |
False |
False |
99,206 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
28.3 |
1.4% |
21% |
False |
False |
56,187 |
60 |
2,102.2 |
1,910.5 |
191.7 |
9.7% |
30.2 |
1.5% |
37% |
False |
False |
38,691 |
80 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
28.0 |
1.4% |
53% |
False |
False |
29,469 |
100 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.7 |
1.4% |
53% |
False |
False |
23,903 |
120 |
2,102.2 |
1,828.8 |
273.4 |
13.8% |
26.6 |
1.3% |
56% |
False |
False |
20,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.5 |
2.618 |
2,015.9 |
1.618 |
2,003.3 |
1.000 |
1,995.5 |
0.618 |
1,990.7 |
HIGH |
1,982.9 |
0.618 |
1,978.1 |
0.500 |
1,976.6 |
0.382 |
1,975.1 |
LOW |
1,970.3 |
0.618 |
1,962.5 |
1.000 |
1,957.7 |
1.618 |
1,949.9 |
2.618 |
1,937.3 |
4.250 |
1,916.8 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,979.9 |
1,980.1 |
PP |
1,978.2 |
1,978.6 |
S1 |
1,976.6 |
1,977.2 |
|