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 |
4,314.0 |
4,331.0 |
17.0 |
0.4% |
4,350.0 |
High |
4,338.0 |
4,335.0 |
-3.0 |
-0.1% |
4,367.0 |
Low |
4,305.0 |
4,303.0 |
-2.0 |
0.0% |
4,241.0 |
Close |
4,326.0 |
4,323.0 |
-3.0 |
-0.1% |
4,359.0 |
Range |
33.0 |
32.0 |
-1.0 |
-3.0% |
126.0 |
ATR |
51.5 |
50.2 |
-1.4 |
-2.7% |
0.0 |
Volume |
16,500 |
115,257 |
98,757 |
598.5% |
43,855 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,416.3 |
4,401.7 |
4,340.6 |
|
R3 |
4,384.3 |
4,369.7 |
4,331.8 |
|
R2 |
4,352.3 |
4,352.3 |
4,328.9 |
|
R1 |
4,337.7 |
4,337.7 |
4,325.9 |
4,329.0 |
PP |
4,320.3 |
4,320.3 |
4,320.3 |
4,316.0 |
S1 |
4,305.7 |
4,305.7 |
4,320.1 |
4,297.0 |
S2 |
4,288.3 |
4,288.3 |
4,317.1 |
|
S3 |
4,256.3 |
4,273.7 |
4,314.2 |
|
S4 |
4,224.3 |
4,241.7 |
4,305.4 |
|
|
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 |
4,257.0 |
108.0 |
2.5% |
45.2 |
1.0% |
61% |
False |
False |
34,392 |
10 |
4,374.0 |
4,241.0 |
133.0 |
3.1% |
51.7 |
1.2% |
62% |
False |
False |
21,603 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
44.8 |
1.0% |
42% |
False |
False |
12,140 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
37.7 |
0.9% |
42% |
False |
False |
7,172 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
42.1 |
1.0% |
76% |
False |
False |
5,249 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
31.6 |
0.7% |
76% |
False |
False |
3,937 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
25.3 |
0.6% |
76% |
False |
False |
3,149 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.9% |
21.1 |
0.5% |
84% |
False |
False |
2,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,471.0 |
2.618 |
4,418.8 |
1.618 |
4,386.8 |
1.000 |
4,367.0 |
0.618 |
4,354.8 |
HIGH |
4,335.0 |
0.618 |
4,322.8 |
0.500 |
4,319.0 |
0.382 |
4,315.2 |
LOW |
4,303.0 |
0.618 |
4,283.2 |
1.000 |
4,271.0 |
1.618 |
4,251.2 |
2.618 |
4,219.2 |
4.250 |
4,167.0 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,321.7 |
4,334.0 |
PP |
4,320.3 |
4,330.3 |
S1 |
4,319.0 |
4,326.7 |
|