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 |
4,267.0 |
4,298.0 |
31.0 |
0.7% |
4,350.0 |
High |
4,301.0 |
4,361.0 |
60.0 |
1.4% |
4,367.0 |
Low |
4,257.0 |
4,297.0 |
40.0 |
0.9% |
4,241.0 |
Close |
4,289.0 |
4,359.0 |
70.0 |
1.6% |
4,359.0 |
Range |
44.0 |
64.0 |
20.0 |
45.5% |
126.0 |
ATR |
51.5 |
53.0 |
1.5 |
2.8% |
0.0 |
Volume |
2,783 |
2,783 |
0 |
0.0% |
43,855 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.0 |
4,509.0 |
4,394.2 |
|
R3 |
4,467.0 |
4,445.0 |
4,376.6 |
|
R2 |
4,403.0 |
4,403.0 |
4,370.7 |
|
R1 |
4,381.0 |
4,381.0 |
4,364.9 |
4,392.0 |
PP |
4,339.0 |
4,339.0 |
4,339.0 |
4,344.5 |
S1 |
4,317.0 |
4,317.0 |
4,353.1 |
4,328.0 |
S2 |
4,275.0 |
4,275.0 |
4,347.3 |
|
S3 |
4,211.0 |
4,253.0 |
4,341.4 |
|
S4 |
4,147.0 |
4,189.0 |
4,323.8 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.3 |
4,655.7 |
4,428.3 |
|
R3 |
4,574.3 |
4,529.7 |
4,393.7 |
|
R2 |
4,448.3 |
4,448.3 |
4,382.1 |
|
R1 |
4,403.7 |
4,403.7 |
4,370.6 |
4,426.0 |
PP |
4,322.3 |
4,322.3 |
4,322.3 |
4,333.5 |
S1 |
4,277.7 |
4,277.7 |
4,347.5 |
4,300.0 |
S2 |
4,196.3 |
4,196.3 |
4,335.9 |
|
S3 |
4,070.3 |
4,151.7 |
4,324.4 |
|
S4 |
3,944.3 |
4,025.7 |
4,289.7 |
|
|
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% |
63.0 |
1.4% |
89% |
False |
False |
9,686 |
10 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
51.7 |
1.2% |
61% |
False |
False |
6,523 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
44.9 |
1.0% |
61% |
False |
False |
3,841 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
35.8 |
0.8% |
61% |
False |
False |
3,116 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
40.2 |
0.9% |
84% |
False |
False |
2,476 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
30.1 |
0.7% |
84% |
False |
False |
1,857 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
24.1 |
0.6% |
84% |
False |
False |
1,485 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.7% |
20.1 |
0.5% |
89% |
False |
False |
1,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,633.0 |
2.618 |
4,528.6 |
1.618 |
4,464.6 |
1.000 |
4,425.0 |
0.618 |
4,400.6 |
HIGH |
4,361.0 |
0.618 |
4,336.6 |
0.500 |
4,329.0 |
0.382 |
4,321.4 |
LOW |
4,297.0 |
0.618 |
4,257.4 |
1.000 |
4,233.0 |
1.618 |
4,193.4 |
2.618 |
4,129.4 |
4.250 |
4,025.0 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,349.0 |
4,339.7 |
PP |
4,339.0 |
4,320.3 |
S1 |
4,329.0 |
4,301.0 |
|