Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,274.50 |
4,330.75 |
56.25 |
1.3% |
4,273.00 |
High |
4,340.75 |
4,348.75 |
8.00 |
0.2% |
4,340.75 |
Low |
4,269.50 |
4,315.75 |
46.25 |
1.1% |
4,216.00 |
Close |
4,331.00 |
4,324.00 |
-7.00 |
-0.2% |
4,331.00 |
Range |
71.25 |
33.00 |
-38.25 |
-53.7% |
124.75 |
ATR |
53.25 |
51.80 |
-1.45 |
-2.7% |
0.00 |
Volume |
27,047 |
31,717 |
4,670 |
17.3% |
82,804 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,428.50 |
4,409.25 |
4,342.25 |
|
R3 |
4,395.50 |
4,376.25 |
4,333.00 |
|
R2 |
4,362.50 |
4,362.50 |
4,330.00 |
|
R1 |
4,343.25 |
4,343.25 |
4,327.00 |
4,336.50 |
PP |
4,329.50 |
4,329.50 |
4,329.50 |
4,326.00 |
S1 |
4,310.25 |
4,310.25 |
4,321.00 |
4,303.50 |
S2 |
4,296.50 |
4,296.50 |
4,318.00 |
|
S3 |
4,263.50 |
4,277.25 |
4,315.00 |
|
S4 |
4,230.50 |
4,244.25 |
4,305.75 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,670.25 |
4,625.25 |
4,399.50 |
|
R3 |
4,545.50 |
4,500.50 |
4,365.25 |
|
R2 |
4,420.75 |
4,420.75 |
4,353.75 |
|
R1 |
4,375.75 |
4,375.75 |
4,342.50 |
4,398.25 |
PP |
4,296.00 |
4,296.00 |
4,296.00 |
4,307.00 |
S1 |
4,251.00 |
4,251.00 |
4,319.50 |
4,273.50 |
S2 |
4,171.25 |
4,171.25 |
4,308.25 |
|
S3 |
4,046.50 |
4,126.25 |
4,296.75 |
|
S4 |
3,921.75 |
4,001.50 |
4,262.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,348.75 |
4,216.00 |
132.75 |
3.1% |
50.75 |
1.2% |
81% |
True |
False |
22,904 |
10 |
4,348.75 |
4,154.75 |
194.00 |
4.5% |
53.25 |
1.2% |
87% |
True |
False |
15,545 |
20 |
4,348.75 |
4,150.00 |
198.75 |
4.6% |
47.25 |
1.1% |
88% |
True |
False |
9,788 |
40 |
4,348.75 |
4,098.25 |
250.50 |
5.8% |
49.50 |
1.1% |
90% |
True |
False |
6,184 |
60 |
4,348.75 |
3,874.75 |
474.00 |
11.0% |
55.75 |
1.3% |
95% |
True |
False |
4,647 |
80 |
4,348.75 |
3,874.75 |
474.00 |
11.0% |
57.25 |
1.3% |
95% |
True |
False |
3,541 |
100 |
4,348.75 |
3,874.75 |
474.00 |
11.0% |
58.25 |
1.3% |
95% |
True |
False |
2,850 |
120 |
4,348.75 |
3,857.00 |
491.75 |
11.4% |
59.25 |
1.4% |
95% |
True |
False |
2,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,489.00 |
2.618 |
4,435.25 |
1.618 |
4,402.25 |
1.000 |
4,381.75 |
0.618 |
4,369.25 |
HIGH |
4,348.75 |
0.618 |
4,336.25 |
0.500 |
4,332.25 |
0.382 |
4,328.25 |
LOW |
4,315.75 |
0.618 |
4,295.25 |
1.000 |
4,282.75 |
1.618 |
4,262.25 |
2.618 |
4,229.25 |
4.250 |
4,175.50 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,332.25 |
4,310.50 |
PP |
4,329.50 |
4,297.00 |
S1 |
4,326.75 |
4,283.50 |
|