Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,978.0 |
1,980.0 |
2.0 |
0.1% |
1,961.3 |
High |
1,982.9 |
1,986.5 |
3.6 |
0.2% |
2,000.7 |
Low |
1,970.3 |
1,955.4 |
-14.9 |
-0.8% |
1,949.6 |
Close |
1,981.5 |
1,958.4 |
-23.1 |
-1.2% |
1,969.6 |
Range |
12.6 |
31.1 |
18.5 |
146.8% |
51.1 |
ATR |
26.9 |
27.2 |
0.3 |
1.1% |
0.0 |
Volume |
135,995 |
189,529 |
53,534 |
39.4% |
858,731 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.1 |
2,040.3 |
1,975.5 |
|
R3 |
2,029.0 |
2,009.2 |
1,967.0 |
|
R2 |
1,997.9 |
1,997.9 |
1,964.1 |
|
R1 |
1,978.1 |
1,978.1 |
1,961.3 |
1,972.5 |
PP |
1,966.8 |
1,966.8 |
1,966.8 |
1,963.9 |
S1 |
1,947.0 |
1,947.0 |
1,955.5 |
1,941.4 |
S2 |
1,935.7 |
1,935.7 |
1,952.7 |
|
S3 |
1,904.6 |
1,915.9 |
1,949.8 |
|
S4 |
1,873.5 |
1,884.8 |
1,941.3 |
|
|
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% |
27.5 |
1.4% |
10% |
False |
False |
178,422 |
10 |
2,006.2 |
1,949.6 |
56.6 |
2.9% |
26.8 |
1.4% |
16% |
False |
False |
168,404 |
20 |
2,075.3 |
1,949.6 |
125.7 |
6.4% |
26.0 |
1.3% |
7% |
False |
False |
105,528 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.8% |
28.6 |
1.5% |
6% |
False |
False |
60,786 |
60 |
2,102.2 |
1,924.2 |
178.0 |
9.1% |
30.0 |
1.5% |
19% |
False |
False |
41,713 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
28.1 |
1.4% |
44% |
False |
False |
31,816 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
27.8 |
1.4% |
44% |
False |
False |
25,774 |
120 |
2,102.2 |
1,828.8 |
273.4 |
14.0% |
26.6 |
1.4% |
47% |
False |
False |
21,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,118.7 |
2.618 |
2,067.9 |
1.618 |
2,036.8 |
1.000 |
2,017.6 |
0.618 |
2,005.7 |
HIGH |
1,986.5 |
0.618 |
1,974.6 |
0.500 |
1,971.0 |
0.382 |
1,967.3 |
LOW |
1,955.4 |
0.618 |
1,936.2 |
1.000 |
1,924.3 |
1.618 |
1,905.1 |
2.618 |
1,874.0 |
4.250 |
1,823.2 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,971.0 |
1,970.2 |
PP |
1,966.8 |
1,966.2 |
S1 |
1,962.6 |
1,962.3 |
|