Trading Metrics calculated at close of trading on 08-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,335.25 |
4,316.00 |
-19.25 |
-0.4% |
4,273.00 |
High |
4,347.75 |
4,346.00 |
-1.75 |
0.0% |
4,340.75 |
Low |
4,312.25 |
4,305.75 |
-6.50 |
-0.2% |
4,216.00 |
Close |
4,317.25 |
4,341.75 |
24.50 |
0.6% |
4,331.00 |
Range |
35.50 |
40.25 |
4.75 |
13.4% |
124.75 |
ATR |
48.94 |
48.32 |
-0.62 |
-1.3% |
0.00 |
Volume |
77,054 |
259,544 |
182,490 |
236.8% |
82,804 |
|
Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.00 |
4,437.00 |
4,364.00 |
|
R3 |
4,411.75 |
4,396.75 |
4,352.75 |
|
R2 |
4,371.50 |
4,371.50 |
4,349.25 |
|
R1 |
4,356.50 |
4,356.50 |
4,345.50 |
4,364.00 |
PP |
4,331.25 |
4,331.25 |
4,331.25 |
4,335.00 |
S1 |
4,316.25 |
4,316.25 |
4,338.00 |
4,323.75 |
S2 |
4,291.00 |
4,291.00 |
4,334.25 |
|
S3 |
4,250.75 |
4,276.00 |
4,330.75 |
|
S4 |
4,210.50 |
4,235.75 |
4,319.50 |
|
|
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 |
4,269.50 |
79.25 |
1.8% |
41.25 |
1.0% |
91% |
False |
False |
87,134 |
10 |
4,348.75 |
4,172.50 |
176.25 |
4.1% |
47.50 |
1.1% |
96% |
False |
False |
50,848 |
20 |
4,348.75 |
4,150.00 |
198.75 |
4.6% |
47.25 |
1.1% |
96% |
False |
False |
28,225 |
40 |
4,348.75 |
4,098.25 |
250.50 |
5.8% |
48.75 |
1.1% |
97% |
False |
False |
15,447 |
60 |
4,348.75 |
3,925.00 |
423.75 |
9.8% |
52.00 |
1.2% |
98% |
False |
False |
10,877 |
80 |
4,348.75 |
3,874.75 |
474.00 |
10.9% |
56.00 |
1.3% |
99% |
False |
False |
8,251 |
100 |
4,348.75 |
3,874.75 |
474.00 |
10.9% |
57.75 |
1.3% |
99% |
False |
False |
6,617 |
120 |
4,348.75 |
3,857.00 |
491.75 |
11.3% |
58.25 |
1.3% |
99% |
False |
False |
5,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,517.00 |
2.618 |
4,451.25 |
1.618 |
4,411.00 |
1.000 |
4,386.25 |
0.618 |
4,370.75 |
HIGH |
4,346.00 |
0.618 |
4,330.50 |
0.500 |
4,326.00 |
0.382 |
4,321.25 |
LOW |
4,305.75 |
0.618 |
4,281.00 |
1.000 |
4,265.50 |
1.618 |
4,240.75 |
2.618 |
4,200.50 |
4.250 |
4,134.75 |
|
|
Fisher Pivots for day following 08-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,336.50 |
4,336.75 |
PP |
4,331.25 |
4,331.75 |
S1 |
4,326.00 |
4,326.75 |
|