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 |
4,360.0 |
4,314.0 |
-46.0 |
-1.1% |
4,350.0 |
High |
4,365.0 |
4,338.0 |
-27.0 |
-0.6% |
4,367.0 |
Low |
4,312.0 |
4,305.0 |
-7.0 |
-0.2% |
4,241.0 |
Close |
4,323.0 |
4,326.0 |
3.0 |
0.1% |
4,359.0 |
Range |
53.0 |
33.0 |
-20.0 |
-37.7% |
126.0 |
ATR |
53.0 |
51.5 |
-1.4 |
-2.7% |
0.0 |
Volume |
34,641 |
16,500 |
-18,141 |
-52.4% |
43,855 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,422.0 |
4,407.0 |
4,344.2 |
|
R3 |
4,389.0 |
4,374.0 |
4,335.1 |
|
R2 |
4,356.0 |
4,356.0 |
4,332.1 |
|
R1 |
4,341.0 |
4,341.0 |
4,329.0 |
4,348.5 |
PP |
4,323.0 |
4,323.0 |
4,323.0 |
4,326.8 |
S1 |
4,308.0 |
4,308.0 |
4,323.0 |
4,315.5 |
S2 |
4,290.0 |
4,290.0 |
4,320.0 |
|
S3 |
4,257.0 |
4,275.0 |
4,316.9 |
|
S4 |
4,224.0 |
4,242.0 |
4,307.9 |
|
|
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 |
4,365.0 |
4,241.0 |
124.0 |
2.9% |
52.6 |
1.2% |
69% |
False |
False |
17,913 |
10 |
4,426.0 |
4,241.0 |
185.0 |
4.3% |
56.1 |
1.3% |
46% |
False |
False |
11,089 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
45.3 |
1.0% |
44% |
False |
False |
6,383 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
36.9 |
0.9% |
44% |
False |
False |
4,394 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
41.6 |
1.0% |
77% |
False |
False |
3,328 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
31.2 |
0.7% |
77% |
False |
False |
2,496 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
25.0 |
0.6% |
77% |
False |
False |
1,997 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.9% |
20.8 |
0.5% |
84% |
False |
False |
1,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.3 |
2.618 |
4,424.4 |
1.618 |
4,391.4 |
1.000 |
4,371.0 |
0.618 |
4,358.4 |
HIGH |
4,338.0 |
0.618 |
4,325.4 |
0.500 |
4,321.5 |
0.382 |
4,317.6 |
LOW |
4,305.0 |
0.618 |
4,284.6 |
1.000 |
4,272.0 |
1.618 |
4,251.6 |
2.618 |
4,218.6 |
4.250 |
4,164.8 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,324.5 |
4,331.0 |
PP |
4,323.0 |
4,329.3 |
S1 |
4,321.5 |
4,327.7 |
|