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 |
4,255.50 |
4,228.75 |
-26.75 |
-0.6% |
4,224.50 |
High |
4,260.25 |
4,281.50 |
21.25 |
0.5% |
4,263.00 |
Low |
4,216.00 |
4,218.50 |
2.50 |
0.1% |
4,154.75 |
Close |
4,232.25 |
4,269.75 |
37.50 |
0.9% |
4,255.50 |
Range |
44.25 |
63.00 |
18.75 |
42.4% |
108.25 |
ATR |
51.01 |
51.86 |
0.86 |
1.7% |
0.00 |
Volume |
23,199 |
19,562 |
-3,637 |
-15.7% |
40,938 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,445.50 |
4,420.75 |
4,304.50 |
|
R3 |
4,382.50 |
4,357.75 |
4,287.00 |
|
R2 |
4,319.50 |
4,319.50 |
4,281.25 |
|
R1 |
4,294.75 |
4,294.75 |
4,275.50 |
4,307.00 |
PP |
4,256.50 |
4,256.50 |
4,256.50 |
4,262.75 |
S1 |
4,231.75 |
4,231.75 |
4,264.00 |
4,244.00 |
S2 |
4,193.50 |
4,193.50 |
4,258.25 |
|
S3 |
4,130.50 |
4,168.75 |
4,252.50 |
|
S4 |
4,067.50 |
4,105.75 |
4,235.00 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,549.25 |
4,510.50 |
4,315.00 |
|
R3 |
4,441.00 |
4,402.25 |
4,285.25 |
|
R2 |
4,332.75 |
4,332.75 |
4,275.25 |
|
R1 |
4,294.00 |
4,294.00 |
4,265.50 |
4,313.50 |
PP |
4,224.50 |
4,224.50 |
4,224.50 |
4,234.00 |
S1 |
4,185.75 |
4,185.75 |
4,245.50 |
4,205.00 |
S2 |
4,116.25 |
4,116.25 |
4,235.75 |
|
S3 |
4,008.00 |
4,077.50 |
4,225.75 |
|
S4 |
3,899.75 |
3,969.25 |
4,196.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,285.25 |
4,172.50 |
112.75 |
2.6% |
54.00 |
1.3% |
86% |
False |
False |
14,563 |
10 |
4,285.25 |
4,154.75 |
130.50 |
3.1% |
52.00 |
1.2% |
88% |
False |
False |
10,912 |
20 |
4,285.25 |
4,098.25 |
187.00 |
4.4% |
49.25 |
1.2% |
92% |
False |
False |
7,153 |
40 |
4,285.25 |
4,098.25 |
187.00 |
4.4% |
48.50 |
1.1% |
92% |
False |
False |
4,786 |
60 |
4,285.25 |
3,874.75 |
410.50 |
9.6% |
57.25 |
1.3% |
96% |
False |
False |
3,711 |
80 |
4,285.25 |
3,874.75 |
410.50 |
9.6% |
57.75 |
1.4% |
96% |
False |
False |
2,808 |
100 |
4,285.25 |
3,874.75 |
410.50 |
9.6% |
58.25 |
1.4% |
96% |
False |
False |
2,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,549.25 |
2.618 |
4,446.50 |
1.618 |
4,383.50 |
1.000 |
4,344.50 |
0.618 |
4,320.50 |
HIGH |
4,281.50 |
0.618 |
4,257.50 |
0.500 |
4,250.00 |
0.382 |
4,242.50 |
LOW |
4,218.50 |
0.618 |
4,179.50 |
1.000 |
4,155.50 |
1.618 |
4,116.50 |
2.618 |
4,053.50 |
4.250 |
3,950.75 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,263.25 |
4,263.50 |
PP |
4,256.50 |
4,257.00 |
S1 |
4,250.00 |
4,250.50 |
|