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 |
4,301.0 |
4,267.0 |
-34.0 |
-0.8% |
4,414.0 |
High |
4,310.0 |
4,301.0 |
-9.0 |
-0.2% |
4,426.0 |
Low |
4,241.0 |
4,257.0 |
16.0 |
0.4% |
4,280.0 |
Close |
4,242.0 |
4,289.0 |
47.0 |
1.1% |
4,367.0 |
Range |
69.0 |
44.0 |
-25.0 |
-36.2% |
146.0 |
ATR |
50.9 |
51.5 |
0.6 |
1.1% |
0.0 |
Volume |
32,862 |
2,783 |
-30,079 |
-91.5% |
16,299 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,414.3 |
4,395.7 |
4,313.2 |
|
R3 |
4,370.3 |
4,351.7 |
4,301.1 |
|
R2 |
4,326.3 |
4,326.3 |
4,297.1 |
|
R1 |
4,307.7 |
4,307.7 |
4,293.0 |
4,317.0 |
PP |
4,282.3 |
4,282.3 |
4,282.3 |
4,287.0 |
S1 |
4,263.7 |
4,263.7 |
4,285.0 |
4,273.0 |
S2 |
4,238.3 |
4,238.3 |
4,280.9 |
|
S3 |
4,194.3 |
4,219.7 |
4,276.9 |
|
S4 |
4,150.3 |
4,175.7 |
4,264.8 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,795.7 |
4,727.3 |
4,447.3 |
|
R3 |
4,649.7 |
4,581.3 |
4,407.2 |
|
R2 |
4,503.7 |
4,503.7 |
4,393.8 |
|
R1 |
4,435.3 |
4,435.3 |
4,380.4 |
4,396.5 |
PP |
4,357.7 |
4,357.7 |
4,357.7 |
4,338.3 |
S1 |
4,289.3 |
4,289.3 |
4,353.6 |
4,250.5 |
S2 |
4,211.7 |
4,211.7 |
4,340.2 |
|
S3 |
4,065.7 |
4,143.3 |
4,326.9 |
|
S4 |
3,919.7 |
3,997.3 |
4,286.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,374.0 |
4,241.0 |
133.0 |
3.1% |
55.4 |
1.3% |
36% |
False |
False |
9,304 |
10 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
48.9 |
1.1% |
25% |
False |
False |
6,300 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
43.2 |
1.0% |
25% |
False |
False |
3,919 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
34.9 |
0.8% |
25% |
False |
False |
3,446 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.8% |
39.1 |
0.9% |
69% |
False |
False |
2,430 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.8% |
29.3 |
0.7% |
69% |
False |
False |
1,822 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.8% |
23.5 |
0.5% |
69% |
False |
False |
1,458 |
120 |
4,434.0 |
3,748.0 |
686.0 |
16.0% |
19.5 |
0.5% |
79% |
False |
False |
1,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.0 |
2.618 |
4,416.2 |
1.618 |
4,372.2 |
1.000 |
4,345.0 |
0.618 |
4,328.2 |
HIGH |
4,301.0 |
0.618 |
4,284.2 |
0.500 |
4,279.0 |
0.382 |
4,273.8 |
LOW |
4,257.0 |
0.618 |
4,229.8 |
1.000 |
4,213.0 |
1.618 |
4,185.8 |
2.618 |
4,141.8 |
4.250 |
4,070.0 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,285.7 |
4,304.0 |
PP |
4,282.3 |
4,299.0 |
S1 |
4,279.0 |
4,294.0 |
|